Vanguard Mortgage Competition

Etfs . USA . 
Etf . Vanguard Mortgage Backed Securities
VMBS Etf  USD 47.03  0.05  0.11%   
Vanguard Mortgage competes with IShares 3, Vanguard California, Vanguard California, WisdomTree Quality, and Capital Group; as well as few others. Analyzing Vanguard Mortgage competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of Vanguard Mortgage to its intrinsic valuation because they are able to contrast its competitors on a relative basis. Check out Vanguard Mortgage Correlation with its peers.

Vanguard Mortgage vs First Trust Correlation

Very poor diversification

The correlation between Vanguard Mortgage Backed Secur and RDVY is 0.84 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Mortgage Backed Secur and RDVY in the same portfolio, assuming nothing else is changed.

Moving together with Vanguard Etf

  0.98MBB iShares MBS ETFPairCorr
  0.98SPMB SPDR Portfolio MortgagePairCorr
  0.87JMBS Janus Henderson MortPairCorr
  0.98MBSD FlexShares DisciplinedPairCorr
  0.98OWNS Quaker Investment TrustPairCorr

Moving against Vanguard Etf

  0.77MPAY Exchange Traded ConceptsPairCorr
  0.62CORX 2x Corn ETFPairCorr
Specify up to 10 symbols:
Hype
Prediction
LowEstimatedHigh
46.8447.0347.22
Details
Intrinsic
Valuation
LowRealHigh
46.7746.9647.15
Details
Naive
Forecast
LowNextHigh
46.8647.0447.23
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
46.8547.0347.20
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard Mortgage. Your research has to be compared to or analyzed against Vanguard Mortgage's peers to derive any actionable benefits. When done correctly, Vanguard Mortgage's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Vanguard Mortgage.

Vanguard Mortgage Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Vanguard Mortgage and its competitors represents the degree of relationship between the price movements of corresponding etfs. A correlation of about +1.0 implies that the price of Vanguard and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Vanguard Mortgage does not affect the price movement of the other competitor.

Vanguard Mortgage Constituents Risk-Adjusted Indicators

There is a big difference between Vanguard Etf performing well and Vanguard Mortgage ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Vanguard Mortgage's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.
Mean DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
IEI  0.12 (0.01) 0.00 (0.63) 0.00 
 0.00 
 0.22 
(0.27)
 0.62 
VCADX  0.07  0.01 (0.31) 3.73  0.00 
(0.12)
 0.17 
(0.09)
 0.44 
VCAIX  0.07  0.00 (0.27) 0.00  0.00 
(0.12)
 0.17 
(0.09)
 0.52 
DGRW  0.43  0.00 (0.03) 0.04  0.51 
(0.44)
 0.90 
(0.94)
 2.88 
CGGR  0.73 (0.08) 0.00 (0.05) 0.00 
 0.00 
 1.18 
(2.27)
 4.65 
XLP  0.62  0.11  0.10  0.55  0.52 
(0.72)
 1.38 
(1.01)
 3.39 
IWS  0.62  0.05  0.06  0.10  0.63 
(0.68)
 1.58 
(1.24)
 3.47 
VHCIX  0.66  0.07  0.07  0.16  0.60 
(0.80)
 1.96 
(1.13)
 4.43 
VHT  0.66  0.07  0.07  0.15  0.55 
(0.80)
 1.94 
(1.10)
 3.84 
RDVY  0.67  0.08  0.05  0.62  0.71 
(0.72)
 1.60 
(1.34)
 3.79 

Vanguard Mortgage Competitive Analysis

The better you understand Vanguard Mortgage competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Vanguard Mortgage's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Vanguard Mortgage's competition over several years is one of the best ways to analyze its investment potential.
    
