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

ETF Info

ISINUS92204A8844
CUSIP92204A884
IssuerVanguard
Inception DateSep 23, 2004
RegionNorth America (U.S.)
CategoryTechnology Equities
Index TrackedMSCI US Investable Market Telecommunication Services 25/50 Index
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

VOX features an expense ratio of 0.10%, falling within the medium range.


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.


Vanguard Communication Services ETF

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.


260.00%280.00%300.00%320.00%340.00%360.00%380.00%December2024FebruaryMarchAprilMay
330.60%
370.64%
VOX (Vanguard Communication Services ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard Communication Services ETF had a return of 13.12% year-to-date (YTD) and 36.15% in the last 12 months. Over the past 10 years, Vanguard Communication Services ETF had an annualized return of 6.46%, while the S&P 500 had an annualized return of 10.84%, indicating that Vanguard Communication Services ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date13.12%10.00%
1 month1.58%2.41%
6 months19.98%16.70%
1 year36.15%26.85%
5 years (annualized)9.76%12.81%
10 years (annualized)6.46%10.84%

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%13.12%
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

The current risk-adjusted rank of VOX is 78, placing it in the top 22% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VOX is 7878
VOX (Vanguard Communication Services ETF)
The Sharpe Ratio Rank of VOX is 8383Sharpe Ratio Rank
The Sortino Ratio Rank of VOX is 7979Sortino Ratio Rank
The Omega Ratio Rank of VOX is 8181Omega Ratio Rank
The Calmar Ratio Rank of VOX is 5959Calmar Ratio Rank
The Martin Ratio Rank of VOX is 8989Martin 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.


VOX
Sharpe ratio
The chart of Sharpe ratio for VOX, currently valued at 2.18, compared to the broader market0.002.004.002.18
Sortino ratio
The chart of Sortino ratio for VOX, currently valued at 2.98, compared to the broader market-2.000.002.004.006.008.0010.002.98
Omega ratio
The chart of Omega ratio for VOX, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for VOX, currently valued at 1.10, compared to the broader market0.002.004.006.008.0010.0012.0014.001.10
Martin ratio
The chart of Martin ratio for VOX, currently valued at 12.40, compared to the broader market0.0020.0040.0060.0080.0012.40
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.35, compared to the broader market0.002.004.002.35
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.33, compared to the broader market-2.000.002.004.006.008.0010.003.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.501.001.502.002.501.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.90, compared to the broader market0.002.004.006.008.0010.0012.0014.001.90
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.02, compared to the broader market0.0020.0040.0060.0080.009.02

Sharpe Ratio

The current Vanguard Communication Services ETF Sharpe ratio is 2.18. This value is calculated based on the past 12 months 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 Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.18
2.35
VOX (Vanguard Communication Services ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Communication Services ETF granted a 0.93% dividend yield in the last twelve months. The annual payout for that period amounted to $1.24 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.24$1.22$0.73$1.26$0.88$0.84$2.05$3.49$2.68$2.98$2.25$3.24

Dividend yield

0.93%1.03%0.88%0.93%0.73%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$0.32
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$0.23$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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-9.33%
-0.15%
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 9.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.18%Jul 17, 2007343Nov 20, 2008959Sep 12, 20121302
-46.76%Sep 2, 2021296Nov 3, 2022
-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 6.14%, 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%December2024FebruaryMarchAprilMay
6.14%
3.35%
VOX (Vanguard Communication Services ETF)
Benchmark (^GSPC)