Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/09/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VMBSX (VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND ADMIRAL SHARES) | 0.88% | 4.25% | 1.39% | -1.22% | 0.96% | 1.73% | NA | 1.75% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VMBSX (VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND ADMIRAL SHARES) | 11/24/2009 | 05/09/2025 |
The return data shown below all have the same latest date: 05/09/2025.
AR inception is since 11/24/2009.
AR inception is since 11/24/2009.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.11 | 4.25 | 1.39 | -1.22 | 0.96 | 1.73 | NA | 1.75 | 0.88 | 1.45 | 5.00 | -11.55 | -1.35 | 3.54 | 7.60 | 0.86 | 2.37 | 1.29 | 1.44 | 5.77 | -1.29 | 2.54 | 5.88 | 4.46 | -1.24 |
| Sharpe Ratio | NA | -0.15 | -0.38 | -0.63 | -0.16 | NA | NA | 0.15 | 0.01 | -0.87 | 0.09 | -1.55 | -0.72 | 1.19 | 2.88 | -0.19 | 0.77 | 0.52 | 0.58 | 2.48 | -0.40 | 1.72 | 2.22 | 1.71 | -5.04 |
| Standard Deviation(%) | NA | 5.48 | 7.61 | 6.16 | 4.70 | NA | NA | 4.07 | 5.60 | 5.94 | 8.36 | 8.38 | 1.90 | 2.77 | 2.15 | 2.42 | 2.26 | 2.08 | 2.44 | 2.33 | 3.31 | 1.46 | 2.63 | 2.55 | 2.36 |
| Draw Down(%) | NA | 4.87 | 11.08 | 17.47 | 17.47 | NA | NA | 17.47 | 2.58 | 3.98 | 8.74 | 16.12 | 1.93 | 2.50 | 0.66 | 2.38 | 1.40 | 3.27 | 1.45 | 0.86 | 3.72 | 0.94 | 1.32 | 2.24 | 1.44 |
| Yield(%) | 0.00 | 2.67 | 2.85 | 2.00 | 2.33 | 2.38 | 1.79 | 2.38 | 0.00 | 3.87 | 3.33 | 2.01 | 0.97 | 1.83 | 4.21 | 2.67 | 2.16 | 1.96 | 2.00 | 1.97 | 0.96 | 1.61 | 2.73 | 3.19 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMBSX (VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND ADMIRAL SHARES) |
-5.78%
Oct 2020 - Oct 2023 |
-1.11%
Oct 2017 - Oct 2022 |
0.33%
Oct 2013 - Oct 2023 |
1.72%
Jan 2010 - Jan 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMBSX (VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND ADMIRAL SHARES) |
4.49%
Mar 2017 - Mar 2020 |
3.48%
Mar 2010 - Mar 2015 |
3.30%
Mar 2010 - Mar 2020 |
1.86%
Feb 2010 - Feb 2025 |
Annualized Rolling Returns Comparison Chart