Vanguard Mortgage-Backed Secs (VMBS): Rolling Returns

Data Source: from January 2010 to April 2024 (~14 years)
Consolidated Returns as of 30 April 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 May 2014 - 30 April 2024 (10 Years)
Data Source: 1 January 2010 - 30 April 2024 (~14 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +2.15% +8.57%
Nov 2018 - Oct 2019 		-14.97%
Nov 2021 - Oct 2022 		31.68%
51 out of 161
US Inflation Adjusted +0.34% +7.19%
May 2019 - Apr 2020 		-21.08%
Nov 2021 - Oct 2022 		47.83%
77 out of 161
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 		21.48%
32 out of 149
US Inflation Adjusted +0.09% +4.95%
May 2018 - Apr 2020 		-14.09%
Nov 2020 - Oct 2022 		48.99%
73 out of 149
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 +2.28% +4.55%
Jan 2010 - Dec 2012 		-5.77%
Nov 2020 - Oct 2023 		18.25%
25 out of 137
US Inflation Adjusted +0.70% +2.88%
Sep 2013 - Aug 2016 		-10.87%
Nov 2020 - Oct 2023 		36.50%
50 out of 137
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 		16.00%
20 out of 125
US Inflation Adjusted +0.63% +1.95%
Apr 2011 - Mar 2015 		-7.74%
May 2020 - Apr 2024 		33.60%
42 out of 125
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 		15.04%
17 out of 113
US Inflation Adjusted +0.60% +1.93%
Feb 2010 - Jan 2015 		-4.99%
Nov 2018 - Oct 2023 		31.86%
36 out of 113
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 +2.21% +3.30%
Mar 2010 - Feb 2016 		-1.25%
Nov 2017 - Oct 2023 		12.87%
13 out of 101
US Inflation Adjusted +0.42% +1.82%
May 2014 - Apr 2020 		-4.82%
Nov 2017 - Oct 2023 		37.62%
38 out of 101
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 +2.14% +3.26%
Sep 2013 - Aug 2020 		-1.01%
Nov 2016 - Oct 2023 		11.24%
10 out of 89
US Inflation Adjusted +0.47% +1.72%
Sep 2013 - Aug 2020 		-4.35%
Nov 2016 - Oct 2023 		33.71%
30 out of 89
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 		5.19%
4 out of 77
US Inflation Adjusted +0.56% +1.26%
May 2012 - Apr 2020 		-3.65%
Nov 2015 - Oct 2023 		36.36%
28 out of 77
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 +2.17% +3.07%
Apr 2011 - Mar 2020 		-0.17%
Nov 2014 - Oct 2023 		1.54%
1 out of 65
US Inflation Adjusted +0.25% +1.45%
May 2011 - Apr 2020 		-3.00%
Nov 2014 - Oct 2023 		44.62%
29 out of 65
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 +1.85% +3.17%
May 2010 - Apr 2020 		+0.23%
Nov 2013 - Oct 2023 		0.00%
0 out of 53
US Inflation Adjusted -0.37% +1.50%
May 2010 - Apr 2020 		-2.48%
Nov 2013 - Oct 2023 		52.83%
28 out of 53
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 +1.16% +3.10%
Jan 2010 - Dec 2020 		+0.16%
Nov 2012 - Oct 2023 		0.00%
0 out of 41
US Inflation Adjusted -1.27% +1.37%
Jan 2010 - Dec 2020 		-2.39%
Nov 2012 - Oct 2023 		65.85%
27 out of 41
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 29
US Inflation Adjusted -1.33% +0.56%
Jan 2010 - Dec 2021 		-2.08%
Nov 2011 - Oct 2023 		89.66%
26 out of 29
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 +1.40% +1.68%
Feb 2010 - Jan 2023 		+0.71%
Nov 2010 - Oct 2023 		0.00%
0 out of 17
US Inflation Adjusted -1.19% -0.82%
Feb 2010 - Jan 2023 		-1.88%
Nov 2010 - Oct 2023 		100.00%
17 out of 17
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 +1.59% +1.78%
Jan 2010 - Dec 2023 		+1.35%
May 2010 - Apr 2024 		0.00%
0 out of 5
US Inflation Adjusted -1.01% -0.74%
Jan 2010 - Dec 2023 		-1.23%
May 2010 - Apr 2024 		100.00%
5 out of 5
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.