Summary
VOX
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 4.80% 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: 15/10/2026

Current price: $193.19

Expense ratio: 0.09%

Assets under management
$6.3B
1.70% 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

-0.14%

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

-0.60%

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

-1.13%

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

4.80%

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

33.93%

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

83.03%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.025%

Best day

4.123%

21/09/2026
Worst day

-3.523%

23/07/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $189.97 $193.58 $189.40 $193.19 219,900
14/10/2026 $194.07 $194.46 $190.31 $190.90 127,200
13/10/2026 $192.50 $195.51 $192.50 $194.12 218,800
12/10/2026 $191.49 $193.55 $191.49 $192.71 299,000
09/10/2026 $191.85 $192.26 $190.18 $190.36 268,300
08/10/2026 $192.56 $192.82 $191.51 $192.67 277,600
07/10/2026 $192.34 $192.74 $190.88 $192.20 269,600
06/10/2026 $193.44 $193.44 $192.28 $193.03 138,700
05/10/2026 $189.92 $192.93 $189.92 $192.67 182,700
02/10/2026 $189.91 $191.36 $189.53 $190.18 262,900