Summary
VOX
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 14.28% Volatility 20.26% Sharpe 0.95
Official loaded data — not a live quote.

VANGUARD COMMUNICATION SERVICES INDEX FUND ETF SHARES

Symbol: VOX

Exchange: NYSE

Sector: Communication_Services

Category: Communications

Inception date: 23/09/2004

Latest date: 16/07/2026

Current price: $191.86

Expense ratio: 0.09%

Assets under management
$5.9B
-1.52% 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

0.79%

Ann. -43.55% (Sharpe / Sortino numerator)

Volatility

21.58%

Sharpe ratio

-2.187

VaR 95%

-1.99%

CVaR 95%: -2.53%
Max drawdown: -10.65%
Sortino ratio: -3.419
Calmar ratio: -4.09

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

-2.93%

Ann. -21.06% (Sharpe / Sortino numerator)

Volatility

17.95%

Sharpe ratio

-1.376

VaR 95%

-1.84%

CVaR 95%: -2.23%
Max drawdown: -13.76%
Sortino ratio: -2.099
Calmar ratio: -1.53

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

0.25%

Ann. -3.63% (Sharpe / Sortino numerator)

Volatility

16.73%

Sharpe ratio

-0.434

VaR 95%

-1.76%

CVaR 95%: -2.21%
Max drawdown: -13.76%
Sortino ratio: -0.664
Calmar ratio: -0.26

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

14.28%

Ann. 22.88% (Sharpe / Sortino numerator)

Volatility

20.26%

Sharpe ratio

0.950

VaR 95%

-1.76%

CVaR 95%: -2.83%
Max drawdown: -13.76%
Sortino ratio: 1.336
Calmar ratio: 1.66

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

39.95%

Ann. 18.72% (Sharpe / Sortino numerator)

Volatility

18.62%

Sharpe ratio

0.811

VaR 95%

-1.84%

CVaR 95%: -2.73%
Max drawdown: -21.15%
Sortino ratio: 1.094
Calmar ratio: 0.89

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

81.23%

Ann. 24.87% (Sharpe / Sortino numerator)

Volatility

18.06%

Sharpe ratio

1.176

VaR 95%

-1.67%

CVaR 95%: -2.55%
Max drawdown: -21.15%
Sortino ratio: 1.662
Calmar ratio: 1.18

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

0.058%

Best day

3.499%

31/03/2026
Worst day

-3.009%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $194.82 $195.11 $191.30 $191.86 209,400
15/07/2026 $191.24 $195.42 $191.24 $194.72 225,800
14/07/2026 $189.29 $191.56 $189.29 $191.02 114,800
13/07/2026 $191.50 $193.15 $190.55 $190.70 186,500
10/07/2026 $191.80 $192.52 $190.53 $191.52 214,700
09/07/2026 $184.74 $189.65 $184.48 $189.59 213,500
08/07/2026 $189.55 $189.58 $186.83 $187.45 190,000
07/07/2026 $190.80 $191.84 $189.81 $189.99 1,082,000
06/07/2026 $188.76 $189.43 $187.03 $189.14 231,700
02/07/2026 $188.50 $188.63 $185.91 $187.85 1,206,800