VMBS vs BBJP

Comparison between VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND ETF SHARES (VMBS, ETF) and JPMORGAN BETABUILDERS JAPAN ETF (BBJP, ETF).

5-Year PerformanceBBJP has outperformed VMBS, delivering a return of +9.2% compared to +0.5%

VMBS vs BBJP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	VMBS(ETF)	BBJP(ETF)
Net Assets	$17B	$17B
Expense Ratio	0.03%	0.19%
Max Drawdown	22.61%	34.56%
Sharpe Ratio	0.72	1.41
5Y Beta	0.04	0.86
5Y Dividends CAGR	19.16%	23.57%

Net Assets

Winner

VMBS

$17B

BBJP

$17B

Expense Ratio

Winner

VMBS

0.03%

BBJP

0.19%

Max Drawdown

Winner

VMBS

22.61%

BBJP

34.56%

Sharpe Ratio

VMBS

0.72

Winner

BBJP

1.41

5Y Beta

Winner

VMBS

0.04

BBJP

0.86

5Y Dividends CAGR

VMBS

19.16%

Winner

BBJP

23.57%

VMBS vs BBJP - Historical Returns

Returns include dividend reinvestment.

Period	VMBS	BBJP
1 month	-0.02%	+4.34%
3 months	+0.07%	-2.22%
6 months	+1.30%	+14.19%
1 year	+7.27%	+32.61%
5 years(CAGR)	+0.51%	+9.19%
10 years(CAGR)	+1.38%	N/A
Max(CAGR)	+2.11%	+8.06%

VMBS

-0.02%

Winner

BBJP

+4.34%

Winner

VMBS

+0.07%

BBJP

-2.22%

VMBS

+1.30%

Winner

BBJP

+14.19%

VMBS

+7.27%

Winner

BBJP

+32.61%

5Y(CAGR)

VMBS

+0.51%

Winner

BBJP

+9.19%

10Y(CAGR)

VMBS

+1.38%

BBJP

N/A

Max(CAGR)

VMBS

+2.11%

Winner

BBJP

+8.06%

VMBS vs BBJP - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	VMBS	BBJP
2026	+0.95%	+12.99%
2025	+8.50%	+26.67%
2024	+2.27%	+8.46%
2023	+4.56%	+20.03%
2022	-11.51%	-17.29%
2021	-1.30%	+2.55%
2020	+3.66%	+14.25%
2019	+6.04%	+18.46%
2018	+0.95%	-13.92%
2017	+2.35%	N/A
2016	+1.28%	N/A
2015	+1.42%	N/A
2014	+5.91%	N/A
2013	-1.21%	N/A
2012	+2.35%	N/A
2011	+5.83%	N/A
2010	+5.12%	N/A
2009	-1.00%	N/A

VMBS vs BBJP Drawdown Comparison

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

The maximum drawdown for BBJP was -32.67%, occurring on Oct 14, 2022. Recovery took 618 trading sessions.

The current VMBS drawdown is -1.16%. The current BBJP drawdown is -2.22%.

Rank	VMBS	BBJP
#1	-17.47% Jan 5, 2021 - Oct 16, 2025	-32.67% Sep 15, 2021 - Mar 1, 2024
#2	-5.08% Mar 9, 2020 - Mar 27, 2020	-28.67% Dec 16, 2019 - Nov 3, 2020
#3	-4.00% Sep 26, 2012 - Mar 3, 2014	-18.15% Oct 1, 2018 - Nov 4, 2019
#4	-3.26% Sep 27, 2016 - Aug 3, 2017	-14.49% Sep 26, 2024 - Apr 29, 2025
#5	-2.81% Sep 7, 2017 - Dec 28, 2018	-13.60% Feb 11, 2026 - Mar 20, 2026
#6	-2.79% Nov 4, 2010 - Mar 16, 2011	-12.00% Jul 16, 2024 - Aug 23, 2024
#7	-2.51% Feb 27, 2026 - Mar 26, 2026	-8.74% Feb 16, 2021 - Sep 3, 2021
#8	-1.50% Apr 24, 2015 - Sep 17, 2015	-7.30% Mar 22, 2024 - Jul 12, 2024
#9	-1.47% Nov 30, 2009 - Feb 4, 2010	-5.78% Oct 6, 2025 - Oct 20, 2025
#10	-1.33% Mar 16, 2011 - Apr 18, 2011	-5.60% Nov 12, 2025 - Dec 11, 2025
#11	-1.30% Sep 22, 2011 - Dec 7, 2011	-5.24% Aug 30, 2024 - Sep 26, 2024
#12	-1.13% Mar 23, 2010 - May 7, 2010	-5.02% Jun 18, 2018 - Sep 19, 2018
#13	-1.01% Jun 8, 2011 - Jul 29, 2011	-4.74% Jun 27, 2025 - Jul 23, 2025
#14	-0.95% Aug 18, 2011 - Sep 22, 2011	-4.08% Jan 14, 2021 - Feb 8, 2021
#15	-0.91% Oct 19, 2015 - Jan 7, 2016	-3.80% Jul 24, 2025 - Aug 7, 2025

Correlation

Correlation between VMBS and BBJP is 0.46 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.46

-101

Dividend Comparison (2009 - 2026)

VMBS vs BBJP dividend yield comparison.

Year	VMBS	BBJP
2026	1.38%	0.00%
2025	4.20%	5.37%
2024	3.94%	2.80%
2023	3.31%	3.05%
2022	2.35%	1.52%
2021	1.02%	2.89%
2020	2.01%	1.12%
2019	2.77%	2.31%
2018	2.72%	0.65%
2017	2.16%	0.00%
2016	2.10%	0.00%
2015	2.12%	0.00%
2014	1.90%	0.00%
2013	0.99%	0.00%
2012	1.62%	0.00%
2011	2.65%	0.00%
2010	3.88%	0.00%
2009	0.20%	0.00%