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USFR vs VMBS

Comparison between WISDOMTREE FLOATING RATE TREASURY FUND (USFR, ETF) and VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND ETF SHARES (VMBS, ETF).

5-Year PerformanceUSFR has outperformed VMBS, delivering a return of +3.7% compared to +0.5%

USFR vs VMBS - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
USFR
$17B
Winner
VMBS
$17B
Expense Ratio
USFR
0.15%
Winner
VMBS
0.03%
Max Drawdown
Winner
USFR
1.36%
VMBS
22.61%
Sharpe Ratio
Winner
USFR
1.04
VMBS
0.61
5Y Beta
Winner
USFR
0.00
VMBS
0.04
5Y Dividends CAGR
Winner
USFR
112.17%
VMBS
19.63%

USFR vs VMBS - Historical Returns

Returns include dividend reinvestment.

1M
USFR
+0.33%
Winner
VMBS
+0.44%
3M
Winner
USFR
+0.96%
VMBS
+0.53%
6M
Winner
USFR
+1.96%
VMBS
+1.43%
1Y
USFR
+4.03%
Winner
VMBS
+6.09%
5Y(CAGR)
Winner
USFR
+3.69%
VMBS
+0.53%
10Y(CAGR)
Winner
USFR
+2.42%
VMBS
+1.38%
Max(CAGR)
USFR
+1.95%
Winner
VMBS
+2.10%

USFR vs VMBS - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

YearUSFRVMBS
2026+1.70%+1.00%
2025+4.21%+8.50%
2024+5.42%+2.27%
2023+5.18%+4.56%
2022+1.98%-11.51%
2021-0.03%-1.30%
2020+0.52%+3.66%
2019+2.02%+6.04%
2018+1.72%+0.95%
2017+1.03%+2.35%
2016+0.90%+1.28%
2015-0.12%+1.42%
2014-0.64%+5.91%
2013N/A-1.21%
2012N/A+2.35%
2011N/A+5.83%
2010N/A+5.12%
2009N/A-1.00%

USFR vs VMBS Drawdown Comparison

The maximum drawdown for USFR was -1.36%, occurring on Nov 25, 2015. Recovery took 421 trading sessions.

The maximum drawdown for VMBS was -17.47%, occurring on Oct 20, 2022. Recovery took 1201 trading sessions.

The current VMBS drawdown is -1.11%.

RankUSFRVMBS
#1-1.36%
Jun 15, 2015 - Feb 14, 2017
-17.47%
Jan 5, 2021 - Oct 16, 2025
#2-1.06%
Feb 4, 2014 - Apr 20, 2015
-5.08%
Mar 9, 2020 - Mar 27, 2020
#3-0.80%
Nov 17, 2017 - Apr 2, 2018
-4.00%
Sep 26, 2012 - Mar 3, 2014
#4-0.40%
Jun 26, 2017 - Jul 28, 2017
-3.26%
Sep 27, 2016 - Aug 3, 2017
#5-0.35%
Apr 20, 2015 - Jun 15, 2015
-2.81%
Sep 7, 2017 - Dec 28, 2018
#6-0.31%
Jul 28, 2017 - Aug 4, 2017
-2.79%
Nov 4, 2010 - Mar 16, 2011
#7-0.30%
Apr 3, 2017 - May 24, 2017
-2.68%
Feb 27, 2026 - May 19, 2026
#8-0.28%
Feb 17, 2017 - Apr 3, 2017
-1.50%
Apr 24, 2015 - Sep 17, 2015
#9-0.28%
Aug 4, 2017 - Sep 8, 2017
-1.47%
Nov 30, 2009 - Feb 4, 2010
#10-0.23%
Feb 24, 2020 - Mar 19, 2020
-1.33%
Mar 16, 2011 - Apr 18, 2011
#11-0.22%
Mar 19, 2020 - Apr 8, 2020
-1.30%
Sep 22, 2011 - Dec 7, 2011
#12-0.18%
May 6, 2020 - Aug 7, 2020
-1.13%
Mar 23, 2010 - May 7, 2010
#13-0.18%
May 2, 2022 - Jun 29, 2022
-1.01%
Jun 8, 2011 - Jul 29, 2011
#14-0.15%
Sep 26, 2017 - Oct 25, 2017
-0.95%
Aug 18, 2011 - Sep 22, 2011
#15-0.12%
Oct 1, 2020 - Jan 25, 2022
-0.91%
Oct 19, 2015 - Jan 7, 2016

Correlation

Correlation between USFR and VMBS is 0.57 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.57
-101

Dividend Comparison (2009 - 2026)

USFR vs VMBS dividend yield comparison.

YearUSFRVMBS
20261.51%1.74%
20254.15%4.20%
20245.17%3.94%
20235.12%3.31%
20221.78%2.35%
20210.01%1.02%
20200.40%2.01%
20192.08%2.77%
20181.67%2.72%
20171.03%2.16%
20160.29%2.10%
20150.00%2.12%
20140.00%1.90%
20130.00%0.99%
20120.00%1.62%
20110.00%2.65%
20100.00%3.88%
20090.00%0.20%

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