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ISIN
US92204A8844
CUSIP
92204A884
Issuer
Vanguard
Inception Date
Sep 23, 2004
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
MSCI US Investable Market Telecommunication Services 25/50 Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$6B

Share Price Chart


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Performance

VOX Performance Chart

Vanguard Communication Services ETF (VOX) is down 1.4% since the beginning of the year. VOX is currently trading at $191 per share. Investors who bought $1,000 worth of VOX shares 5 years ago would now be looking at an investment worth $1,441.


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S&P 500 Index

Returns By Period

Vanguard Communication Services ETF (VOX) has returned -1.38% so far this year and 20.55% over the past 12 months. Over the last ten years, VOX has returned 9.30% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Vanguard Communication Services ETF

1D
-0.84%
1M
-2.77%
YTD
-1.38%
6M
0.47%
1Y
20.55%
3Y*
24.02%
5Y*
7.58%
10Y*
9.30%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOX Monthly Returns History

Based on dividend-adjusted daily data since Sep 29, 2004, VOX's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.

Historically, 58% of months were positive and 42% were negative. The best month was Jan 2023 with a return of +15.0%, while the worst month was Apr 2022 at -15.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VOX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +14.0%, while the worst single day was Mar 16, 2020 at -11.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.01%-3.68%-6.17%9.45%0.12%-3.34%-1.38%
20257.28%-3.67%-7.11%-1.15%8.64%7.57%2.27%3.02%4.43%-0.58%2.44%1.60%26.27%
20243.90%4.58%2.84%-3.98%6.40%3.32%-1.32%2.04%4.86%2.02%4.86%-0.08%33.12%
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%

Benchmark Metrics

Vanguard Communication Services ETF has an annualized alpha of 0.74%, beta of 0.93, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since September 30, 2004.

  • With beta of 0.93 and R2 of 0.74, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.74%
Beta
0.93
0.74
Upside Capture
98.32%
Downside Capture
99.91%

Expense Ratio

VOX has an expense ratio of 0.10%, which is considered low.


Return for Risk

Risk / Return Rank

VOX ranks 37 for risk / return — below 37% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


VOX Risk / Return Rank: 3737
Overall Rank
VOX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
VOX Sortino Ratio Rank: 4040
Sortino Ratio Rank
VOX Omega Ratio Rank: 3737
Omega Ratio Rank
VOX Calmar Ratio Rank: 3232
Calmar Ratio Rank
VOX Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard Communication Services ETF (VOX) and compare them to S&P 500 Index.


VOXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.07

Omega ratioGain probability vs. loss probability

1.24

1.41

-0.17

Calmar ratioReturn relative to maximum drawdown

1.52

2.93

-1.41

Martin ratioReturn relative to average drawdown

5.83

13.52

-7.70

Dividends

Dividend History

Vanguard Communication Services ETF provided a 1.00% dividend yield over the last twelve months, with an annual payout of $1.90 per share. The fund has been increasing its distributions for 3 consecutive years.


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$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.90$1.84$1.63$1.22$0.73$1.26$0.88$0.84$2.05$3.49$2.68$2.98

Dividend yield

1.00%0.95%1.05%1.03%0.88%0.93%0.73%0.90%2.77%3.83%2.67%3.55%

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
2026$0.00$0.00$0.44$0.00$0.00$0.00$0.44
2025$0.00$0.00$0.38$0.00$0.00$0.38$0.00$0.00$0.45$0.00$0.00$0.62$1.84
2024$0.00$0.00$0.32$0.00$0.00$0.32$0.00$0.00$0.53$0.00$0.00$0.46$1.63
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

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.


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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 4.70%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-57.18%Nov 2008
1y 4mo3y 9mo
5y 1moJul 2007 - Sep 2012
Bear market2022
-46.76%Nov 2022
1y 2mo1y 11mo
3y 1moSep 2021 - Oct 2024
COVID crash2020
-31.16%Mar 2020
1mo 2d4mo 13d
5mo 15dFeb 2020 - Aug 2020
Rate-hike selloffLate 2018
-28.94%Dec 2018
1y 11mo1y 20d
3y 8dJan 2017 - Jan 2020
2025 selloff2025
-21.15%Apr 2025
1mo 19d2mo 20d
4mo 9dFeb 2025 - Jun 2025

Drawdown Indicators


VOXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-57.18%

-56.78%

-0.40%

Max Drawdown (1Y)

Largest decline over 1 year

-13.56%

-9.10%

-4.46%

Max Drawdown (3Y)

Largest decline over 3 years

-21.15%

-18.90%

-2.25%

Max Drawdown (5Y)

Largest decline over 5 years

-46.76%

-25.43%

-21.33%

Max Drawdown (10Y)

Largest decline over 10 years

-46.76%

-33.92%

-12.84%

Current Drawdown

Current decline from peak

-4.70%

-0.74%

-3.96%

Average Drawdown

Average peak-to-trough decline

-11.91%

-10.72%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

1.97%

+1.57%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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