Summary
VCR
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 9.46% Volatility 24.07% Sharpe 0.14
Official loaded data — not a live quote.

VANGUARD CONSUMER DISCRETIONARY INDEX FUND ETF SHARES

Symbol: VCR

Exchange: NYSE

Sector: Consumer_Cyclical

Category: Consumer Cyclical

Inception date: 26/01/2004

Latest date: 16/07/2026

Current price: $397.51

Expense ratio: 0.09%

Assets under management
$6.8B
0.39% 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

0.44%

Ann. -48.87% (Sharpe / Sortino numerator)

Volatility

24.87%

Sharpe ratio

-2.111

VaR 95%

-2.29%

CVaR 95%: -2.61%
Max drawdown: -9.09%
Sortino ratio: -3.615
Calmar ratio: -5.37

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

2.33%

Ann. -31.21% (Sharpe / Sortino numerator)

Volatility

20.31%

Sharpe ratio

-1.715

VaR 95%

-2.29%

CVaR 95%: -2.57%
Max drawdown: -15.75%
Sortino ratio: -2.586
Calmar ratio: -1.98

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

-1.76%

Ann. -18.56% (Sharpe / Sortino numerator)

Volatility

19.88%

Sharpe ratio

-1.117

VaR 95%

-2.35%

CVaR 95%: -2.67%
Max drawdown: -15.75%
Sortino ratio: -1.670
Calmar ratio: -1.18

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

9.46%

Ann. 7.00% (Sharpe / Sortino numerator)

Volatility

24.07%

Sharpe ratio

0.140

VaR 95%

-2.38%

CVaR 95%: -3.22%
Max drawdown: -15.75%
Sortino ratio: 0.207
Calmar ratio: 0.44

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

21.70%

Ann. 8.02% (Sharpe / Sortino numerator)

Volatility

22.48%

Sharpe ratio

0.195

VaR 95%

-2.36%

CVaR 95%: -3.17%
Max drawdown: -27.36%
Sortino ratio: 0.281
Calmar ratio: 0.29

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

38.32%

Ann. 13.16% (Sharpe / Sortino numerator)

Volatility

20.99%

Sharpe ratio

0.454

VaR 95%

-2.23%

CVaR 95%: -2.93%
Max drawdown: -27.36%
Sortino ratio: 0.663
Calmar ratio: 0.48

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

0.043%

Best day

3.262%

31/03/2026
Worst day

-3.22%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $395.96 $400.50 $395.96 $397.51 31,900
15/07/2026 $393.68 $399.07 $393.27 $396.01 46,800
14/07/2026 $392.83 $393.69 $390.67 $392.10 34,300
13/07/2026 $395.49 $396.90 $391.29 $392.40 45,600
10/07/2026 $396.50 $398.01 $393.88 $395.75 198,700
09/07/2026 $387.06 $394.31 $386.69 $394.22 101,300
08/07/2026 $392.47 $392.47 $385.57 $388.53 42,600
07/07/2026 $400.32 $401.25 $394.87 $395.96 53,600
06/07/2026 $396.67 $398.76 $392.38 $398.32 90,100
02/07/2026 $399.79 $401.22 $393.39 $395.55 61,800