Vanguard Commodity Strategy Fund Admiral Shares (VCMDX)
Fund Info
| ISIN | US9219397083 |
|---|---|
| CUSIP | 921939708 |
| Issuer | Vanguard |
| Inception Date | Jun 25, 2019 |
| Category | Commodities |
| Minimum Investment | $50,000 |
| ETF Home Page | advisors.vanguard.com |
| Asset Class | Equity |
Expense Ratio
The Vanguard Commodity Strategy Fund Admiral Shares has a high expense ratio of 0.20%, indicating higher-than-average management fees.
Share Price Chart
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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.
Compare to other instruments
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.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | 2.98% | 0.33% |
| 6 months | 3.46% | 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/A | N/A |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VCMDX Vanguard Commodity Strategy Fund Admiral Shares | -0.18 | ||||
^GSPC S&P 500 | 0.74 |
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.
| Period | TTM | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|
| 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
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, 2020 | 50 | Mar 18, 2020 | 188 | Dec 14, 2020 | 238 |
| -25.45% | Jun 10, 2022 | 244 | May 31, 2023 | — | — | — |
| -9.91% | Mar 9, 2022 | 6 | Mar 16, 2022 | 22 | Apr 18, 2022 | 28 |
| -8.54% | Oct 26, 2021 | 26 | Dec 1, 2021 | 29 | Jan 12, 2022 | 55 |
| -7.84% | Apr 19, 2022 | 16 | May 10, 2022 | 18 | Jun 6, 2022 | 34 |
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.