Summary
VXF
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 27.19% Volatility 22.96% Sharpe 0.68
Official loaded data — not a live quote.

VANGUARD EXTENDED MARKET INDEX FUND ETF SHARES

Symbol: VXF

Exchange: NYSE

Sector: Technology

Category: Mid-Cap Blend

Inception date: 27/12/2001

Latest date: 11/06/2026

Current price: $237.36

Expense ratio: 0.05%

Assets under management
$93.7B
2.35% 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

3.42%

Ann. -39.58% (Sharpe / Sortino numerator)

Volatility

23.69%

Sharpe ratio

-1.824

VaR 95%

-2.17%

CVaR 95%: -2.24%
Max drawdown: -7.59%
Sortino ratio: -3.570
Calmar ratio: -5.21

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

13.39%

Ann. -6.39% (Sharpe / Sortino numerator)

Volatility

19.82%

Sharpe ratio

-0.505

VaR 95%

-2.01%

CVaR 95%: -2.13%
Max drawdown: -10.50%
Sortino ratio: -0.817
Calmar ratio: -0.61

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

9.93%

Ann. -2.42% (Sharpe / Sortino numerator)

Volatility

19.22%

Sharpe ratio

-0.315

VaR 95%

-2.01%

CVaR 95%: -2.36%
Max drawdown: -10.50%
Sortino ratio: -0.478
Calmar ratio: -0.23

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

27.19%

Ann. 19.21% (Sharpe / Sortino numerator)

Volatility

22.96%

Sharpe ratio

0.678

VaR 95%

-2.02%

CVaR 95%: -3.18%
Max drawdown: -10.50%
Sortino ratio: 0.908
Calmar ratio: 1.83

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

44.63%

Ann. 11.49% (Sharpe / Sortino numerator)

Volatility

21.15%

Sharpe ratio

0.372

VaR 95%

-2.02%

CVaR 95%: -3.01%
Max drawdown: -26.92%
Sortino ratio: 0.515
Calmar ratio: 0.43

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

67.89%

Ann. 15.48% (Sharpe / Sortino numerator)

Volatility

20.00%

Sharpe ratio

0.592

VaR 95%

-1.97%

CVaR 95%: -2.76%
Max drawdown: -26.92%
Sortino ratio: 0.862
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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 11/06/2025 - 11/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.102%

Best day

3.51%

06/02/2026
Worst day

-3.323%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $231.92 $237.53 $231.74 $237.36 620,400
10/06/2026 $232.98 $236.30 $230.47 $230.49 447,800
09/06/2026 $235.53 $238.40 $228.00 $234.17 660,300
08/06/2026 $234.53 $235.76 $233.31 $233.49 647,300
05/06/2026 $237.52 $237.58 $230.89 $231.90 810,100
04/06/2026 $236.48 $240.48 $236.30 $239.87 838,900
03/06/2026 $239.23 $239.23 $236.40 $237.19 443,000
02/06/2026 $237.06 $239.63 $236.86 $239.63 427,900
01/06/2026 $235.42 $238.08 $234.42 $237.04 420,600
29/05/2026 $235.85 $236.61 $234.50 $236.40 265,200