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VMBS vs SPSM

Comparison between VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND ETF SHARES (VMBS, ETF) and STATE STREET(R) SPDR(R) PORTFOLIO S&P 600(TM) SMALL CAP ETF (SPSM, ETF).

5-Year PerformanceSPSM has outperformed VMBS, delivering a return of +8.0% compared to +0.4%

VMBS vs SPSM - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
VMBS
$17B
SPSM
$17B
Expense Ratio
VMBS
0.03%
SPSM
0.03%
Max Drawdown
Winner
VMBS
22.61%
SPSM
44.40%
Sharpe Ratio
VMBS
0.02
Winner
SPSM
1.45
5Y Beta
Winner
VMBS
0.05
SPSM
1.00
P/E Ratio
VMBS
N/A
SPSM
37.60
Forward P/E
VMBS
N/A
SPSM
16.53
5Y Dividends CAGR
Winner
VMBS
20.25%
SPSM
9.79%
5Y EPS CAGR
VMBS
N/A
SPSM
16.79%
Debt to Equity
VMBS
N/A
SPSM
56.08%
P/S Ratio
VMBS
N/A
SPSM
1.26
P/B Ratio
VMBS
N/A
SPSM
2.16

VMBS vs SPSM - Historical Returns

Returns include dividend reinvestment.

1M
VMBS
+0.08%
Winner
SPSM
+0.49%
3M
VMBS
+0.31%
Winner
SPSM
+8.42%
6M
VMBS
-1.00%
Winner
SPSM
+12.40%
1Y
VMBS
+4.08%
Winner
SPSM
+30.87%
5Y(CAGR)
VMBS
+0.41%
Winner
SPSM
+8.03%
10Y(CAGR)
VMBS
+1.27%
Winner
SPSM
+10.75%
Max(CAGR)
VMBS
+2.05%
Winner
SPSM
+10.13%

VMBS vs SPSM - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

YearVMBSSPSM
2026+0.58%+21.96%
2025+8.50%+6.16%
2024+2.27%+9.09%
2023+4.56%+16.28%
2022-11.51%-17.04%
2021-1.30%+28.01%
2020+3.66%+11.63%
2019+6.04%+25.19%
2018+0.95%-12.00%
2017+2.35%+14.85%
2016+1.28%+24.71%
2015+1.42%-2.60%
2014+5.91%+6.28%
2013-1.21%+15.61%
2012+2.35%N/A
2011+5.83%N/A
2010+5.12%N/A
2009-1.00%N/A

VMBS vs SPSM Drawdown Comparison

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

The maximum drawdown for SPSM was -42.88%, occurring on Mar 23, 2020. Recovery took 212 trading sessions.

The current VMBS drawdown is -1.53%. The current SPSM drawdown is -2.05%.

RankVMBSSPSM
#1-17.47%
Jan 5, 2021 - Oct 16, 2025
-42.88%
Jan 16, 2020 - Nov 17, 2020
#2-5.08%
Mar 9, 2020 - Mar 27, 2020
-27.95%
Nov 25, 2024 - Dec 11, 2025
#3-4.00%
Sep 26, 2012 - Mar 3, 2014
-26.41%
Aug 31, 2018 - Jan 16, 2020
#4-3.26%
Sep 27, 2016 - Aug 3, 2017
-26.41%
Nov 8, 2021 - Jul 16, 2024
#5-2.81%
Sep 7, 2017 - Dec 28, 2018
-25.40%
Jun 23, 2015 - Nov 11, 2016
#6-2.79%
Nov 4, 2010 - Mar 16, 2011
-12.78%
Jul 1, 2014 - Dec 23, 2014
#7-2.68%
Feb 27, 2026 - May 19, 2026
-10.08%
Mar 4, 2014 - Jul 1, 2014
#8-1.50%
Apr 24, 2015 - Sep 17, 2015
-9.88%
Jun 8, 2021 - Nov 1, 2021
#9-1.47%
Nov 30, 2009 - Feb 4, 2010
-9.27%
Mar 12, 2021 - Jun 1, 2021
#10-1.33%
Mar 16, 2011 - Apr 18, 2011
-9.12%
Jan 23, 2018 - May 16, 2018
#11-1.30%
Sep 22, 2011 - Dec 7, 2011
-9.08%
Jul 31, 2024 - Oct 16, 2024
#12-1.13%
Mar 23, 2010 - May 7, 2010
-8.72%
Feb 10, 2026 - Apr 14, 2026
#13-1.01%
Jun 8, 2011 - Jul 29, 2011
-7.21%
Jan 22, 2014 - Feb 26, 2014
#14-0.95%
Aug 18, 2011 - Sep 22, 2011
-6.49%
Jul 25, 2017 - Sep 25, 2017
#15-0.91%
Oct 19, 2015 - Jan 7, 2016
-5.12%
Apr 15, 2015 - Jun 18, 2015

Correlation

Correlation between VMBS and SPSM is 0.67 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.67
-101

Dividend Comparison (2009 - 2026)

VMBS vs SPSM dividend yield comparison.

YearVMBSSPSM
20262.48%0.64%
20254.20%1.62%
20243.94%1.85%
20233.31%1.61%
20222.35%1.38%
20211.02%1.40%
20202.01%1.34%
20192.77%1.58%
20182.72%1.82%
20172.16%1.51%
20162.10%1.49%
20152.12%2.37%
20141.90%1.70%
20130.99%0.68%
20121.62%0.00%
20112.65%0.00%
20103.88%0.00%
20090.20%0.00%

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