Summary
VTEC
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 6.40% Volatility 4.18% Sharpe -0.02
Official loaded data — not a live quote.

VANGUARD CALIFORNIA TAX-EXEMPT BOND ETF ETF SHARES

Symbol: VTEC

Exchange: BATS

Sector: N/A

Category: Muni California Intermediate

Inception date: 26/01/2024

Latest date: 16/07/2026

Current price: $99.69

Expense ratio: 0.06%

Assets under management
$2.8B
-0.16% 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. -19.62% (Sharpe / Sortino numerator)

Volatility

4.62%

Sharpe ratio

-5.036

VaR 95%

-0.54%

CVaR 95%: -0.67%
Max drawdown: -2.39%
Sortino ratio: -6.461
Calmar ratio: -8.22

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

0.51%

Ann. -2.84% (Sharpe / Sortino numerator)

Volatility

3.16%

Sharpe ratio

-2.045

VaR 95%

-0.38%

CVaR 95%: -0.56%
Max drawdown: -3.16%
Sortino ratio: -2.025
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.

Period total return

0.34%

Ann. 1.81% (Sharpe / Sortino numerator)

Volatility

2.53%

Sharpe ratio

-0.718

VaR 95%

-0.27%

CVaR 95%: -0.44%
Max drawdown: -3.16%
Sortino ratio: -0.738
Calmar ratio: 0.57

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

6.40%

Ann. 3.54% (Sharpe / Sortino numerator)

Volatility

4.18%

Sharpe ratio

-0.021

VaR 95%

-0.35%

CVaR 95%: -0.71%
Max drawdown: -3.21%
Sortino ratio: -0.021
Calmar ratio: 1.10

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

5.96%

Ann. 2.63% (Sharpe / Sortino numerator)

Volatility

3.91%

Sharpe ratio

-0.257

VaR 95%

-0.37%

CVaR 95%: -0.62%
Max drawdown: -4.50%
Sortino ratio: -0.294
Calmar ratio: 0.58

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

6.49%

Ann. 2.94% (Sharpe / Sortino numerator)

Volatility

3.74%

Sharpe ratio

-0.182

VaR 95%

-0.36%

CVaR 95%: -0.59%
Max drawdown: -4.50%
Sortino ratio: -0.210
Calmar ratio: 0.65

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.

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

0.025%

Best day

0.677%

01/08/2025
Worst day

-0.791%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $99.85 $99.86 $99.65 $99.69 322,600
15/07/2026 $100.06 $100.06 $99.74 $99.85 584,400
14/07/2026 $100.09 $100.14 $100.01 $100.02 348,700
13/07/2026 $100.08 $100.08 $99.95 $99.97 388,800
10/07/2026 $100.09 $100.19 $100.05 $100.09 376,400
09/07/2026 $100.11 $100.16 $100.05 $100.05 397,400
08/07/2026 $100.04 $100.13 $100.01 $100.01 310,900
07/07/2026 $100.34 $100.41 $100.23 $100.23 315,500
06/07/2026 $100.32 $100.72 $100.32 $100.43 333,400
02/07/2026 $100.40 $100.42 $100.30 $100.39 283,800