Summary
VSS
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 16.90% Volatility 16.47% Sharpe 1.63
Official loaded data — not a live quote.

VANGUARD FTSE ALL-WORLD EX-US SMALL-CAP INDEX FUND ETF SHARES

Symbol: VSS

Exchange: NYSE

Sector: Industrials

Category: Foreign Small/Mid Blend

Inception date: 02/04/2009

Latest date: 16/07/2026

Current price: $152.50

Expense ratio: 0.06%

Assets under management
$13.8B
-0.20% 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

-3.65%

Ann. -54.72% (Sharpe / Sortino numerator)

Volatility

25.99%

Sharpe ratio

-2.245

VaR 95%

-2.97%

CVaR 95%: -3.36%
Max drawdown: -7.45%
Sortino ratio: -3.376
Calmar ratio: -7.35

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

-2.65%

Ann. 5.59% (Sharpe / Sortino numerator)

Volatility

19.31%

Sharpe ratio

0.101

VaR 95%

-2.22%

CVaR 95%: -2.82%
Max drawdown: -11.62%
Sortino ratio: 0.128
Calmar ratio: 0.48

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

2.72%

Ann. 10.28% (Sharpe / Sortino numerator)

Volatility

15.81%

Sharpe ratio

0.421

VaR 95%

-1.61%

CVaR 95%: -2.40%
Max drawdown: -11.62%
Sortino ratio: 0.537
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

16.90%

Ann. 30.50% (Sharpe / Sortino numerator)

Volatility

16.47%

Sharpe ratio

1.632

VaR 95%

-1.41%

CVaR 95%: -2.47%
Max drawdown: -11.62%
Sortino ratio: 1.938
Calmar ratio: 2.63

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

33.07%

Ann. 16.32% (Sharpe / Sortino numerator)

Volatility

15.07%

Sharpe ratio

0.842

VaR 95%

-1.47%

CVaR 95%: -2.22%
Max drawdown: -15.73%
Sortino ratio: 1.087
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.

Period total return

47.09%

Ann. 14.14% (Sharpe / Sortino numerator)

Volatility

14.47%

Sharpe ratio

0.727

VaR 95%

-1.40%

CVaR 95%: -2.07%
Max drawdown: -15.73%
Sortino ratio: 0.991
Calmar ratio: 0.90

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

0.067%

Best day

4.131%

08/04/2026
Worst day

-3.596%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $152.81 $153.22 $152.22 $152.50 347,100
15/07/2026 $153.55 $154.48 $152.83 $154.25 216,600
14/07/2026 $153.10 $153.84 $152.79 $153.08 157,700
13/07/2026 $153.27 $153.51 $151.96 $152.18 145,500
10/07/2026 $154.30 $154.99 $153.63 $154.65 151,400
09/07/2026 $152.72 $153.75 $152.72 $153.33 306,100
08/07/2026 $151.69 $152.49 $150.69 $152.41 144,100
07/07/2026 $154.85 $154.92 $153.05 $153.52 420,400
06/07/2026 $156.07 $156.98 $155.98 $156.81 207,400
02/07/2026 $155.44 $156.55 $153.95 $155.11 152,900