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Vanguard Mortgage-Backed Securities Index Fund ETF Shares (VMBS)

Government Mortgage-Backed Bond | Exchange Traded Fund | NasdaqGM
46.46 USD +0.22 (0.476%) ⇧ (July 14, 2026, 4 p.m. EDT)
Short-term:★★☆☆☆Long-term:★★☆☆☆Dividends:★★★⯪☆
Hot Take ↕ | July 11, 2026, 3:31 a.m. EDT

The long-term outlook remains neutral due to a persistent multi-year structural decline. Despite a slight uptick in the most recent annual period, the asset has lost nearly 15% of its value over the last nine years, with five of those years posting negative returns. This extended trajectory suggests the market views the underlying mortgage-backed securities environment as fundamentally challenged, rendering any single positive quarter insufficient to reverse the trend. On the short end, momentum is weak; the price is trading below both its 50-day and 200-day averages, confirming a downtrend that has yet to find a floor. However, the income story is compelling. The fund offers a robust 4.17% yield, which has been steadily increasing over the last few years as the share price compressed. This rising payout provides a significant cushion against the capital losses, making it a viable hold for income-focused investors who can stomach the lack of capital appreciation, but it is not a candidate for growth or aggressive recovery plays.
Model Selection — Backtest MAE (log-scale, lower is better)
ModelMAE
MSTL ✓0.006493
AutoARIMA0.006793
AutoETS0.006817
AutoTheta0.007970

Forecast horizon: 45 days | Selected: MSTL

Forecast Reliability
Score 79%
H-stat 0.41
Ljung-Box p 0.000
Jarque-Bera p 0.166
Excess Kurtosis 0.56

As of July 11, 2026, 3:31 a.m. EDT: Speculators are positioning defensively with heavy open interest in out-of-the-money puts (strikes 47 and 48) relative to calls, indicating a fear of further downside or volatility expansion. The implied volatility for puts is significantly elevated compared to calls, suggesting hedging demand dominates speculative buying.

