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VCRM vs. VPALX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCRM vs. VPALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Core Tax-Exempt Bond ETF (VCRM) and Vanguard Pennsylvania Long-Term Tax-Exempt Fund Admiral Shares (VPALX). The values are adjusted to include any dividend payments, if applicable.

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VCRM vs. VPALX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VCRM achieves a 0.34% return, which is significantly higher than VPALX's -0.59% return.


VCRM

1D
0.30%
1M
-1.55%
YTD
0.34%
6M
1.86%
1Y
4.77%
3Y*
5Y*
10Y*

VPALX

1D
0.28%
1M
-2.19%
YTD
-0.59%
6M
1.56%
1Y
4.32%
3Y*
3.78%
5Y*
1.14%
10Y*
2.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCRM vs. VPALX - Expense Ratio Comparison

VCRM has a 0.12% expense ratio, which is higher than VPALX's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VCRM vs. VPALX — Risk / Return Rank

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

VCRM
VCRM Risk / Return Rank: 5959
Overall Rank
VCRM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VCRM Sortino Ratio Rank: 5656
Sortino Ratio Rank
VCRM Omega Ratio Rank: 6868
Omega Ratio Rank
VCRM Calmar Ratio Rank: 5959
Calmar Ratio Rank
VCRM Martin Ratio Rank: 4545
Martin Ratio Rank

VPALX
VPALX Risk / Return Rank: 3737
Overall Rank
VPALX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VPALX Sortino Ratio Rank: 3232
Sortino Ratio Rank
VPALX Omega Ratio Rank: 6161
Omega Ratio Rank
VPALX Calmar Ratio Rank: 3232
Calmar Ratio Rank
VPALX Martin Ratio Rank: 2525
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.

VCRM vs. VPALX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Tax-Exempt Bond ETF (VCRM) and Vanguard Pennsylvania Long-Term Tax-Exempt Fund Admiral Shares (VPALX). 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.


VCRMVPALXDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.90

+0.30

Sortino ratio

Return per unit of downside risk

1.53

1.23

+0.30

Omega ratio

Gain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratio

Return relative to maximum drawdown

1.63

1.07

+0.56

Martin ratio

Return relative to average drawdown

4.63

3.31

+1.33

VCRM vs. VPALX - Sharpe Ratio Comparison

The current VCRM Sharpe Ratio is 1.20, which is higher than the VPALX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of VCRM and VPALX, 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


VCRMVPALXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.90

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

1.02

-0.16

Correlation

The correlation between VCRM and VPALX is 0.73, 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

VCRM vs. VPALX - Dividend Comparison

VCRM's dividend yield for the trailing twelve months is around 3.59%, less than VPALX's 3.72% yield.


TTM20252024202320222021202020192018201720162015
VCRM
Vanguard Core Tax-Exempt Bond ETF
3.59%3.42%0.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VPALX
Vanguard Pennsylvania Long-Term Tax-Exempt Fund Admiral Shares
3.72%4.54%4.14%3.03%3.21%2.30%3.24%3.79%3.99%4.02%4.20%4.00%

Drawdowns

VCRM vs. VPALX - Drawdown Comparison

The maximum VCRM drawdown since its inception was -4.12%, smaller than the maximum VPALX drawdown of -15.87%. Use the drawdown chart below to compare losses from any high point for VCRM and VPALX.


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Drawdown Indicators


VCRMVPALXDifference

Max Drawdown

Largest peak-to-trough decline

-4.12%

-15.87%

+11.75%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-5.20%

+1.98%

Max Drawdown (5Y)

Largest decline over 5 years

-15.87%

Max Drawdown (10Y)

Largest decline over 10 years

-15.87%

Current Drawdown

Current decline from peak

-1.83%

-2.55%

+0.72%

Average Drawdown

Average peak-to-trough decline

-1.15%

-1.97%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

1.68%

-0.55%

Volatility

VCRM vs. VPALX - Volatility Comparison

Vanguard Core Tax-Exempt Bond ETF (VCRM) has a higher volatility of 1.49% compared to Vanguard Pennsylvania Long-Term Tax-Exempt Fund Admiral Shares (VPALX) at 1.21%. This indicates that VCRM's price experiences larger fluctuations and is considered to be riskier than VPALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCRMVPALXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

1.21%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.07%

1.84%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

4.02%

5.33%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.00%

4.45%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.00%

4.39%

-0.39%