VMBS
VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND ETF SHARES
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
VMBS Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 5.29% | 5.45% | 3.63% | 0.41% | 2.94% | 1.39% | 2.81% | 1.75% |
| Sharpe Ratio | 1.37 | 1.21 | 1.39 | 0.06 | 1.02 | 0.26 | 1.09 | 0.37 |
| Max Drawdown | -2.51% | -2.51% | -3.09% | -17.12% | -5.08% | -17.46% | -5.08% | -17.46% |
| % Time Invested | 100.0% | 100.0% | 62.6% | 100.0% | 70.0% | 100.0% | 76.5% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.8 | 0.0 | 1.8 | 0.0 | 1.9 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-08-26 | Open | Open | 34% | $45.20 | $46.81 | 3.55% | Mark-to-Market |
| 2025-08-25 | Open | Open | 33% | $45.17 | $46.81 | 3.64% | Mark-to-Market |
| 2024-10-30 | Open | Open | 33% | $43.19 | $46.81 | 8.37% | Mark-to-Market |
| 2025-07-01 | 2025-08-26 | Interest | 34% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2025-08-01 | 2025-08-25 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-22 | 2025-08-01 | Completed | 33% | $43.65 | $44.88 | 2.82% | Signal |
| 2025-06-27 | 2025-07-01 | Completed | 34% | $44.61 | $44.77 | 0.35% | Signal |
| 2025-03-24 | 2025-06-27 | Interest | 34% | $1.00 | $1.01 | 1.12% | Interest Income |
| 2024-12-20 | 2025-04-22 | Interest | 33% | $1.00 | $1.01 | 1.40% | Interest Income |
| 2024-04-16 | 2025-03-24 | Completed | 34% | $40.55 | $44.05 | 8.64% | Signal |
| 2024-08-07 | 2024-12-20 | Completed | 33% | $43.27 | $43.08 | -0.44% | Signal |
| 2024-07-16 | 2024-10-30 | Interest | 33% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2024-07-16 | 2024-08-07 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2024-07-12 | 2024-07-16 | Completed | 33% | $42.56 | $42.60 | 0.11% | Signal |
| 2024-07-12 | 2024-07-16 | Completed | 33% | $42.56 | $42.60 | 0.11% | Signal |
| 2024-05-10 | 2024-07-12 | Interest | 33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2021-09-15 | 2024-07-12 | Interest | 33% | $1.00 | $1.10 | 9.88% | Interest Income |
| 2024-01-23 | 2024-05-10 | Completed | 33% | $41.71 | $41.45 | -0.63% | Signal |
| 2023-09-12 | 2024-04-16 | Interest | 34% | $1.00 | $1.03 | 2.54% | Interest Income |
| 2023-05-22 | 2024-01-23 | Interest | 33% | $1.00 | $1.03 | 2.77% | Interest Income |
| 2023-06-28 | 2023-09-12 | Completed | 34% | $41.28 | $40.31 | -2.34% | Signal |
| 2021-02-25 | 2023-06-28 | Interest | 34% | $1.00 | $1.06 | 6.06% | Interest Income |
| 2023-02-10 | 2023-05-22 | Completed | 33% | $41.10 | $40.92 | -0.44% | Signal |
| 2020-10-27 | 2023-02-10 | Interest | 33% | $1.00 | $1.05 | 4.99% | Interest Income |
| 2019-08-01 | 2021-09-15 | Completed | 33% | $43.72 | $45.94 | 5.08% | Signal |
| 2019-03-25 | 2021-02-25 | Completed | 34% | $42.70 | $45.80 | 7.26% | Signal |
| 2019-01-31 | 2020-10-27 | Completed | 33% | $42.16 | $45.93 | 8.93% | Signal |
| 2019-04-01 | 2019-08-01 | Interest | 33% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2019-03-26 | 2019-04-01 | Completed | 33% | $42.75 | $42.73 | -0.06% | Signal |
| 2018-12-12 | 2019-03-26 | Interest | 33% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2018-12-12 | 2019-03-25 | Interest | 34% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2018-12-12 | 2019-01-31 | Interest | 33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2018-12-07 | 2018-12-12 | Completed | 33% | $41.38 | $41.46 | 0.18% | Signal |
| 2018-12-07 | 2018-12-12 | Completed | 34% | $41.38 | $41.46 | 0.18% | Signal |
| 2018-12-07 | 2018-12-12 | Completed | 33% | $41.38 | $41.46 | 0.18% | Signal |
| 2018-01-30 | 2018-12-07 | Interest | 34% | $1.00 | $1.03 | 2.52% | Interest Income |
| 2017-11-24 | 2018-12-07 | Interest | 33% | $1.00 | $1.03 | 2.96% | Interest Income |
| 2017-03-31 | 2018-12-07 | Interest | 33% | $1.00 | $1.04 | 4.49% | Interest Income |
| 2017-09-07 | 2018-01-30 | Completed | 34% | $41.69 | $41.06 | -1.51% | Signal |
| 2017-05-23 | 2017-11-24 | Completed | 33% | $41.21 | $41.53 | 0.77% | Signal |
| 2016-12-27 | 2017-09-07 | Interest | 34% | $1.00 | $1.02 | 1.61% | Interest Income |
| 2016-11-23 | 2017-05-23 | Interest | 33% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2014-11-17 | 2017-03-31 | Completed | 33% | $39.13 | $40.71 | 4.04% | Signal |
| 2016-03-02 | 2016-12-27 | Completed | 34% | $40.55 | $40.21 | -0.86% | Signal |
| 2016-02-25 | 2016-11-23 | Completed | 33% | $40.62 | $40.44 | -0.45% | Signal |
| 2015-09-08 | 2016-03-02 | Interest | 34% | $1.00 | $1.01 | 1.00% | Interest Income |
| 2016-01-11 | 2016-02-25 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2015-10-26 | 2016-01-11 | Completed | 33% | $40.12 | $40.16 | 0.11% | Signal |
| 2015-06-30 | 2015-10-26 | Interest | 33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2014-04-07 | 2015-09-08 | Completed | 34% | $37.94 | $39.85 | 5.04% | Signal |
| 2013-11-29 | 2015-06-30 | Completed | 33% | $37.29 | $39.53 | 6.01% | Signal |
| 2013-07-11 | 2014-11-17 | Interest | 33% | $1.00 | $1.04 | 3.59% | Interest Income |
| 2013-02-27 | 2014-04-07 | Interest | 34% | $1.00 | $1.03 | 2.78% | Interest Income |
| 2012-12-20 | 2013-11-29 | Interest | 33% | $1.00 | $1.02 | 2.15% | Interest Income |
| 2011-11-16 | 2013-07-11 | Completed | 33% | $36.57 | $36.73 | 0.44% | Signal |
| 2011-11-16 | 2013-02-27 | Completed | 34% | $36.57 | $37.77 | 3.26% | Signal |
| 2011-11-16 | 2012-12-20 | Completed | 33% | $36.57 | $37.66 | 2.98% | Signal |
| 2011-11-14 | 2011-11-16 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-11-14 | 2011-11-16 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-11-14 | 2011-11-16 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
