Summary
VFH
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 11.52% Volatility 20.01% Sharpe -0.09
Official loaded data — not a live quote.

VANGUARD FINANCIALS INDEX FUND ETF SHARES

Symbol: VFH

Exchange: NYSE

Sector: Financial_Services

Category: Financial

Inception date: 26/01/2004

Latest date: 16/07/2026

Current price: $139.19

Expense ratio: 0.09%

Assets under management
$13.8B
0.28% 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

5.14%

Ann. -32.02% (Sharpe / Sortino numerator)

Volatility

16.18%

Sharpe ratio

-2.203

VaR 95%

-1.63%

CVaR 95%: -2.09%
Max drawdown: -6.88%
Sortino ratio: -3.365
Calmar ratio: -4.65

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

9.62%

Ann. -33.16% (Sharpe / Sortino numerator)

Volatility

18.53%

Sharpe ratio

-1.985

VaR 95%

-2.22%

CVaR 95%: -2.64%
Max drawdown: -15.01%
Sortino ratio: -2.819
Calmar ratio: -2.21

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

5.36%

Ann. -12.15% (Sharpe / Sortino numerator)

Volatility

16.66%

Sharpe ratio

-0.947

VaR 95%

-2.07%

CVaR 95%: -2.57%
Max drawdown: -15.01%
Sortino ratio: -1.223
Calmar ratio: -0.81

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

11.52%

Ann. 1.85% (Sharpe / Sortino numerator)

Volatility

20.01%

Sharpe ratio

-0.089

VaR 95%

-2.06%

CVaR 95%: -3.16%
Max drawdown: -15.01%
Sortino ratio: -0.104
Calmar ratio: 0.12

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

35.98%

Ann. 11.41% (Sharpe / Sortino numerator)

Volatility

18.40%

Sharpe ratio

0.423

VaR 95%

-1.76%

CVaR 95%: -2.78%
Max drawdown: -17.30%
Sortino ratio: 0.536
Calmar ratio: 0.66

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

73.74%

Ann. 18.06% (Sharpe / Sortino numerator)

Volatility

17.06%

Sharpe ratio

0.846

VaR 95%

-1.66%

CVaR 95%: -2.50%
Max drawdown: -17.30%
Sortino ratio: 1.108
Calmar ratio: 1.04

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

0.048%

Best day

2.733%

08/04/2026
Worst day

-3.429%

23/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $138.80 $139.43 $138.26 $139.19 585,400
15/07/2026 $137.88 $139.15 $137.75 $138.45 796,400
14/07/2026 $136.32 $138.96 $136.22 $137.61 840,900
13/07/2026 $136.99 $137.53 $136.20 $137.24 973,500
10/07/2026 $136.92 $137.15 $135.64 $136.45 613,200
09/07/2026 $134.75 $136.35 $134.60 $135.99 511,700
08/07/2026 $136.48 $136.71 $134.42 $134.50 448,600
07/07/2026 $137.95 $138.50 $137.11 $137.15 375,100
06/07/2026 $136.38 $137.50 $136.06 $137.48 864,800
02/07/2026 $135.56 $136.18 $134.89 $136.18 596,400