Summary
VCRM
Prices · period metrics · 12M
NAV as of 16/07/2026
30/05/2025 → 28/05/2026
Return 7.77% 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: 16/07/2026

Current price: $75.71

Expense ratio: 0.12%

Assets under management
$1.7B
-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

-0.09%

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

0.85%

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

1.41%

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

7.77%

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

6.11%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.03%

Best day

0.812%

01/08/2025
Worst day

-0.928%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $75.80 $75.81 $75.66 $75.71 419,200
15/07/2026 $75.95 $76.00 $75.82 $75.82 162,300
14/07/2026 $75.92 $76.02 $75.89 $75.91 112,000
13/07/2026 $75.89 $75.94 $75.83 $75.89 119,500
10/07/2026 $75.90 $75.95 $75.85 $75.92 164,100
09/07/2026 $75.95 $75.98 $75.90 $75.90 384,600
08/07/2026 $75.91 $76.00 $75.87 $75.88 169,100
07/07/2026 $76.15 $76.22 $76.09 $76.09 178,100
06/07/2026 $76.18 $76.27 $76.18 $76.25 248,600
02/07/2026 $76.23 $76.26 $76.14 $76.25 156,400