PortfoliosLab logoPortfoliosLab logo
VCAIX vs. VCITX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCAIX vs. VCITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard California Intermediate-Term Tax-Exempt Fund Investor Shares (VCAIX) and Vanguard California Long-Term Tax-Exempt Fund Investor Shares (VCITX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VCAIX vs. VCITX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCAIX
Vanguard California Intermediate-Term Tax-Exempt Fund Investor Shares
-0.71%5.83%2.15%5.82%-6.69%0.40%4.53%6.95%1.19%4.83%
VCITX
Vanguard California Long-Term Tax-Exempt Fund Investor Shares
-1.00%4.90%2.66%7.51%-10.06%1.46%5.60%8.81%0.67%6.82%

Returns By Period

In the year-to-date period, VCAIX achieves a -0.71% return, which is significantly higher than VCITX's -1.00% return. Over the past 10 years, VCAIX has underperformed VCITX with an annualized return of 2.17%, while VCITX has yielded a comparatively higher 2.40% annualized return.


VCAIX

1D
0.18%
1M
-2.81%
YTD
-0.71%
6M
0.85%
1Y
4.52%
3Y*
3.51%
5Y*
1.45%
10Y*
2.17%

VCITX

1D
0.27%
1M
-3.17%
YTD
-1.00%
6M
0.86%
1Y
4.03%
3Y*
3.63%
5Y*
1.10%
10Y*
2.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


VCAIX vs. VCITX - Expense Ratio Comparison

Both VCAIX and VCITX have an expense ratio of 0.17%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VCAIX vs. VCITX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VCAIX
VCAIX Risk / Return Rank: 7373
Overall Rank
VCAIX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VCAIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
VCAIX Omega Ratio Rank: 8989
Omega Ratio Rank
VCAIX Calmar Ratio Rank: 6565
Calmar Ratio Rank
VCAIX Martin Ratio Rank: 5959
Martin Ratio Rank

VCITX
VCITX Risk / Return Rank: 4343
Overall Rank
VCITX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VCITX Sortino Ratio Rank: 3939
Sortino Ratio Rank
VCITX Omega Ratio Rank: 6565
Omega Ratio Rank
VCITX Calmar Ratio Rank: 3737
Calmar Ratio Rank
VCITX Martin Ratio Rank: 2828
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.

VCAIX vs. VCITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard California Intermediate-Term Tax-Exempt Fund Investor Shares (VCAIX) and Vanguard California Long-Term Tax-Exempt Fund Investor Shares (VCITX). 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.


VCAIXVCITXDifference

Sharpe ratio

Return per unit of total volatility

1.37

0.89

+0.48

Sortino ratio

Return per unit of downside risk

1.85

1.21

+0.64

Omega ratio

Gain probability vs. loss probability

1.39

1.24

+0.15

Calmar ratio

Return relative to maximum drawdown

1.46

0.97

+0.49

Martin ratio

Return relative to average drawdown

5.58

2.95

+2.63

VCAIX vs. VCITX - Sharpe Ratio Comparison

The current VCAIX Sharpe Ratio is 1.37, which is higher than the VCITX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of VCAIX and VCITX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VCAIXVCITXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.89

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.25

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.53

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

1.01

+0.29

Correlation

The correlation between VCAIX and VCITX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VCAIX vs. VCITX - Dividend Comparison

VCAIX's dividend yield for the trailing twelve months is around 3.09%, less than VCITX's 3.58% yield.


TTM20252024202320222021202020192018201720162015
VCAIX
Vanguard California Intermediate-Term Tax-Exempt Fund Investor Shares
3.09%3.75%3.27%2.49%2.28%1.71%2.19%2.64%2.63%2.56%2.65%2.78%
VCITX
Vanguard California Long-Term Tax-Exempt Fund Investor Shares
3.58%4.34%3.85%2.99%2.66%2.56%3.21%3.16%3.32%3.22%3.45%3.50%

Drawdowns

VCAIX vs. VCITX - Drawdown Comparison

The maximum VCAIX drawdown since its inception was -11.22%, smaller than the maximum VCITX drawdown of -22.71%. Use the drawdown chart below to compare losses from any high point for VCAIX and VCITX.


Loading graphics...

Drawdown Indicators


VCAIXVCITXDifference

Max Drawdown

Largest peak-to-trough decline

-11.22%

-22.71%

+11.49%

Max Drawdown (1Y)

Largest decline over 1 year

-3.78%

-5.34%

+1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-11.22%

-15.79%

+4.57%

Max Drawdown (10Y)

Largest decline over 10 years

-11.22%

-15.79%

+4.57%

Current Drawdown

Current decline from peak

-2.81%

-3.17%

+0.36%

Average Drawdown

Average peak-to-trough decline

-1.36%

-2.58%

+1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

1.76%

-0.77%

Volatility

VCAIX vs. VCITX - Volatility Comparison

The current volatility for Vanguard California Intermediate-Term Tax-Exempt Fund Investor Shares (VCAIX) is 0.94%, while Vanguard California Long-Term Tax-Exempt Fund Investor Shares (VCITX) has a volatility of 1.26%. This indicates that VCAIX experiences smaller price fluctuations and is considered to be less risky than VCITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VCAIXVCITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

1.26%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

1.52%

1.96%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

3.91%

5.43%

-1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.21%

4.51%

-1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.41%

4.54%

-1.13%