Vanguard Mortgage-Backed Secs (VMBS): Rolling Returns

Data Source: from January 2010 to February 2024 (~14 years)
Consolidated Returns as of 29 February 2024

Holding the Vanguard Mortgage-Backed Secs (VMBS) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~14 years), the longest period with a negative return lasted 113 months (from June 2014 to October 2023).

This means that every rolling period of 114 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Vanguard Mortgage-Backed Secs (VMBS) ETF: Historical Returns page.

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

VANGUARD MORTGAGE-BACKED SECS (VMBS) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 January 2010 - 29 February 2024 (~14 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -14.97 11/2021
10/2022
0.85$ -2.81 0.97$ 1.15 1.01$ 5.09 1.05$ 8.57 11/2018
10/2019
1.08$ 2.53 38.53%
2Y -8.22 11/2021
10/2023
0.84$ -5.08 0.90$ 1.75 1.03$ 3.62 1.07$ 6.18 05/2018
04/2020
1.12$ -3.46 30.93%
3Y -5.77 11/2020
10/2023
0.83$ -3.39 0.90$ 1.77 1.05$ 3.60 1.11$ 4.03 03/2018
02/2021
1.12$ -3.39 27.06%
4Y -3.49 11/2019
10/2023
0.86$ -1.25 0.95$ 1.81 1.07$ 2.77 1.11$ 3.32 01/2017
12/2020
1.13$ -2.17 24.66%
5Y -1.32 11/2017
10/2022
0.93$ -0.34 0.98$ 2.15 1.11$ 2.79 1.14$ 3.05 07/2015
06/2020
1.16$ -0.39 24.59%
6Y -1.25 11/2017
10/2023
0.92$ -0.17 0.98$ 1.50 1.09$ 2.91 1.18$ 3.23 04/2014
03/2020
1.21$ 0.25 24.49%
7Y -1.01 11/2016
10/2023
0.93$ -0.12 0.99$ 0.59 1.04$ 2.43 1.18$ 2.75 03/2014
02/2021
1.20$ 0.21 24.32%
8Y -0.50 11/2015
10/2023
0.96$ 0.17 1.01$ 0.41 1.03$ 1.12 1.09$ 1.98 03/2014
02/2022
1.17$ 0.24 12.00%
9Y -0.17 11/2014
10/2023
0.98$ 0.17 1.01$ 0.66 1.06$ 0.77 1.07$ 0.95 04/2014
03/2023
1.08$ 0.49 7.69%
10Y 0.87 03/2014
02/2024
1.09$ 0.87 1.09$ 0.87 1.09$ 0.87 1.09$ 0.87 03/2014
02/2024
1.09$ 0.87 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -21.08 11/2021
10/2022
0.78$ -7.89 0.92$ -0.98 0.99$ 3.41 1.03$ 7.19 05/2019
04/2020
1.07$ -0.17 55.96%
2Y -14.09 11/2020
10/2022
0.73$ -10.84 0.79$ -0.25 0.99$ 2.62 1.05$ 4.95 05/2018
04/2020
1.10$ -7.46 56.70%
3Y -10.87 11/2020
10/2023
0.70$ -8.29 0.77$ -0.50 0.98$ 1.55 1.04$ 2.23 05/2017
04/2020
1.06$ -8.45 54.12%
4Y -7.71 11/2019
10/2023
0.72$ -5.32 0.80$ -0.15 0.99$ 0.77 1.03$ 1.38 02/2017
01/2021
1.05$ -6.42 54.79%
5Y -4.99 11/2018
10/2023
0.77$ -4.16 0.80$ -0.39 0.98$ 0.99 1.05$ 1.45 07/2015
06/2020
1.07$ -4.32 54.10%
6Y -4.82 11/2017
10/2023
0.74$ -3.77 0.79$ -1.52 0.91$ 1.32 1.08$ 1.82 05/2014
04/2020
1.11$ -3.29 61.22%
7Y -4.35 11/2016
10/2023
0.73$ -3.45 0.78$ -2.46 0.84$ 0.43 1.03$ 1.12 03/2014
02/2021
1.08$ -3.14 75.68%
8Y -3.65 11/2015
10/2023
0.74$ -3.00 0.78$ -2.63 0.80$ -1.46 0.88$ -0.40 03/2014
02/2022
0.96$ -3.04 100.00%
9Y -3.00 11/2014
10/2023
0.76$ -2.66 0.78$ -2.19 0.81$ -2.02 0.83$ -1.77 04/2014
03/2023
0.85$ -2.53 100.00%
10Y -1.85 03/2014
02/2024
0.82$ -1.85 0.82$ -1.85 0.82$ -1.85 0.82$ -1.85 03/2014
02/2024
0.82$ -1.85 100.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -14.97 11/2021
10/2022
0.85$ -1.29 0.98$ 2.17 1.02$ 5.28 1.05$ 8.57 11/2018
10/2019
1.08$ 2.53 31.45%
2Y -8.22 11/2021
10/2023
0.84$ -3.46 0.93$ 2.02 1.04$ 4.28 1.08$ 6.18 05/2018
