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VCLAX vs. VWALX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCLAX vs. VWALX - 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 High-Yield Tax-Exempt Fund Admiral Shares (VWALX). The values are adjusted to include any dividend payments, if applicable.

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VCLAX vs. VWALX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCLAX
Vanguard California Long-Term Tax-Exempt Fund Admiral Shares
-0.64%4.97%2.77%7.60%-9.99%1.50%5.68%8.91%0.76%6.93%
VWALX
Vanguard High-Yield Tax-Exempt Fund Admiral Shares
-0.26%5.06%4.08%8.45%-11.69%3.42%5.49%9.58%1.38%7.96%

Returns By Period

In the year-to-date period, VCLAX achieves a -0.64% return, which is significantly lower than VWALX's -0.26% return. Over the past 10 years, VCLAX has underperformed VWALX with an annualized return of 2.52%, while VWALX has yielded a comparatively higher 3.08% annualized return.


VCLAX

1D
0.35%
1M
-2.49%
YTD
-0.64%
6M
1.06%
1Y
3.99%
3Y*
3.83%
5Y*
1.23%
10Y*
2.52%

VWALX

1D
0.38%
1M
-2.23%
YTD
-0.26%
6M
1.36%
1Y
4.06%
3Y*
4.63%
5Y*
1.55%
10Y*
3.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCLAX vs. VWALX - Expense Ratio Comparison

Both VCLAX and VWALX have an expense ratio of 0.09%, 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

VCLAX vs. VWALX — Risk / Return Rank

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

VCLAX
VCLAX Risk / Return Rank: 3636
Overall Rank
VCLAX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VCLAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
VCLAX Omega Ratio Rank: 5353
Omega Ratio Rank
VCLAX Calmar Ratio Rank: 3535
Calmar Ratio Rank
VCLAX Martin Ratio Rank: 2727
Martin Ratio Rank

VWALX
VWALX Risk / Return Rank: 3535
Overall Rank
VWALX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VWALX Sortino Ratio Rank: 2727
Sortino Ratio Rank
VWALX Omega Ratio Rank: 5353
Omega Ratio Rank
VWALX Calmar Ratio Rank: 3434
Calmar Ratio Rank
VWALX Martin Ratio Rank: 2727
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. VWALX - 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 High-Yield Tax-Exempt Fund Admiral Shares (VWALX). 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.


VCLAXVWALXDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.79

+0.04

Sortino ratio

Return per unit of downside risk

1.12

1.08

+0.04

Omega ratio

Gain probability vs. loss probability

1.22

1.22

0.00

Calmar ratio

Return relative to maximum drawdown

0.98

0.97

+0.02

Martin ratio

Return relative to average drawdown

2.98

3.01

-0.03

VCLAX vs. VWALX - Sharpe Ratio Comparison

The current VCLAX Sharpe Ratio is 0.83, which is comparable to the VWALX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of VCLAX and VWALX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VCLAXVWALXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.79

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.33

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.67

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

1.07

-0.14

Correlation

The correlation between VCLAX and VWALX is 0.92, 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

VCLAX vs. VWALX - Dividend Comparison

VCLAX's dividend yield for the trailing twelve months is around 3.62%, less than VWALX's 4.14% yield.


TTM20252024202320222021202020192018201720162015
VCLAX
Vanguard California Long-Term Tax-Exempt Fund Admiral Shares
3.62%4.41%3.95%3.07%2.74%2.60%3.28%3.24%3.41%3.32%3.56%3.58%
VWALX
Vanguard High-Yield Tax-Exempt Fund Admiral Shares
4.14%5.04%4.47%3.59%3.44%3.04%3.40%4.03%3.85%3.77%3.86%3.75%

Drawdowns

VCLAX vs. VWALX - Drawdown Comparison

The maximum VCLAX drawdown since its inception was -15.72%, smaller than the maximum VWALX drawdown of -17.24%. Use the drawdown chart below to compare losses from any high point for VCLAX and VWALX.


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Drawdown Indicators


VCLAXVWALXDifference

Max Drawdown

Largest peak-to-trough decline

-15.72%

-17.24%

+1.52%

Max Drawdown (1Y)

Largest decline over 1 year

-5.34%

-5.63%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-15.72%

-17.24%

+1.52%

Max Drawdown (10Y)

Largest decline over 10 years

-15.72%

-17.24%

+1.52%

Current Drawdown

Current decline from peak

-2.83%

-2.50%

-0.33%

Average Drawdown

Average peak-to-trough decline

-2.19%

-2.18%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

1.81%

-0.05%

Volatility

VCLAX vs. VWALX - Volatility Comparison

Vanguard California Long-Term Tax-Exempt Fund Admiral Shares (VCLAX) and Vanguard High-Yield Tax-Exempt Fund Admiral Shares (VWALX) have volatilities of 1.34% and 1.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCLAXVWALXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

1.29%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

1.98%

2.00%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

5.44%

5.71%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.52%

4.76%

-0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.54%

4.62%

-0.08%