Your vine is yellowing because it's going dormant. It is supposed to be hardy in your zone, with lots of mulch. I live in zone 8b and have a neighbor who's Mandevilla comes back from the roots each year. Hers is on the east side and up next to the foundation of her house.

I found this on the web: The flowers of the mandevilla tend to bloom in waves throughout the summer, and may bloom more throughout the year in tropical climates. Unopened flowers appear thin and pointed. When the blooms open, they have a deep gold center, and the flowers may equal the width of the leaves. A few varieties of mandevilla produce scented flowers.

Mandevilla prospers well in the US in areas like Florida, the Deep South, and in Southern California. If left outside in colder areas, such as Northern California, it tends to die back each year. All is not lost, however. With spring, the plant will usually begin to sprout again.

Here is a link that might be useful: About Mandevillas