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VCLAX vs. VCAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCLAX vs. VCAIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, VCLAX achieves a 1.96% return, which is significantly higher than VCAIX's 1.22% return. Over the past 10 years, VCLAX has outperformed VCAIX with an annualized return of 2.55%, while VCAIX has yielded a comparatively lower 2.22% annualized return.


VCLAX

1D
0.09%
1M
1.99%
YTD
1.96%
6M
2.45%
1Y
8.22%
3Y*
4.86%
5Y*
1.42%
10Y*
2.55%

VCAIX

1D
0.09%
1M
1.32%
YTD
1.22%
6M
1.57%
1Y
6.38%
3Y*
4.37%
5Y*
1.62%
10Y*
2.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCLAX vs. VCAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCLAX
Vanguard California Long-Term Tax-Exempt Fund Admiral Shares
1.96%4.97%2.77%7.60%-9.99%1.50%5.68%8.91%0.76%6.93%
VCAIX
Vanguard California Intermediate-Term Tax-Exempt Fund Investor Shares
1.22%5.83%2.15%5.82%-6.69%0.40%4.53%6.95%1.19%4.83%

Correlation

The correlation between VCLAX and VCAIX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2001

0.91

The correlation between VCLAX and VCAIX has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

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Return for Risk

VCLAX vs. VCAIX — Risk / Return Rank

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

VCLAX
VCLAX Risk / Return Rank: 7171
Overall Rank
VCLAX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VCLAX Sortino Ratio Rank: 9191
Sortino Ratio Rank
VCLAX Omega Ratio Rank: 9292
Omega Ratio Rank
VCLAX Calmar Ratio Rank: 4444
Calmar Ratio Rank
VCLAX Martin Ratio Rank: 4242
Martin Ratio Rank

VCAIX
VCAIX Risk / Return Rank: 7070
Overall Rank
VCAIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VCAIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
VCAIX Omega Ratio Rank: 9595
Omega Ratio Rank
VCAIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
VCAIX Martin Ratio Rank: 3232
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.

VCLAX vs. VCAIX - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VCLAXVCAIXDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.66

1.75

-0.09

Calmar ratioReturn relative to maximum drawdown

2.41

2.15

+0.26

Martin ratioReturn relative to average drawdown

8.56

6.84

+1.72

VCLAX vs. VCAIX - Sharpe Ratio Comparison

The current VCLAX Sharpe Ratio is 2.65, which is comparable to the VCAIX Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of VCLAX and VCAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VCLAX vs. VCAIX - Drawdown Comparison

The maximum VCLAX drawdown since its inception was -15.72%, which is greater than VCAIX's maximum drawdown of -11.22%. Use the drawdown chart below to compare losses from any high point for VCLAX and VCAIX.


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Drawdown Indicators


VCLAXVCAIXDifference

Max Drawdown

Largest peak-to-trough decline

-15.72%

-11.22%

-4.50%

Max Drawdown (1Y)

Largest decline over 1 year

-3.43%

-2.98%

-0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-6.55%

-4.25%

-2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-15.72%

-11.22%

-4.50%

Max Drawdown (10Y)

Largest decline over 10 years

-15.72%

-11.22%

-4.50%

Current Drawdown

Current decline from peak

-0.29%

-0.92%

+0.63%

Average Drawdown

Average peak-to-trough decline

-2.18%

-1.36%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.94%

+0.02%

Volatility

VCLAX vs. VCAIX - Volatility Comparison

Vanguard California Long-Term Tax-Exempt Fund Admiral Shares (VCLAX) has a higher volatility of 0.83% compared to Vanguard California Intermediate-Term Tax-Exempt Fund Investor Shares (VCAIX) at 0.59%. This indicates that VCLAX's price experiences larger fluctuations and is considered to be riskier than VCAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCLAXVCAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

0.59%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.39%

1.78%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

3.12%

2.23%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.57%

3.24%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.56%

3.42%

+1.14%

VCLAX vs. VCAIX - Expense Ratio Comparison

VCLAX has a 0.09% expense ratio, which is lower than VCAIX's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VCLAX vs. VCAIX - Dividend Comparison

VCLAX's dividend yield for the trailing twelve months is around 3.59%, more than VCAIX's 3.09% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VCLAX
Vanguard California Long-Term Tax-Exempt Fund Admiral Shares
3.59%4.41%3.95%3.07%2.74%2.60%3.28%3.24%3.41%3.32%3.56%3.58%

Frequently Asked Questions


VCLAX and VCAIX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCLAX has higher volatility (0.83%) compared to VCAIX (0.59%). In terms of maximum drawdown, VCLAX dropped -15.72% vs VCAIX's -11.22%.

VCAIX currently has the higher Sharpe Ratio (2.87 vs 2.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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