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

Government Mortgage-Backed Bond | Exchange Traded Fund | NasdaqGM
46.18 USD -0.19 (-0.410%) ⇩ (Aug. 28, 2026, 4 p.m. EDT)
After hours: 46.33 +0.15 (0.334%) ⇧ (Aug. 28, 2026, 7:59 p.m. EDT)
Short-term:★★⯪☆☆Long-term:★★⯪☆☆Dividends:★★★☆☆
Hot Take ↕ | Aug. 22, 2026, 5:47 a.m. EDT

The fund sits in a precarious equilibrium, offering a robust 4.24% yield that acts as a floor but failing to drive capital appreciation. While the dividend has been consistently raised over the last few years, the underlying asset class has suffered a brutal multi-year decline, dropping nearly 14% over the last nine years. The price action confirms this structural weakness, trading well below its five-year average and showing no signs of a recovery trend. Options data reinforces this bearish sentiment, with traders aggressively buying protection at strikes slightly above the current level while ignoring upside potential. Although the statistical model hints at a tiny, statistically insignificant bounce in the coming month, the fundamental reality remains unchanged: this is a defensive holding for income, not a vehicle for growth or capital preservation in a rising rate environment.
Model Selection — Backtest MAE (log-scale, lower is better)
ModelMAE
AutoTheta ✓0.012859
AutoETS0.013438
AutoARIMA0.013517
MSTL0.014829

Forecast horizon: 45 days | Selected: AutoTheta

Forecast Reliability
Score 72%
H-stat 3.30
Ljung-Box p 0.000
Jarque-Bera p 0.001
Excess Kurtosis 1.32

As of Aug. 22, 2026, 5:47 a.m. EDT: Speculators are positioning defensively with heavy put volume and open interest concentrated just above the current price ($47-$48), while call activity is virtually nonexistent. Implied volatility is elevated on the downside side, suggesting fear of a near-term dip rather than a rally.

Dividend Data

Yield Summary
Last Yield 1yr Yield 3yr Avg 5yr Avg
0.37% 4.18% 4.06% 3.35%
Dividend History
Date Dividend Yield %
2026-08-03 0.168 0.365059
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 4.24

Info Dump

Attribute Value
All Time High 54.87
All Time Low 42.06
Ask 46.28
Ask Size 16
Average Daily Volume10 Day 1,442,590
Average Daily Volume3 Month 1,309,117
Average Volume 1,309,117
Average Volume10Days 1,442,590
Beta3 Year 1.12
Bid 46.15
Bid Size 16
Category Government Mortgage-Backed Bond
Crypto Tradeable 0
Currency USD
Custom Price Alert Confidence HIGH
Day High 46.4
Day Low 46.14
Dividend Date 1,496,793,600
Dividend Yield 4.24
Esg Populated 0
Exchange NGM
Exchange Data Delayed By 0
Exchange Timezone Name America/New_York
Exchange Timezone Short Name EDT
Fifty Day Average 46.388
Fifty Day Average Change -0.20800018
Fifty Day Average Change Percent -0.0044839224
Fifty Two Week Change Percent 0.0
Fifty Two Week High 47.9
Fifty Two Week High Change -1.7200012
Fifty Two Week High Change Percent -0.035908166
Fifty Two Week Low 45.97
Fifty Two Week Low Change 0.20999908
Fifty Two Week Low Change Percent 0.004568177
Fifty Two Week Range 45.97 - 47.9
First Trade Date Milliseconds 1,258,986,600,000
Five Year Average Return 0.0047949003
Full Exchange Name NasdaqGM
Fullday Change -0.189999
Fullday Change Percent -0.409745
Fullday Price 46.3342
Fund Family Vanguard
Fund Inception Date 1,258,588,800
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 CLOSED
Max Age 86,400
Message Board Id finmb_81834872
Nav Price 46.3
Net Assets 17,214,003,200.0
Net Expense Ratio 0.03
Open 46.29
Post Market Change 0.15420151
Post Market Change Percent 0.33391404
Post Market Price 46.3342
Post Market Time 1,787,961,589
Previous Close 46.37
Price Hint 2
Quote Source Name Nasdaq Real Time Price
Quote Type ETF
Region US
Regular Market Change -0.189999
Regular Market Change Percent -0.409745
Regular Market Day High 46.4
Regular Market Day Low 46.14
Regular Market Day Range 46.14 - 46.4
Regular Market Open 46.29
Regular Market Previous Close 46.37
Regular Market Price 46.18
Regular Market Time 1,787,947,200
Regular Market Volume 1,636,177
Short Name Vanguard Mortgage-Backed Securi
Source Interval 15
Symbol VMBS
Three Year Average Return 0.0532445
Total Assets 17,214,003,200
Tradeable 0
Trailing Annual Dividend Rate 0.0
Trailing Annual Dividend Yield 0.0
Trailing Peg Ratio None
Trailing Three Month Nav Returns -0.77984
Trailing Three Month Returns -0.77984
Triggerable 1
Two Hundred Day Average 46.87015
Two Hundred Day Average Change -0.6901512
Two Hundred Day Average Change Percent -0.014724749
Type Disp ETF
Volume 1,636,177
Yield 0.0424
Ytd Return -0.04795