Summary
VCRM
Prices · period metrics · 12M
NAV as of 15/10/2026
30/05/2025 → 28/05/2026
Return -0.29% Volatility 3.09% Sharpe 1.27
Official loaded data — not a live quote.

VANGUARD CORE TAX-EXEMPT BOND ETF ETF SHARES

Symbol: VCRM

Exchange: BATS

Sector: N/A

Category: Muni National Long

Inception date: 21/11/2024

Latest date: 15/10/2026

Current price: $72.68

Expense ratio: 0.12%

Assets under management
$2.2B
-0.12% 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

-0.24%

Ann. 1.96% (Sharpe / Sortino numerator)

Volatility

3.31%

Sharpe ratio

-0.504

VaR 95%

-0.28%

CVaR 95%: -0.40%
Max drawdown: -1.12%
Sortino ratio: -0.705
Calmar ratio: 1.75

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

-3.23%

Ann. -1.44% (Sharpe / Sortino numerator)

Volatility

4.04%

Sharpe ratio

-1.255

VaR 95%

-0.51%

CVaR 95%: -0.66%
Max drawdown: -2.44%
Sortino ratio: -1.503
Calmar ratio: -0.59

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

-2.22%

Ann. 3.31% (Sharpe / Sortino numerator)

Volatility

3.10%

Sharpe ratio

-0.103

VaR 95%

-0.29%

CVaR 95%: -0.52%
Max drawdown: -2.72%
Sortino ratio: -0.107
Calmar ratio: 1.22

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.

Period total return

-0.29%

Ann. 7.56% (Sharpe / Sortino numerator)

Volatility

3.09%

Sharpe ratio

1.273

VaR 95%

-0.28%

CVaR 95%: -0.43%
Max drawdown: -2.72%
Sortino ratio: 1.650
Calmar ratio: 2.78

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

2.85%

Ann. 3.71% (Sharpe / Sortino numerator)

Volatility

3.79%

Sharpe ratio

0.011

VaR 95%

-0.32%

CVaR 95%: -0.59%
Max drawdown: -4.12%
Sortino ratio: 0.012
Calmar ratio: 0.90

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

-0.001%

Best day

0.888%

15/10/2026
Worst day

-0.928%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $72.77 $72.78 $72.54 $72.68 1,096,200
14/10/2026 $71.88 $72.08 $71.69 $72.04 1,058,500
13/10/2026 $71.82 $72.22 $71.81 $72.14 2,827,800
12/10/2026 $71.55 $71.80 $71.43 $71.73 1,631,900
09/10/2026 $71.53 $71.70 $71.53 $71.59 1,400,200
08/10/2026 $71.06 $71.32 $70.90 $71.25 2,212,300
07/10/2026 $71.10 $71.34 $71.01 $71.10 1,633,300
06/10/2026 $71.55 $71.73 $71.36 $71.50 2,157,700
05/10/2026 $71.61 $71.70 $71.27 $71.51 1,634,200
02/10/2026 $72.15 $72.32 $71.38 $71.58 1,826,500