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Vanguard Commodity Strategy Fund Admiral Shares (VCMDX)

Mutual Fund · Currency in USD · Last updated Sep 21, 2023
Summary

Fund Info

ISINUS9219397083
CUSIP921939708
IssuerVanguard
Inception DateJun 25, 2019
CategoryCommodities
Minimum Investment$50,000
ETF Home Pageadvisors.vanguard.com
Asset ClassEquity

Expense Ratio

The Vanguard Commodity Strategy Fund Admiral Shares has a high expense ratio of 0.20%, indicating higher-than-average management fees.


0.20%
0.00%2.15%

Share Price Chart


Loading data...

Performance

The chart shows the growth of an initial investment of $10,000 in Vanguard Commodity Strategy Fund Admiral Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
3.14%
10.87%
VCMDX (Vanguard Commodity Strategy Fund Admiral Shares)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with VCMDX

Vanguard Commodity Strategy Fund Admiral Shares

Popular comparisons: VCMDX vs. GSG, VCMDX vs. COMT, VCMDX vs. FSGGX, VCMDX vs. KMLM, VCMDX vs. PCRPX, VCMDX vs. VTIP, VCMDX vs. VOO, VCMDX vs. PCLIX, VCMDX vs. BCD

Return

Vanguard Commodity Strategy Fund Admiral Shares had a return of -2.71% year-to-date (YTD) and -4.07% in the last 12 months.


PeriodReturnBenchmark
1 month2.98%0.33%
6 months3.46%11.48%
Year-To-Date-2.71%14.66%
1 year-4.07%16.16%
5 years (annualized)12.00%10.20%
10 years (annualized)N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-4.84%1.11%-1.06%-6.42%2.70%5.97%-0.98%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares
-0.18
^GSPC
S&P 500
0.74

Sharpe Ratio

The current Vanguard Commodity Strategy Fund Admiral Shares Sharpe ratio is -0.18. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-0.18
0.74
VCMDX (Vanguard Commodity Strategy Fund Admiral Shares)
Benchmark (^GSPC)

Dividend History

Vanguard Commodity Strategy Fund Admiral Shares granted a 14.60% dividend yield in the last twelve months. The annual payout for that period amounted to $3.88 per share.


PeriodTTM2022202120202019
Dividend$3.88$3.88$8.39$0.13$0.15

Dividend yield

14.60%14.21%34.91%0.75%0.91%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Commodity Strategy Fund Admiral Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.88
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$8.39
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13
2019$0.15

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-18.96%
-8.22%
VCMDX (Vanguard Commodity Strategy Fund Admiral Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Vanguard Commodity Strategy Fund Admiral Shares. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Vanguard Commodity Strategy Fund Admiral Shares is 26.67%, recorded on Mar 18, 2020. It took 188 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.67%Jan 7, 202050Mar 18, 2020188Dec 14, 2020238
-25.45%Jun 10, 2022244May 31, 2023
-9.91%Mar 9, 20226Mar 16, 202222Apr 18, 202228
-8.54%Oct 26, 202126Dec 1, 202129Jan 12, 202255
-7.84%Apr 19, 202216May 10, 202218Jun 6, 202234

Volatility Chart

The current Vanguard Commodity Strategy Fund Admiral Shares volatility is 1.54%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
1.54%
3.47%
VCMDX (Vanguard Commodity Strategy Fund Admiral Shares)
Benchmark (^GSPC)