04/2020
1.12$ -3.46 20.41%
3Y -5.77 11/2020
10/2023
0.83$ -1.56 0.95$ 2.29 1.07$ 3.64 1.11$ 4.55 01/2010
12/2012
1.14$ -3.39 17.04%
4Y -3.49 11/2019
10/2023
0.86$ -0.42 0.98$ 2.36 1.09$ 3.01 1.12$ 3.39 04/2011
03/2015
1.14$ -2.17 14.63%
5Y -1.32 11/2017
10/2022
0.93$ 0.14 1.00$ 2.18 1.11$ 2.87 1.15$ 3.62 01/2010
12/2014
1.19$ -0.39 13.51%
6Y -1.25 11/2017
10/2023
0.92$ 0.14 1.00$ 2.24 1.14$ 2.93 1.18$ 3.30 03/2010
02/2016
1.21$ 0.25 12.12%
7Y -1.01 11/2016
10/2023
0.93$ 0.17 1.01$ 2.17 1.16$ 2.82 1.21$ 3.26 09/2013
08/2020
1.25$ 0.21 10.34%
8Y -0.50 11/2015
10/2023
0.96$ 0.34 1.02$ 2.40 1.20$ 2.58 1.22$ 2.92 01/2010
12/2017
1.25$ 0.24 4.00%
9Y -0.17 11/2014
10/2023
0.98$ 0.66 1.06$ 2.23 1.21$ 2.75 1.27$ 3.07 04/2011
03/2020
1.31$ 0.49 1.59%
10Y 0.23 11/2013
10/2023
1.02$ 0.81 1.08$ 1.96 1.21$ 2.87 1.32$ 3.17 05/2010
04/2020
1.36$ 0.87 0.00%
11Y 0.16 11/2012
10/2023
1.01$ 0.71 1.08$ 1.37 1.16$ 2.61 1.32$ 3.10 01/2010
12/2020
1.39$ 0.86 0.00%
12Y 0.44 11/2011
10/2023
1.05$ 0.86 1.10$ 1.21 1.15$ 1.81 1.24$ 2.73 01/2010
12/2021
1.38$ 0.95 0.00%
13Y 0.71 11/2010
10/2023
1.09$ 0.99 1.13$ 1.45 1.20$ 1.60 1.22$ 1.68 02/2010
01/2023
1.24$ 1.31 0.00%
14Y 1.54 03/2010
02/2024
1.23$ 1.54 1.23$ 1.64 1.25$ 1.78 1.27$ 1.78 01/2010
12/2023
1.27$ 1.54 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -21.08 11/2021
10/2022
0.78$ -5.46 0.94$ 0.49 1.00$ 3.35 1.03$ 7.19 05/2019
04/2020
1.07$ -0.17 47.17%
2Y -14.09 11/2020
10/2022
0.73$ -7.83 0.84$ 0.20 1.00$ 2.62 1.05$ 4.95 05/2018
04/2020
1.10$ -7.46 48.30%
3Y -10.87 11/2020
10/2023
0.70$ -6.20 0.82$ 0.74 1.02$ 1.73 1.05$ 2.88 09/2013
08/2016
1.08$ -8.45 35.56%
4Y -7.71 11/2019
10/2023
0.72$ -4.54 0.83$ 0.63 1.02$ 1.24 1.05$ 1.95 04/2011
03/2015
1.08$ -6.42 32.52%
5Y -4.99 11/2018
10/2023
0.77$ -3.65 0.83$ 0.61 1.03$ 1.25 1.06$ 1.93 02/2010
01/2015
1.10$ -4.32 30.63%
6Y -4.82 11/2017
10/2023
0.74$ -3.34 0.81$ 0.50 1.03$ 1.35 1.08$ 1.82 05/2014
04/2020
1.11$ -3.29 36.36%
7Y -4.35 11/2016
10/2023
0.73$ -3.14 0.79$ 0.51 1.03$ 1.18 1.08$ 1.72 09/2013
08/2020
1.12$ -3.14 32.18%
8Y -3.65 11/2015
10/2023
0.74$ -2.66 0.80$ 0.62 1.05$ 0.95 1.07$ 1.26 05/2012
04/2020
1.10$ -3.04 34.67%
9Y -3.00 11/2014
10/2023
0.76$ -2.08 0.82$ 0.27 1.02$ 1.04 1.09$ 1.45 05/2011
04/2020
1.13$ -2.53 42.86%
10Y -2.48 11/2013
10/2023
0.77$ -1.85 0.82$ -0.21 0.97$ 1.11 1.11$ 1.50 05/2010
04/2020
1.15$ -1.85 50.98%
11Y -2.39 11/2012
10/2023
0.76$ -1.85 0.81$ -1.10 0.88$ 0.58 1.06$ 1.37 01/2010
12/2020
1.16$ -1.72 64.10%
12Y -2.08 11/2011
10/2023
0.77$ -1.67 0.81$ -1.33 0.85$ -0.57 0.93$ 0.56 01/2010
12/2021
1.06$ -1.59 88.89%
13Y -1.88 11/2010
10/2023
0.78$ -1.63 0.80$ -1.14 0.86$ -0.94 0.88$ -0.82 02/2010
01/2023
0.89$ -1.25 100.00%
14Y -1.00 03/2010
02/2024
0.86$ -1.00 0.86$ -0.89 0.88$ -0.74 0.90$ -0.74 01/2010
12/2023
0.90$ -1.00 100.00%
Annualized rolling and percentiles/median returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +2.17% +8.57%
Nov 2018 - Oct 2019
-14.97%
Nov 2021 - Oct 2022
31.45%
50 out of 159
US Inflation Adjusted +0.49% +7.19%
May 2019 - Apr 2020
-21.08%
Nov 2021 - Oct 2022
47.17%
75 out of 159
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +2.02% +6.18%
