Summary
VNQ
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 15.69% Volatility 16.46% Sharpe -0.11
Official loaded data — not a live quote.

VANGUARD REAL ESTATE INDEX FUND ETF SHARES

Symbol: VNQ

Exchange: NYSE

Sector: Realestate

Category: Real Estate

Inception date: 23/09/2004

Latest date: 16/07/2026

Current price: $100.07

Expense ratio: 0.13%

Assets under management
$71.3B
1.98% 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

2.95%

Ann. -48.89% (Sharpe / Sortino numerator)

Volatility

16.67%

Sharpe ratio

-3.150

VaR 95%

-1.59%

CVaR 95%: -2.37%
Max drawdown: -7.97%
Sortino ratio: -4.026
Calmar ratio: -6.14

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

6.09%

Ann. 8.09% (Sharpe / Sortino numerator)

Volatility

14.73%

Sharpe ratio

0.303

VaR 95%

-1.47%

CVaR 95%: -2.03%
Max drawdown: -9.31%
Sortino ratio: 0.400
Calmar ratio: 0.87

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

10.16%

Ann. -0.06% (Sharpe / Sortino numerator)

Volatility

13.47%

Sharpe ratio

-0.274

VaR 95%

-1.27%

CVaR 95%: -2.00%
Max drawdown: -9.31%
Sortino ratio: -0.366
Calmar ratio: -0.01

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

15.69%

Ann. 1.87% (Sharpe / Sortino numerator)

Volatility

16.46%

Sharpe ratio

-0.107

VaR 95%

-1.64%

CVaR 95%: -2.63%
Max drawdown: -9.35%
Sortino ratio: -0.137
Calmar ratio: 0.20

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

21.14%

Ann. 7.33% (Sharpe / Sortino numerator)

Volatility

16.26%

Sharpe ratio

0.228

VaR 95%

-1.67%

CVaR 95%: -2.53%
Max drawdown: -17.45%
Sortino ratio: 0.297
Calmar ratio: 0.42

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

31.70%

Ann. 6.70% (Sharpe / Sortino numerator)

Volatility

16.97%

Sharpe ratio

0.181

VaR 95%

-1.71%

CVaR 95%: -2.46%
Max drawdown: -17.45%
Sortino ratio: 0.259
Calmar ratio: 0.38

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

0.062%

Best day

2.304%

09/06/2026
Worst day

-3.101%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $98.13 $100.13 $98.11 $100.07 3,254,200
15/07/2026 $97.90 $98.94 $97.51 $97.86 2,325,300
14/07/2026 $97.93 $98.21 $97.37 $97.57 2,307,500
13/07/2026 $97.63 $98.37 $97.45 $97.83 3,473,600
10/07/2026 $97.61 $97.76 $96.57 $97.32 2,539,600
09/07/2026 $97.03 $97.63 $96.75 $97.09 2,470,000
08/07/2026 $98.19 $98.27 $96.73 $96.80 6,050,100
07/07/2026 $97.81 $99.05 $97.71 $98.40 2,809,500
06/07/2026 $98.20 $98.22 $96.96 $97.24 4,493,400
02/07/2026 $97.39 $98.06 $97.18 $98.02 3,560,200