VMBS - Vanguard Mortgage-Backed Securities ETF -  [ ]

Seasonality of Returns By Period

Average daily return by calendar bucket (ClosePriceSA).

Day of Week

Week of Month

Month of Year

Seasonal Path

YTD vs Last Year vs Lookback Avg · closes rebased to 100 at each year's first session
Ticker Details
Vanguard Mortgage-Backed Securities ETF
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 Bloomberg 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.
IPO Date: December 1, 2009
Sector: Bonds
Industry: Mortgage Backed Securities
Activated in VL: True
Average Daily Range
Avg Daily Range: $0.10 | 0.20%
Avg Daily Range (30 D): $0.15 | 0.33%
Avg Daily Range (90 D): $0.13 | 0.28%
Institutional Daily Volume
Avg Daily Volume: .84M
Avg Daily Volume (30 D): 2.3M
Avg Daily Volume (90 D): 1.62M
Trade Size
Avg Trade Size (Sh.): 350
Avg Trade Size (Sh.) (30 D): 326
Avg Trade Size (Sh.) (90 D): 259
Institutional Trades
Total Institutional Trades: 17,115
Avg Institutional Trade: $4.05M
Avg Institutional Trade (30 D): $2.79M
Avg Institutional Trade (90 D): $2.51M
Avg Institutional Trade Volume: .08M
Avg Institutional Trades (Per Day): 5
Market Closing Trades
Avg Closing Trade: $2.08M
Avg Closing Trade (30 D): $1.98M
Avg Closing Trade (90 D): $2.05M
Avg Closing Volume: 42.9K
 
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