Summary
VEA
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 27.22% Volatility 17.70% Sharpe 1.51
Official loaded data — not a live quote.

VANGUARD DEVELOPED MARKETS INDEX FUND ETF SHARES

Symbol: VEA

Exchange: NYSE

Sector: Financial_Services

Category: Foreign Large Blend

Inception date: 20/07/2007

Latest date: 16/07/2026

Current price: $70.03

Expense ratio: 0.03%

Assets under management
$316.3B
0.00% 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

-2.66%

Ann. -50.25% (Sharpe / Sortino numerator)

Volatility

28.59%

Sharpe ratio

-1.885

VaR 95%

-3.11%

CVaR 95%: -3.36%
Max drawdown: -7.78%
Sortino ratio: -2.996
Calmar ratio: -6.46

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

2.58%

Ann. 9.59% (Sharpe / Sortino numerator)

Volatility

20.55%

Sharpe ratio

0.290

VaR 95%

-2.34%

CVaR 95%: -2.87%
Max drawdown: -11.63%
Sortino ratio: 0.392
Calmar ratio: 0.82

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

8.26%

Ann. 18.21% (Sharpe / Sortino numerator)

Volatility

16.59%

Sharpe ratio

0.879

VaR 95%

-1.76%

CVaR 95%: -2.45%
Max drawdown: -11.63%
Sortino ratio: 1.156
Calmar ratio: 1.57

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

27.22%

Ann. 30.29% (Sharpe / Sortino numerator)

Volatility

17.70%

Sharpe ratio

1.507

VaR 95%

-1.43%

CVaR 95%: -2.55%
Max drawdown: -11.63%
Sortino ratio: 1.875
Calmar ratio: 2.61

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

44.45%

Ann. 17.70% (Sharpe / Sortino numerator)

Volatility

15.76%

Sharpe ratio

0.893

VaR 95%

-1.43%

CVaR 95%: -2.23%
Max drawdown: -13.45%
Sortino ratio: 1.195
Calmar ratio: 1.32

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

61.86%

Ann. 16.42% (Sharpe / Sortino numerator)

Volatility

14.77%

Sharpe ratio

0.866

VaR 95%

-1.41%

CVaR 95%: -2.05%
Max drawdown: -13.45%
Sortino ratio: 1.203
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.

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

0.102%

Best day

4.194%

08/04/2026
Worst day

-3.717%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $70.03 $70.42 $69.84 $70.03 8,242,900
15/07/2026 $70.82 $70.94 $70.15 $70.82 9,670,200
14/07/2026 $70.65 $71.04 $70.56 $70.60 13,284,600
13/07/2026 $70.18 $70.32 $69.64 $69.76 9,119,200
10/07/2026 $70.78 $71.14 $70.43 $70.99 12,687,400
09/07/2026 $70.60 $70.93 $70.48 $70.73 12,647,700
08/07/2026 $69.77 $70.38 $69.34 $70.34 27,524,100
07/07/2026 $71.23 $71.38 $70.53 $70.78 8,613,000
06/07/2026 $71.61 $71.92 $71.52 $71.89 10,960,200
02/07/2026 $71.10 $71.57 $70.17 $70.81 17,603,000