Vanguard Mortgage-Backed Securities Index Fund Institutional Shares

 (MUTF:VMBIX)   Watch this mutual fund  
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Performance

Trailing returns

1 day
   
-0.07%  
1 week   +0.21%
   
4 week
   
-0.02%  
3 month   +0.21%
   
YTD   +4.08%
   
1 year   -  
3 years*   -  
5 years*   -  
*annualized
Best 3 month return+0.63%  
Worst 3 month return0.63%  

Morningstar statistics

Morningstar category: Intermediate-Term Bond
  Return Risk Rating
3 years Below Average Low
5 years     -     - -
10 years     -     - -
Overall Below Average Low

Key statistics

Total assets957.11M 
Front load-  
Deferred load-  
Expense ratio0.09%  
Management fee-  
Fund familyVanguard 

Asset allocation

Cash27.44%  
Stocks0.00%  
Bonds72.55%  
Other0.00%  

Purchase information

Initial$5,000,000  
Additional$100  
AIP Initial$0  
28.50+0.03(0.11%)
Sep 29, 4:00PM EDT Overall Morningstar RatingTM

Description

The investment seeks to track the performance of a market-weighted mortgage-backed securities index. The fund employs an indexing investment approach designed to track the performance of the Barclays U.S. MBS Float Adjusted Index. This index covers U.S. agency mortgage-backed pass-through securities. To be included in the index, pool aggregates must have at least $250 million 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, under normal circumstances, at least 80% of the fund's assets will be invested in bonds included in the index.
Fund filings (PDF) »
Asset managers:
Joshua Barrickman (Started: Feb 22, 2013)
William Baird (Started: Nov 19, 2009)
Advisor Company:
Vanguard Group, Inc.
Fund family reports on Morningstar »
Vanguard, 100 Vanguard Boulevard, Malvern, PA 19355, USA

Risk

  1 year 3 years 5 years 10 years  
Alpha* -0.76 -0.01     -     -
Beta* 1.07 0.72     -     -
Mean annual return 0.43 0.18     -     -
R-squared* 91.22 79.80     -     -
Standard deviation 2.67 2.13     -     -
Sharpe ratio 1.91 0.96     -     -
* Against standard index

Top 10 holdings

Security Net Assets  
GNMA 2.80%  
Govt Natl Mtg Asso 3.5% 2.61%  
FNMA 2.52%  
FHLMC 4% 1.65%  
Govt Natl Mtg Asso 4.5% 1.63%  
Govt Natl Mtg Asso 3% 1.62%  
FNMA 1.33%  
Fed Natl Mort Assc 3% 1.33%  
Fannie Mae Single Family TBA 2.5% 2029-09-01 1.32%  
FNMA 1.13%