Vanguard Mortgage-Backed Securities Index Fund Institutional Shares

 (MUTF:VMBIX)   Watch this mutual fund  
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Performance

Trailing returns

1 day   +0.33%
   
1 week   +0.29%
   
4 week   +0.68%
   
3 month
   
-0.17%  
YTD   +1.04%
   
1 year   +3.42%
   
3 years*   -  
5 years*   -  
*annualized
Best 3 month return+2.30%  
Worst 3 month return-0.68%  

Morningstar statistics

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

Key statistics

Total assets1.93B 
Front load-  
Deferred load-  
Expense ratio0.09%  
Management fee-  
Fund familyVanguard 

Asset allocation

Cash21.79%  
Stocks0.00%  
Bonds78.21%  
Other0.00%  

Purchase information

Initial$5,000,000  
28.82+0.03(0.10%)
Aug 3, 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* 1.28 0.61 0.70     -
Beta* 0.48 0.68 0.62     -
Mean annual return 0.18 0.16 0.23     -
R-squared* 74.43 79.09 72.29     -
Standard deviation 1.82 2.26 2.05     -
Sharpe ratio 1.20 0.81 1.33     -
* Against standard index

Top 10 holdings

Security Net Assets  
FNMA 3.04%  
GNMA 2.21%  
Ginnie Mae Jumbos TBA 3.5% 2045-07-01 2.00%  
FHLMC 3.5% 1.63%  
FNMA 1.56%  
FHLMC 4% 1.49%  
FNMA 1.44%  
Ginnie Mae Single Family TBA 4% 2045-06-01 1.10%  
Ginnie Mae Jumbos TBA 3% 2045-07-01 1.07%  
FNMA 1.04%