Dividend Data

Yield Summary
Last Yield 1yr Yield 3yr Avg 5yr Avg
0.35% 4.17% 4.03% 3.29%
Dividend History
Date Dividend Yield %
2026-07-01 0.165 0.354305
2026-06-01 0.163 0.348887
2026-05-01 0.161 0.344091
2026-04-01 0.162 0.345932
2026-03-02 0.161 0.339376
2026-02-02 0.165 0.350840
2025-12-18 0.160 0.339919
2025-12-01 0.162 0.344681
2025-11-03 0.172 0.366191
2025-10-01 0.153 0.325809
2025-09-02 0.165 0.355834
2025-08-01 0.164 0.354135
2025-07-01 0.163 0.353196
2025-06-02 0.161 0.354158
2025-05-01 0.198 0.430248
2025-04-01 0.164 0.353906
2025-03-03 0.159 0.342599
2025-02-03 0.160 0.352035
2024-12-24 0.152 0.336507
2024-12-02 0.150 0.324816
2024-11-01 0.153 0.336190
2024-10-01 0.145 0.307073
2024-09-03 0.154 0.328148
2024-08-01 0.151 0.325571
2024-07-01 0.151 0.336303
2024-06-03 0.150 0.332373
2024-05-01 0.148 0.334086
2024-04-01 0.146 0.323009
2024-03-01 0.145 0.319454
2024-02-01 0.143 0.308922
2023-12-22 0.142 0.307426
2023-12-01 0.141 0.312362
2023-11-01 0.134 0.310761
2023-10-02 0.136 0.314815
2023-09-01 0.130 0.289275
2023-08-01 0.130 0.286533
2023-07-03 0.126 0.275470
2023-06-01 0.125 0.270680
2023-05-01 0.122 0.264585
2023-04-03 0.116 0.248394
2023-03-01 0.118 0.260371
2023-02-01 0.114 0.240456
2022-12-23 0.115 0.250163
2022-12-01 0.109 0.235116
2022-11-01 0.105 0.236646
2022-10-03 0.103 0.227423
2022-09-01 0.098 0.207407
2022-08-01 0.096 0.194845
2022-07-01 0.091 0.189268
2022-06-01 0.081 0.167702
2022-05-02 0.069 0.144201
2022-04-01 0.074 0.148744
2022-03-01 0.069 0.133617
2022-02-01 0.059 0.113505
2021-12-23 0.054 0.102273
2021-12-01 0.050 0.094411
2021-11-01 0.048 0.090447
2021-10-01 0.044 0.082505
2021-09-01 0.053 0.099140
2021-08-02 0.046 0.085757
2021-07-01 0.047 0.088164
2021-06-01 0.038 0.071094
2021-05-03 0.026 0.048462
2021-04-01 0.043 0.080585
2021-03-01 0.050 0.093041
2021-02-01 0.044 0.081361
2020-12-23 0.136 0.251759
2020-12-01 0.067 0.123982
2020-11-02 0.069 0.127589
2020-10-01 0.068 0.125531
2020-09-01 0.069 0.126955
2020-08-03 0.075 0.137994
2020-07-01 0.082 0.150818
2020-06-01 0.095 0.174312
2020-05-01 0.095 0.174312
2020-04-01 0.126 0.232172
2020-03-02 0.100 0.185805
2020-02-03 0.107 0.200300
2019-12-23 0.115 0.216817
2019-12-02 0.102 0.192090
2019-11-01 0.115 0.216206
2019-10-01 0.112 0.210605
2019-09-03 0.119 0.223726
2019-08-01 0.133 0.250943
2019-07-01 0.114 0.216237
2019-06-03 0.136 0.258555
2019-05-01 0.127 0.243996
2019-04-01 0.149 0.286649
2019-03-01 0.116 0.225112
2019-02-01 0.133 0.257552
2018-12-24 0.140 0.273331
2018-12-03 0.123 0.241840
2018-11-01 0.134 0.265452
2018-10-01 0.120 0.236128
2018-09-04 0.120 0.234329
2018-08-01 0.119 0.232922
2018-07-02 0.097 0.189268
2018-06-01 0.121 0.236144
2018-05-01 0.109 0.213349
2018-04-02 0.126 0.244660
2018-03-01 0.096 0.186589
2018-02-01 0.097 0.187985
2017-12-26 0.111 0.212156
2017-12-01 0.096 0.182857
2017-11-01 0.097 0.184306
2017-10-02 0.096 0.181922
2017-09-01 0.098 0.185360
2017-08-01 0.096 0.182094
2017-07-03 0.095 0.181056
2017-06-01 0.095 0.179958
2017-05-01 0.095 0.180780
2017-04-03 0.092 0.175271
2017-03-01 0.091 0.174096
2017-02-01 0.072 0.137878
2016-12-22 0.248 0.477290
2016-12-01 0.070 0.133511
2016-11-01 0.066 0.123043
2016-10-03 0.068 0.126277
2016-09-01 0.079 0.146977
2016-08-01 0.075 0.139457
2016-07-01 0.080 0.148837
2016-06-01 0.081 0.151714
2016-05-02 0.078 0.146259
2016-04-01 0.091 0.170508
2016-03-01 0.091 0.170828
2016-02-01 0.073 0.137270
2015-12-23 0.344 0.653868
2015-12-01 0.072 0.135619
2015-11-02 0.072 0.135389
2015-10-01 0.074 0.138681
2015-09-01 0.064 0.120391
2015-08-03 0.062 0.116673
2015-07-01 0.059 0.112061
2015-06-01 0.058 0.109023
2015-05-01 0.049 0.091898
2015-04-01 0.069 0.129117
2015-03-25 0.066 0.123526
2015-03-02 0.070 0.131728
2015-02-02 0.061 0.114318
2014-12-23 0.226 0.427625
2014-12-01 0.057 0.107183
2014-11-03 0.070 0.132450
2014-10-01 0.060 0.113809
2014-09-02 0.061 0.116146
2014-08-01 0.068 0.129821
2014-07-01 0.071 0.135238
2014-06-02 0.076 0.144955
2014-05-01 0.076 0.145845
2014-04-01 0.083 0.160822
2014-03-03 0.083 0.159585
2014-02-03 0.076 0.146238
2013-12-24 0.086 0.168495
2013-11-29 0.073 0.142162
2013-10-31 0.073 0.141145
2013-09-30 0.063 0.122449
2013-08-30 0.046 0.090569
2013-07-31 0.036 0.070478
2013-06-28 0.023 0.045063
2013-05-31 0.023 0.044574
2013-04-30 0.025 0.047728
2013-03-28 0.022 0.042186
2013-02-28 0.018 0.034503
2013-01-31 0.017 0.032699
2012-12-24 0.276 0.528432
2012-11-30 0.006 0.011418
2012-11-02 0.025 0.047402
2012-09-28 0.031 0.058634
2012-08-31 0.041 0.077637
2012-07-31 0.051 0.096940
2012-06-29 0.064 0.122277
2012-05-31 0.058 0.111069
2012-04-30 0.073 0.140008
2012-03-30 0.069 0.133025
2012-02-29 0.078 0.150289
2012-01-31 0.073 0.140385
2011-12-23 0.318 0.614137
2011-11-30 0.084 0.162131
2011-10-31 0.106 0.204712
2011-09-30 0.106 0.204475
2011-08-31 0.117 0.224741
2011-07-29 0.101 0.196498
2011-06-30 0.096 0.187720
2011-05-31 0.091 0.177561
2011-04-29 0.080 0.157511
2011-03-31 0.105 0.209372
2011-02-28 0.085 0.168852
2011-01-31 0.086 0.170838
2010-12-27 0.908 1.809486
2010-11-30 0.092 0.178954
2010-10-29 0.136 0.262904
2010-09-30 0.067 0.130859
2010-08-31 0.096 0.186625
2010-07-30 0.103 0.199922
2010-06-30 0.094 0.183665
2010-05-28 0.084 0.165550
2010-04-30 0.075 0.149373
2010-03-31 0.075 0.149820
2010-02-26 0.112 0.223910
2010-01-29 0.107 0.213275
2009-12-24 0.098 0.197223
Additional Data
trailingAnnualDividendRate 0.0
trailingAnnualDividendYield 0.0
dividendDate 2017-06-07
dividendYield 4.17

