Summary
VCIT
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return -1.74% 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: 15/10/2026

Current price: $79.00

Expense ratio: 0.03%

Assets under management
$68.6B
-0.09% 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

-0.21%

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

-2.34%

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

-2.84%

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

-1.74%

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

4.56%

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

19.97%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.007%

Best day

0.674%

20/05/2026
Worst day

-1.013%

23/09/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $79.07 $79.14 $78.90 $79.00 11,747,300
14/10/2026 $78.03 $78.59 $78.03 $78.53 13,245,100
13/10/2026 $78.59 $78.82 $78.42 $78.48 9,562,900
12/10/2026 $78.38 $78.55 $78.30 $78.50 6,982,900
09/10/2026 $78.37 $78.45 $78.29 $78.41 8,500,900
08/10/2026 $78.20 $78.50 $78.12 $78.48 7,532,800
07/10/2026 $77.75 $78.33 $77.75 $78.27 14,162,500
06/10/2026 $78.16 $78.34 $78.11 $78.24 9,991,500
05/10/2026 $77.93 $78.04 $77.80 $77.99 14,511,600
02/10/2026 $78.33 $78.43 $77.90 $77.98 10,784,200