Summary
VCIT
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 4.74% Volatility 4.91% Sharpe 0.35
Official loaded data — not a live quote.

VANGUARD INTERMEDIATE-TERM CORPORATE BOND INDEX FUND ETF SHARES

Symbol: VCIT

Exchange: NASDAQ

Sector: N/A

Category: Corporate Bond

Inception date: 19/11/2009

Latest date: 16/07/2026

Current price: $81.87

Expense ratio: 0.03%

Assets under management
$69.4B
0.06% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.47%

Ann. -16.79% (Sharpe / Sortino numerator)

Volatility

7.08%

Sharpe ratio

-2.885

VaR 95%

-0.73%

CVaR 95%: -0.84%
Max drawdown: -3.00%
Sortino ratio: -5.029
Calmar ratio: -5.60

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-0.32%

Ann. -3.23% (Sharpe / Sortino numerator)

Volatility

4.91%

Sharpe ratio

-1.397

VaR 95%

-0.56%

CVaR 95%: -0.71%
Max drawdown: -3.70%
Sortino ratio: -1.822
Calmar ratio: -0.87

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.07%

Ann. -0.26% (Sharpe / Sortino numerator)

Volatility

4.12%

Sharpe ratio

-0.943

VaR 95%

-0.45%

CVaR 95%: -0.61%
Max drawdown: -3.70%
Sortino ratio: -1.282
Calmar ratio: -0.07

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.74%

Ann. 5.33% (Sharpe / Sortino numerator)

Volatility

4.91%

Sharpe ratio

0.347

VaR 95%

-0.44%

CVaR 95%: -0.74%
Max drawdown: -3.70%
Sortino ratio: 0.460
Calmar ratio: 1.44

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

10.25%

Ann. 6.37% (Sharpe / Sortino numerator)

Volatility

5.04%

Sharpe ratio

0.543

VaR 95%

-0.45%

CVaR 95%: -0.71%
Max drawdown: -4.40%
Sortino ratio: 0.792
Calmar ratio: 1.45

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

16.32%

Ann. 5.45% (Sharpe / Sortino numerator)

Volatility

5.78%

Sharpe ratio

0.315

VaR 95%

-0.58%

CVaR 95%: -0.78%
Max drawdown: -6.85%
Sortino ratio: 0.495
Calmar ratio: 0.80

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.019%

Best day

0.851%

01/08/2025
Worst day

-0.941%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $81.82 $81.92 $81.77 $81.87 6,589,700
15/07/2026 $81.76 $82.00 $81.75 $81.93 7,281,800
14/07/2026 $81.64 $81.79 $81.59 $81.70 8,230,200
13/07/2026 $81.69 $81.73 $81.45 $81.45 6,831,000
10/07/2026 $81.94 $81.99 $81.73 $81.81 7,594,500
09/07/2026 $81.87 $82.08 $81.83 $81.92 5,120,000
08/07/2026 $81.84 $81.87 $81.66 $81.82 8,604,600
07/07/2026 $82.19 $82.39 $81.91 $81.95 12,072,100
06/07/2026 $82.78 $82.78 $82.26 $82.39 7,035,000
02/07/2026 $82.30 $82.39 $82.24 $82.34 6,110,800