 Better Than Average     
    
 Worse Than Peers    View Performance Chart
VMBS IEI VCADX VCAIX DGRW CGGR XLP IWS VHCIX VHT
 0.11 
 47.03 
Vanguard
 0.03 
 118.86 
IShares
 0.09 
 11.65 
Vanguard
 0.09 
 11.65 
Vanguard
 0.23 
 91.87 
WisdomTree
 2.04 
 43.63 
Capital
 1.62 
 85.87 
Consumer
 0.35 
 148.46 
IShares
 0.93 
 143.28 
Vanguard
 0.92 
 286.34 
Vanguard
Market Volatility
(90 Days Market Risk)
Very steady
Very steady
Very steady
Very steady
Very steady
Very steady
Very steady
Very steady
Very steady
Very steady
Market Performance
(90 Days Performance)
Fair
Soft
Solid
Solid
Fair
Weak
Solid
Good
Fair
Fair
Odds of Financial Distress
(Probability Of Bankruptcy)
Low
Low
Low
Low
Low
Low
Low
Low
Low
Low
Current Valuation
(Equity Enterprise Value)
Fairly Valued
Fairly Valued
Over Valued
Over Valued
Fairly Valued
Fairly Valued
Over Valued
Fairly Valued
Fairly Valued
Under Valued
Buy or Sell Advice
(Average Analysts Consensus)
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Trade Advice
(90 Days Macroaxis Advice)
Cautious Hold
Cautious Hold
Strong Sell
Strong Sell
Strong Hold
Strong Hold
Strong Hold
Buy
Buy
Buy
Net Asset
14.98 B
11.78 B
13.93 B
18.17 B
6.33 B
710.2 M
14.4 B
11.84 B
10.28 B
17.98 B
Minimum Initial Investment
N/A
N/A
50 K
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Price To Book
N/A
N/A
N/A
N/A
4.55
N/A
4.47
1.7
2.98
2.97
Five Year Return
0.2
N/A
1.4
1.29
12.7
N/A
7.7
9.8
6.1
6.0
One Year Return
8.7
6.8
5.92
5.76
9.8
13.2
9.9
11.8
8.31
11.9
Last Dividend Paid
0.0441
0.074
N/A
N/A
0.04
N/A
0.0903
0.36
N/A
0.89
Beta
1.09
0.71
N/A
N/A
0.86
1.28
0.5
1.08
N/A
0.68
Price To Earning
N/A
N/A
N/A
N/A
17.08
N/A
3.66
2.29
3.01
6.1
Price To Sales
N/A
N/A
N/A
N/A
1.68
N/A
1.35
1.36
1.62
1.61
Cash Position Weight
N/A
N/A
0.2
1.22
N/A
N/A
N/A
N/A
0.5
N/A
Equity Positions Weight
N/A
N/A
N/A
N/A
100.0
96.75
99.89
99.89
99.49
99.49
Three Year Return
4.1
3.6
3.62
3.57
15.6
26.4
7.2
11.8
6.9
7.3
Annual Yield
N/A
N/A
0.0306
0.0301
N/A
N/A
N/A
N/A
0.0161
N/A
Year To Date Return
N/A
N/A
0.63
0.83
N/A
N/A
N/A
N/A
2.27
N/A
Bond Positions Weight
N/A
N/A
99.8
0.84
N/A
N/A
N/A
N/A
N/A
N/A
Ten Year Return
1.4
1.4
4.08
3.99
14.5
N/A
8.1
11.0
16.11
10.6
Day Typical Price
47.02
118.84
11.65
11.65
91.82
43.62
85.08
148.42
143.28
287.86
Accumulation Distribution
6.0E-4
5.0E-4
N/A
N/A
0.0017
5.0E-4
0.0275
17982.86
N/A
6492.32
Market Facilitation Index
0.03
0.06
N/A
N/A
0.16
0.02
2.36
0.0
N/A
0.0
Daily Balance Of Power
(1.67)
0.6667
9.2 T
9.2 T
(1.31)
(45.50)
0.5805
0.2063
0
(0.45)
Period Momentum Indicator
(0.05)
0.04
0.01
0.01
(0.21)
(0.91)
1.37
0.52
(1.34)
(2.67)
Rate Of Daily Change
1.0
1.0
1.0
1.0
1.0
0.98
1.02
1.0
0.99
0.99
Day Median Price
47.02
118.83
11.65
11.65
91.79
43.62
84.69
148.4
143.28
288.62
Price Action Indicator
(0.01)
0.05
0.005
0.005
(0.03)
(0.44)
1.87
0.32
(0.67)
(3.61)
Relative Strength Index
55.65
52.66
78.77
78.77
60.01
42.96
73.56
60.68
50.47
50.35
Coefficient Of Variation
2451.08
(4,370)
462.03
474.68
1565.75
(3,092)
623.99
808.01
823.12
814.43
Mean Deviation
0.1512
0.1188
0.0677
0.0677
0.4315
0.728
0.6166
0.6244
0.6568
0.6586
Jensen Alpha
(0.01)
(0.01)
0.0096
N/A
(0)
(0.08)
0.1084
0.0468
0.0686
0.0655
Total Risk Alpha
(0.01)
(0.02)
0.004
0.0039
(0.01)
(0.10)
0.0683
0.0391
0.0412
0.0414
Sortino Ratio
(0.23)
N/A
(0.31)
(0.27)
(0.03)
N/A
0.1023
0.0566
0.0684
0.0726
Downside Variance
0.0412
N/A
0.0138
0.0177
0.3508
N/A
0.5017
0.5847
0.5252
0.4509
Standard Deviation
0.2029
0.1509
0.091
0.0935
0.5583
0.9922
0.7999
0.8004
0.8671
0.8511
Kurtosis
1.37
0.6043
1.04
1.63
0.4089
0.4848
0.8891
(0.01)
0.6323
0.3887
Potential Upside
0.3224
0.2183
0.1729
0.1729
0.8992
1.18
1.38
1.58
1.96
1.94
Treynor Ratio
(0.02)
(0.63)
3.73
N/A
0.0386
(0.05)
0.5508
0.0965
0.163
0.149
Maximum Drawdown
0.8947
0.6221
0.4351
0.5213
2.88
4.65
3.39
3.47
4.43
3.84
Variance
0.0412
0.0228
0.0083
0.0087
0.3117
0.9845
0.6399
0.6406
0.7519
0.7244
Market Risk Adjusted Performance
(0.01)
(0.62)
3.74
N/A
0.0486
(0.04)
0.5608
0.1065
0.173
0.159
Risk Adjusted Performance
0.0038
(0.06)
0.0881
0.086
0.0437
(0.02)
0.1183
0.0916
0.0906
0.0914
Skewness
(0.17)
(0.52)
0.4378
0.1418
(0.27)
(0.52)
0.1123
0.1246
0.4398
0.6541
Semi Deviation
0.1705
N/A
0.0
0.0
0.5108
N/A
0.5225
0.6279
0.599
0.5533
Information Ratio
(0.23)
(0.39)
(0.40)
(0.39)
(0.04)
(0.09)
0.0906
0.0541
0.0572
0.0573
Value At Risk
(0.34)
(0.27)
(0.09)
(0.09)
(0.94)
(2.27)
(1.01)
(1.24)
(1.13)
(1.10)
Expected Short fall
(0.17)
N/A
(0.12)
(0.12)
(0.44)
N/A
(0.72)
(0.68)
(0.80)
(0.80)
Downside Deviation
0.2031
N/A
0.1173
0.1332
0.5923
N/A
0.7083
0.7647
0.7247
0.6715
Semi Variance
0.0291
N/A
(0.02)
(0.02)
0.261
N/A
0.273
0.3943
0.3588
0.3062

