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Vanguard Communication Services ETF (VOX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US92204A8844

CUSIP

92204A884

Issuer

Vanguard

Inception Date

Sep 23, 2004

Region

North America (U.S.)

Leveraged

1x

Index Tracked

MSCI US Investable Market Telecommunication Services 25/50 Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

VOX has an expense ratio of 0.10%, which is considered low compared to other funds.


Expense ratio chart for VOX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VOX vs. XLC VOX vs. FCOM VOX vs. VGT VOX vs. VOO VOX vs. EIMI.L VOX vs. QQQ VOX vs. SPY VOX vs. VTI VOX vs. VIOO VOX vs. VEA
Popular comparisons:
VOX vs. XLC VOX vs. FCOM VOX vs. VGT VOX vs. VOO VOX vs. EIMI.L VOX vs. QQQ VOX vs. SPY VOX vs. VTI VOX vs. VIOO VOX vs. VEA

Performance

Performance Chart

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


320.00%340.00%360.00%380.00%400.00%420.00%440.00%JulyAugustSeptemberOctoberNovemberDecember
409.26%
426.75%
VOX (Vanguard Communication Services ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard Communication Services ETF had a return of 33.78% year-to-date (YTD) and 34.42% in the last 12 months. Over the past 10 years, Vanguard Communication Services ETF had an annualized return of 8.31%, while the S&P 500 had an annualized return of 11.01%, indicating that Vanguard Communication Services ETF did not perform as well as the benchmark.


VOX

YTD

33.78%

1M

2.74%

6M

16.21%

1Y

34.42%

5Y*

11.65%

10Y*

8.31%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of VOX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.90%4.58%2.84%-3.98%6.40%3.32%-1.32%2.04%4.86%2.02%4.86%33.78%
202315.02%-4.07%6.87%2.32%2.61%5.02%5.94%-2.85%-3.54%-1.59%8.09%5.48%44.81%
2022-6.09%-5.84%0.29%-14.95%1.20%-8.82%3.71%-3.47%-12.30%2.55%5.14%-7.17%-38.85%
2021-0.19%7.08%1.36%6.68%-0.09%3.96%0.60%3.60%-5.85%0.72%-6.39%2.49%13.83%
20200.62%-5.63%-14.39%14.40%6.92%0.09%7.38%8.09%-5.44%0.76%12.30%4.48%29.12%
201910.56%0.37%1.79%6.06%-5.66%3.94%3.43%-2.78%-0.26%3.00%3.19%2.25%28.03%
20181.14%-5.72%-2.87%1.36%-2.63%3.77%-0.59%2.83%0.52%-6.20%-0.74%-8.28%-16.75%
20170.38%-2.78%-2.11%2.19%-3.06%-1.49%2.11%-0.23%-0.48%-3.07%2.48%0.64%-5.50%
20161.23%3.97%5.57%-0.19%-0.16%7.17%2.69%-5.95%0.18%-3.61%3.25%7.45%22.78%
2015-1.90%6.62%-2.44%3.69%-1.83%-1.19%-0.60%-3.13%-3.13%8.79%-1.01%-0.38%2.70%
2014-2.80%-0.64%5.33%-0.81%3.87%0.31%1.18%-0.65%-1.27%2.09%0.88%-3.19%4.03%
20133.17%-0.78%3.46%8.25%-3.72%2.11%4.25%-4.63%2.96%7.11%-1.69%2.30%24.28%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 81, VOX is among the top 19% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VOX is 8181
Overall Rank
The Sharpe Ratio Rank of VOX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VOX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VOX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VOX is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Communication Services ETF (VOX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VOX, currently valued at 2.22, compared to the broader market0.002.004.002.221.90
The chart of Sortino ratio for VOX, currently valued at 2.89, compared to the broader market-2.000.002.004.006.008.0010.002.892.54
The chart of Omega ratio for VOX, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.35
The chart of Calmar ratio for VOX, currently valued at 1.70, compared to the broader market0.005.0010.0015.001.702.81
The chart of Martin ratio for VOX, currently valued at 16.22, compared to the broader market0.0020.0040.0060.0080.00100.0016.2212.39
VOX
^GSPC

The current Vanguard Communication Services ETF Sharpe ratio is 2.22. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Communication Services ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.22
1.90
VOX (Vanguard Communication Services ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Communication Services ETF provided a 0.75% dividend yield over the last twelve months, with an annual payout of $1.17 per share.


0.50%1.00%1.50%2.00%2.50%3.00%3.50%4.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.17$1.22$0.73$1.26$0.88$0.84$2.05$3.49$2.68$2.98$2.25$3.24

Dividend yield

0.75%1.03%0.88%0.93%0.74%0.90%2.77%3.83%2.67%3.55%2.66%3.88%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Communication Services ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.32$0.00$0.00$0.33$0.00$0.00$0.53$0.00$0.00$0.00$1.17
2023$0.00$0.00$0.30$0.00$0.00$0.28$0.00$0.00$0.35$0.00$0.00$0.29$1.22
2022$0.00$0.00$0.16$0.00$0.00$0.18$0.00$0.00$0.19$0.00$0.00$0.20$0.73
2021$0.00$0.00$0.20$0.00$0.00$0.24$0.00$0.00$0.36$0.00$0.00$0.46$1.26
2020$0.00$0.00$0.19$0.00$0.00$0.24$0.00$0.00$0.24$0.00$0.00$0.22$0.88
2019$0.00$0.00$0.15$0.00$0.00$0.17$0.00$0.00$0.24$0.00$0.00$0.28$0.84
2018$0.00$0.00$0.78$0.00$0.00$0.77$0.00$0.00$0.26$0.00$0.00$0.25$2.05
2017$0.00$0.00$0.81$0.00$0.00$0.75$0.00$0.00$0.84$0.00$0.00$1.09$3.49
2016$0.00$0.00$0.50$0.00$0.00$0.59$0.00$0.00$0.81$0.00$0.00$0.77$2.68
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.34$0.00$0.00$0.64$2.98
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.25$2.25
2013$3.24$3.24

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.52%
-3.58%
VOX (Vanguard Communication Services ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Communication Services ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard Communication Services ETF was 57.18%, occurring on Nov 20, 2008. Recovery took 959 trading sessions.

The current Vanguard Communication Services ETF drawdown is 4.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.18%Jul 17, 2007343Nov 20, 2008959Sep 12, 20121302
-46.76%Sep 2, 2021296Nov 3, 2022481Oct 4, 2024777
-31.16%Feb 20, 202023Mar 23, 202092Aug 3, 2020115
-28.94%Jan 5, 2017496Dec 24, 2018264Jan 13, 2020760
-13.27%Jul 18, 201677Nov 2, 201633Dec 20, 2016110

Volatility

Volatility Chart

The current Vanguard Communication Services ETF volatility is 5.23%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.23%
3.64%
VOX (Vanguard Communication Services ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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