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VPALX vs. VCRM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VPALX vs. VCRM - Performance Comparison

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

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VPALX vs. VCRM - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VPALX achieves a -0.87% return, which is significantly lower than VCRM's 0.04% return.


VPALX

1D
0.28%
1M
-2.82%
YTD
-0.87%
6M
1.37%
1Y
4.42%
3Y*
3.68%
5Y*
1.10%
10Y*
2.65%

VCRM

1D
0.32%
1M
-2.12%
YTD
0.04%
6M
1.72%
1Y
4.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VPALX vs. VCRM - Expense Ratio Comparison

VPALX has a 0.09% expense ratio, which is lower than VCRM's 0.12% 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%.


Return for Risk

VPALX vs. VCRM — Risk / Return Rank

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

VPALX
VPALX Risk / Return Rank: 4949
Overall Rank
VPALX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
VPALX Sortino Ratio Rank: 4747
Sortino Ratio Rank
VPALX Omega Ratio Rank: 7474
Omega Ratio Rank
VPALX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VPALX Martin Ratio Rank: 3131
Martin Ratio Rank

VCRM
VCRM Risk / Return Rank: 6363
Overall Rank
VCRM Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VCRM Sortino Ratio Rank: 6262
Sortino Ratio Rank
VCRM Omega Ratio Rank: 7373
Omega Ratio Rank
VCRM Calmar Ratio Rank: 6363
Calmar Ratio Rank
VCRM Martin Ratio Rank: 4848
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.

VPALX vs. VCRM - Risk-Adjusted Trends Comparison

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


VPALXVCRMDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.23

-0.24

Sortino ratio

Return per unit of downside risk

1.37

1.57

-0.21

Omega ratio

Gain probability vs. loss probability

1.28

1.27

+0.01

Calmar ratio

Return relative to maximum drawdown

1.09

1.59

-0.50

Martin ratio

Return relative to average drawdown

3.38

4.54

-1.16

VPALX vs. VCRM - Sharpe Ratio Comparison

The current VPALX Sharpe Ratio is 0.99, which is comparable to the VCRM Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of VPALX and VCRM, 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


VPALXVCRMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.23

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

0.81

+0.21

Correlation

The correlation between VPALX and VCRM 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

VPALX vs. VCRM - Dividend Comparison

VPALX's dividend yield for the trailing twelve months is around 3.74%, more than VCRM's 3.56% yield.


TTM20252024202320222021202020192018201720162015
VPALX
Vanguard Pennsylvania Long-Term Tax-Exempt Fund Admiral Shares
3.74%4.54%4.14%3.03%3.21%2.30%3.24%3.79%3.99%4.02%4.20%4.00%
VCRM
Vanguard Core Tax-Exempt Bond ETF
3.56%3.42%0.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VPALX vs. VCRM - Drawdown Comparison

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


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Drawdown Indicators


VPALXVCRMDifference

Max Drawdown

Largest peak-to-trough decline

-15.87%

-4.12%

-11.75%

Max Drawdown (1Y)

Largest decline over 1 year

-5.20%

-3.22%

-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

-2.82%

-2.12%

-0.70%

Average Drawdown

Average peak-to-trough decline

-1.97%

-1.15%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

1.12%

+0.55%

Volatility

VPALX vs. VCRM - Volatility Comparison

The current volatility for Vanguard Pennsylvania Long-Term Tax-Exempt Fund Admiral Shares (VPALX) is 1.17%, while Vanguard Core Tax-Exempt Bond ETF (VCRM) has a volatility of 1.54%. This indicates that VPALX experiences smaller price fluctuations and is considered to be less risky than VCRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VPALXVCRMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

1.54%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

1.83%

2.05%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

5.33%

4.01%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.45%

4.00%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.39%

4.00%

+0.39%