Summary
VCLT
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 4.86% Volatility 10.27% Sharpe -0.06
Official loaded data — not a live quote.

VANGUARD LONG-TERM CORPORATE BOND INDEX FUND ETF SHARES

Symbol: VCLT

Exchange: NASDAQ

Sector: N/A

Category: Long-Term Bond

Inception date: 19/11/2009

Latest date: 16/07/2026

Current price: $73.45

Expense ratio: 0.03%

Assets under management
$10.1B
0.29% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

-2.00%

Ann. -20.99% (Sharpe / Sortino numerator)

Volatility

13.46%

Sharpe ratio

-1.829

VaR 95%

-1.42%

CVaR 95%: -1.71%
Max drawdown: -4.53%
Sortino ratio: -2.968
Calmar ratio: -4.63

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

-0.92%

Ann. -2.38% (Sharpe / Sortino numerator)

Volatility

9.40%

Sharpe ratio

-0.639

VaR 95%

-1.03%

CVaR 95%: -1.39%
Max drawdown: -5.63%
Sortino ratio: -0.857
Calmar ratio: -0.42

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

-1.36%

Ann. -3.90% (Sharpe / Sortino numerator)

Volatility

8.04%

Sharpe ratio

-0.936

VaR 95%

-0.88%

CVaR 95%: -1.19%
Max drawdown: -6.09%
Sortino ratio: -1.274
Calmar ratio: -0.64

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

4.86%

Ann. 3.05% (Sharpe / Sortino numerator)

Volatility

10.27%

Sharpe ratio

-0.056

VaR 95%

-0.90%

CVaR 95%: -1.64%
Max drawdown: -6.09%
Sortino ratio: -0.070
Calmar ratio: 0.50

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

4.53%

Ann. 3.92% (Sharpe / Sortino numerator)

Volatility

10.25%

Sharpe ratio

0.028

VaR 95%

-0.93%

CVaR 95%: -1.51%
Max drawdown: -9.56%
Sortino ratio: 0.039
Calmar ratio: 0.41

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

8.31%

Ann. 3.06% (Sharpe / Sortino numerator)

Volatility

11.30%

Sharpe ratio

-0.050

VaR 95%

-1.16%

CVaR 95%: -1.65%
Max drawdown: -13.97%
Sortino ratio: -0.075
Calmar ratio: 0.22

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

0.02%

Best day

1.183%

11/06/2026
Worst day

-1.959%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $73.24 $73.51 $73.21 $73.45 3,880,700
15/07/2026 $73.25 $73.60 $73.23 $73.48 2,762,900
14/07/2026 $73.14 $73.38 $73.01 $73.16 4,199,900
13/07/2026 $73.41 $73.50 $73.00 $73.01 3,561,700
10/07/2026 $74.15 $74.15 $73.36 $73.52 2,960,700
09/07/2026 $73.80 $74.04 $73.66 $73.75 6,902,100
08/07/2026 $73.75 $73.78 $73.46 $73.71 4,032,000
07/07/2026 $74.31 $74.47 $73.82 $73.87 5,922,000
06/07/2026 $74.75 $74.81 $74.52 $74.75 2,139,900
02/07/2026 $74.69 $74.85 $74.61 $74.81 1,661,500