Vanguard Mortgage Competition Performance Charts

Five steps to successful analysis of Vanguard Mortgage Competition

Vanguard Mortgage's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Vanguard Mortgage in relation to its competition. Vanguard Mortgage's competition analysis typically involves several steps, including:
  • Identifying the key players in the market: This involves identifying the major competitors of Vanguard Mortgage in the market, both direct and indirect, as well as new entrants and disruptive technologies.
  • Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
  • Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact Vanguard Mortgage's competitive landscape.
  • Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Vanguard Mortgage, and developing a strategy to address them.
  • Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.
Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

Complement your Vanguard Mortgage position

In addition to having Vanguard Mortgage in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

Did You Try This Idea?

Run Silver Thematic Idea Now

Silver
Silver Theme
Companies involved in mining, production, and distribution of silver and silver goods. The Silver theme has 39 constituents at this time.
You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Silver Theme or any other thematic opportunities.
View All  Next Launch
When determining whether Vanguard Mortgage is a strong investment it is important to analyze Vanguard Mortgage's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Vanguard Mortgage's future performance. For an informed investment choice regarding Vanguard Etf, refer to the following important reports:
How To Invest In Vanguard
Details
ETF Directory
View
Largest Agency Mbs ETFs Companies
View
Top Sectors
View
Check out Vanguard Mortgage Correlation with its peers.
You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Vanguard Mortgage's market price often diverges from its book value, the accounting figure shown on Vanguard's balance sheet. Smart investors calculate Vanguard Mortgage's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Since Vanguard Mortgage's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Beneish
M Score
Details
Financial
Analysis
Details
Buy or Sell
Advice
Details
Technical
Analysis
Details
Please note, there is a significant difference between Vanguard Mortgage's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Mortgage is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Mortgage's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions
 
Feedback Blog
Made with optimal in San Francisco
2026 Macroaxis LLC
COMMON DESTINATIONS
MAIN CATEGORIES
COMPANY