For any positive integers $n=2k$ and $m$ such that $m\geq k$, in this paper we show the maximal number of bent components of any $(n,m)$-functions is equal to $2^{m}-2^{m-k}$, and for those attaining the equality, their algebraic degree is at most $k$. It is easily seen that all $(n,m)$-functions of the form $G(x)=(F(x),0)$ with $F(x)$ being any vectorial bent $(n,k)$-function, have the maximum number of bent components. Those simple functions $G$ are called trivial in this paper. We show that for a power $(n,n)$-function, it has such large number of bent components if and only if it is trivial under a mild condition. We also consider the $(n,n)$-function of the form $F^{i}(x)=x^{2^{i}}h({\rm Tr}^{n}_{e}(x))$, where $h: \mathbb{F}_{2^{e}} \rightarrow \mathbb{F}_{2^{e}}$, and show that $F^{i}$ has such large number if and only if $e=k$, and $h$ is a permutation over $\mathbb{F}_{2^{k}}$. It proves that all the previously known nontrivial such functions are subclasses of the functions $F^{i}$. Based on the Maiorana-McFarland class, we present constructions of large numbers of $(n,m)$-functions with maximal number of bent components for any integer $m$ in bivariate representation. We also determine the differential spectrum and Walsh spectrum of the constructed functions. It is found that our constructions can also provide new plateaued vectorial functions.