May 2018 - Apr 2020
-8.22%
Nov 2021 - Oct 2023
20.41%
30 out of 147
US Inflation Adjusted +0.20% +4.95%
May 2018 - Apr 2020
-14.09%
Nov 2020 - Oct 2022
48.30%
71 out of 147
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +2.29% +4.55%
Jan 2010 - Dec 2012
-5.77%
Nov 2020 - Oct 2023
17.04%
23 out of 135
US Inflation Adjusted +0.74% +2.88%
Sep 2013 - Aug 2016
-10.87%
Nov 2020 - Oct 2023
35.56%
48 out of 135
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +2.36% +3.39%
Apr 2011 - Mar 2015
-3.49%
Nov 2019 - Oct 2023
14.63%
18 out of 123
US Inflation Adjusted +0.63% +1.95%
Apr 2011 - Mar 2015
-7.71%
Nov 2019 - Oct 2023
32.52%
40 out of 123
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +2.18% +3.62%
Jan 2010 - Dec 2014
-1.32%
Nov 2017 - Oct 2022
13.51%
15 out of 111
US Inflation Adjusted +0.61% +1.93%
Feb 2010 - Jan 2015
-4.99%
Nov 2018 - Oct 2023
30.63%
34 out of 111
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +2.24% +3.30%
Mar 2010 - Feb 2016
-1.25%
Nov 2017 - Oct 2023
12.12%
12 out of 99
US Inflation Adjusted +0.50% +1.82%
May 2014 - Apr 2020
-4.82%
Nov 2017 - Oct 2023
36.36%
36 out of 99
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +2.17% +3.26%
Sep 2013 - Aug 2020
-1.01%
Nov 2016 - Oct 2023
10.34%
9 out of 87
US Inflation Adjusted +0.51% +1.72%
Sep 2013 - Aug 2020
-4.35%
Nov 2016 - Oct 2023
32.18%
28 out of 87
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +2.40% +2.92%
Jan 2010 - Dec 2017
-0.50%
Nov 2015 - Oct 2023
4.00%
3 out of 75
US Inflation Adjusted +0.62% +1.26%
May 2012 - Apr 2020
-3.65%
Nov 2015 - Oct 2023
34.67%
26 out of 75
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +2.23% +3.07%
Apr 2011 - Mar 2020
-0.17%
Nov 2014 - Oct 2023
1.59%
1 out of 63
US Inflation Adjusted +0.27% +1.45%
May 2011 - Apr 2020
-3.00%
Nov 2014 - Oct 2023
42.86%
27 out of 63
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +1.96% +3.17%
May 2010 - Apr 2020
+0.23%
Nov 2013 - Oct 2023
0.00%
0 out of 51
US Inflation Adjusted -0.21% +1.50%
May 2010 - Apr 2020
-2.48%
Nov 2013 - Oct 2023
50.98%
26 out of 51
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +1.37% +3.10%
Jan 2010 - Dec 2020
+0.16%
Nov 2012 - Oct 2023
0.00%
0 out of 39
US Inflation Adjusted -1.10% +1.37%
Jan 2010 - Dec 2020
-2.39%
Nov 2012 - Oct 2023
64.10%
25 out of 39
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +1.21% +2.73%
Jan 2010 - Dec 2021
+0.44%
Nov 2011 - Oct 2023
0.00%
0 out of 27
US Inflation Adjusted -1.33% +0.56%
Jan 2010 - Dec 2021
-2.08%
Nov 2011 - Oct 2023
88.89%
24 out of 27
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +1.45% +1.68%
Feb 2010 - Jan 2023
+0.71%
Nov 2010 - Oct 2023
0.00%
0 out of 15
US Inflation Adjusted -1.14% -0.82%
Feb 2010 - Jan 2023
-1.88%
Nov 2010 - Oct 2023
100.00%
15 out of 15
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +1.64% +1.78%
Jan 2010 - Dec 2023
+1.54%
Mar 2010 - Feb 2024
0.00%
0 out of 3
US Inflation Adjusted -0.89% -0.74%
Jan 2010 - Dec 2023
-1.00%
Mar 2010 - Feb 2024
100.00%
3 out of 3
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Vanguard Mortgage-Backed Secs (VMBS) ETF: Historical Returns page.