Info Dump

Attribute Value
All Time High 54.87
All Time Low 42.06
Ask 46.51
Ask Size 16
Average Daily Volume10 Day 1,280,440
Average Daily Volume3 Month 1,353,962
Average Volume 1,353,962
Average Volume10Days 1,280,440
Beta3 Year 1.12
Bid 46.42
Bid Size 16
Category Government Mortgage-Backed Bond
Crypto Tradeable 0
Currency USD
Custom Price Alert Confidence HIGH
Day High 46.5173
Day Low 46.29
Dividend Date 1,496,793,600
Dividend Yield 4.17
Esg Populated 0
Exchange NGM
Exchange Data Delayed By 0
Exchange Timezone Name America/New_York
Exchange Timezone Short Name EDT
Fifty Day Average 46.6502
Fifty Day Average Change -0.1902008
Fifty Day Average Change Percent -0.00407717
Fifty Two Week Change Percent 1.137352
Fifty Two Week High 47.9
Fifty Two Week High Change -1.4400024
Fifty Two Week High Change Percent -0.030062681
Fifty Two Week Low 45.7
Fifty Two Week Low Change 0.7599983
Fifty Two Week Low Change Percent 0.01663016
Fifty Two Week Range 45.7 - 47.9
First Trade Date Milliseconds 1,258,986,600,000
Five Year Average Return 0.0049636
Full Exchange Name NasdaqGM
Fund Family Vanguard
Fund Inception Date 1,383,177,600
Gmt Off Set Milliseconds -14,400,000
Has Pre Post Market Data 1
Language en-US
Legal Type Exchange Traded Fund
Long Business Summary The fund manager employs an indexing investment approach designed to track the performance of the Bloomberg U.S. MBS Float Adjusted Index. This index covers U.S. agency mortgage-backed pass-through securities issued by the GNMA, the FNMA, and the FHLMC. To be included in the index, pool aggregates must have at least $1 billion currently outstanding and a weighted average maturity of at least 1 year. All of the fund's investments will be selected through the sampling process, and at least 80% of the fund's assets will be invested in bonds included in the index.
Long Name Vanguard Mortgage-Backed Securities Index Fund ETF Shares
Market us_market
Market State PRE
Max Age 86,400
Message Board Id finmb_81834872
Nav Price 46.36
Net Assets 17,337,255,900.0
Net Expense Ratio 0.03
Open 46.33
Pre Market Change 0.0
Pre Market Change Percent 0.0
Pre Market Price 46.46
Pre Market Time 1,784,102,401
Previous Close 46.239998
Price Hint 2
Quote Source Name Nasdaq Real Time Price
Quote Type ETF
Region US
Regular Market Change 0.22000122
Regular Market Change Percent 0.47578123
Regular Market Day High 46.5173
Regular Market Day Low 46.29
Regular Market Day Range 46.29 - 46.5173
Regular Market Open 46.33
Regular Market Previous Close 46.239998
Regular Market Price 46.46
Regular Market Time 1,784,059,200
Regular Market Volume 1,639,262
Short Name Vanguard Mortgage-Backed Securi
Source Interval 15
Symbol VMBS
Three Year Average Return 0.0452432
Total Assets 17,337,255,936
Tradeable 0
Trailing Annual Dividend Rate 0.0
Trailing Annual Dividend Yield 0.0
Trailing Peg Ratio None
Trailing Three Month Nav Returns 0.74292
Trailing Three Month Returns 0.74292
Triggerable 1
Two Hundred Day Average 47.0111
Two Hundred Day Average Change -0.5511017
Two Hundred Day Average Change Percent -0.011722799
Type Disp ETF
Volume 1,639,262
Yield 0.0417
Ytd Return 1.17946