Vanguard Mortgage-Backed Securities Index Fund Admiral Shares

 (MUTF:VMBSX)   Watch this mutual fund  
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Performance

Trailing returns

1 day
   
-0.09%  
1 week   +0.14%
   
4 week   +0.83%
   
3 month
   
-0.44%  
YTD   +0.74%
   
1 year   +2.84%
   
3 years*   +1.78%
   
5 years*   +2.74%
   
*annualized
Best 3 month return+3.06%  
Worst 3 month return-2.28%  

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 ratio0.12%  
Management fee-  
Fund familyVanguard 

Asset allocation

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

Purchase information

Initial$10,000  
AIP Initial$10,000  
21.20-0.01(-0.05%)
Jul 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* 1.23 0.57 0.68     -
Beta* 0.48 0.68 0.62     -
Mean annual return 0.18 0.15 0.23     -
R-squared* 74.48 79.57 72.41     -
Standard deviation 1.83 2.25 2.05     -
Sharpe ratio 1.16 0.80 1.32     -
* 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%