VMBS — Vanguard Mortgage-Backed Securities Index Fund
Data updated: 2026-07-29
VMBS — Vanguard Mortgage-Backed Securities Index Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Long Securitized (MBS/ABS/CMBS) Bond · $17.05B AUM · 0.03% expense ratio · 7.4% 1-yr return. From SEC regulatory filings.
VMBS Fund Overview
VMBS — Vanguard Mortgage-Backed Securities Index Fund is a US ETF managed by Vanguard Scottsdale Funds, categorised as Long Securitized (MBS/ABS/CMBS) Bond. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US ETF
- Manager: Vanguard Scottsdale Funds
- Category: Long Securitized (MBS/ABS/CMBS) Bond
- Assets under management: $17.05B
- 1-year return: 7.4%
- Ticker: VMBS
- SEC CIK: 0001021882
- SEC series ID: S000026865
- Share class ID: C000080861
VMBS Holdings
Top 10 holdings of Vanguard Mortgage-Backed Securities Index Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | 5.08% |
| Fannie Mae or Freddie Mac | 0.36% |
| Ginnie Mae II Pool | 0.36% |
| Ginnie Mae II Pool | 0.32% |
| Ginnie Mae II Pool | 0.31% |
| Fannie Mae Pool | 0.29% |
| Ginnie Mae II Pool | 0.29% |
| Ginnie Mae II Pool | 0.28% |
| Freddie Mac Pool | 0.27% |
| Freddie Mac Pool | 0.27% |
VMBS Portfolio Allocation
Asset-class allocation of Vanguard Mortgage-Backed Securities Index Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Securitized | 97.7% |
| Cash & Equivalents | 5.1% |
VMBS Performance
Total returns for VMBS (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 2.0% |
| 1 year | 7.4% |
| 3 years (annualised) | 5.5% |
| 5 years (annualised) | 0.7% |
VMBS Risk Information
Risk metrics for VMBS, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 2.8%
VMBS Costs and Fees
VMBS costs about $3 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.03%
- Gross expense ratio: 0.03%
- Portfolio turnover: 91%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
VMBS Cashflows
Over the 12 months to 2026-02, Vanguard Mortgage-Backed Securities Index Fund had net outflows of $5.21B, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-02 | $134.16M |
| 2026-01 | −$106.19M |
| 2025-12 | $498.48M |
| 2025-11 | −$18.61M |
| 2025-10 | −$974.64M |
| 2025-09 | $532.50M |
VMBS Debt Constituents
No individual debt constituents are reported in Vanguard Mortgage-Backed Securities Index Fund's latest SEC N-PORT filing.
VMBS Prospectus and SEC Filings
Official Vanguard Mortgage-Backed Securities Index Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Long Securitized (MBS/ABS/CMBS) Bond funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.