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VTEB vs. VCADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTEB vs. VCADX - Performance Comparison

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

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VTEB vs. VCADX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTEB
Vanguard Tax-Exempt Bond ETF
0.09%3.72%1.31%6.15%-7.99%1.14%5.19%7.35%1.04%4.87%
VCADX
Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares
-0.53%5.90%2.24%5.91%-6.61%0.46%4.62%7.04%1.28%4.94%

Returns By Period

In the year-to-date period, VTEB achieves a 0.09% return, which is significantly higher than VCADX's -0.53% return. Over the past 10 years, VTEB has underperformed VCADX with an annualized return of 2.09%, while VCADX has yielded a comparatively higher 2.27% annualized return.


VTEB

1D
0.32%
1M
-1.61%
YTD
0.09%
6M
1.54%
1Y
3.92%
3Y*
2.78%
5Y*
0.88%
10Y*
2.09%

VCADX

1D
0.18%
1M
-2.39%
YTD
-0.53%
6M
0.96%
1Y
4.48%
3Y*
3.65%
5Y*
1.55%
10Y*
2.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTEB vs. VCADX - Expense Ratio Comparison

VTEB has a 0.05% expense ratio, which is lower than VCADX's 0.09% 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

VTEB vs. VCADX — Risk / Return Rank

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

VTEB
VTEB Risk / Return Rank: 4848
Overall Rank
VTEB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VTEB Sortino Ratio Rank: 4343
Sortino Ratio Rank
VTEB Omega Ratio Rank: 5959
Omega Ratio Rank
VTEB Calmar Ratio Rank: 4646
Calmar Ratio Rank
VTEB Martin Ratio Rank: 3939
Martin Ratio Rank

VCADX
VCADX Risk / Return Rank: 6767
Overall Rank
VCADX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VCADX Sortino Ratio Rank: 6363
Sortino Ratio Rank
VCADX Omega Ratio Rank: 8484
Omega Ratio Rank
VCADX Calmar Ratio Rank: 6161
Calmar Ratio Rank
VCADX Martin Ratio Rank: 5656
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.

VTEB vs. VCADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Tax-Exempt Bond ETF (VTEB) and Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares (VCADX). 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.


VTEBVCADXDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.25

-0.26

Sortino ratio

Return per unit of downside risk

1.25

1.65

-0.41

Omega ratio

Gain probability vs. loss probability

1.23

1.35

-0.12

Calmar ratio

Return relative to maximum drawdown

1.25

1.48

-0.22

Martin ratio

Return relative to average drawdown

3.69

5.57

-1.89

VTEB vs. VCADX - Sharpe Ratio Comparison

The current VTEB Sharpe Ratio is 0.99, which is comparable to the VCADX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of VTEB and VCADX, 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


VTEBVCADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.25

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.48

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.67

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.08

-0.63

Correlation

The correlation between VTEB and VCADX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VTEB vs. VCADX - Dividend Comparison

VTEB's dividend yield for the trailing twelve months is around 3.37%, more than VCADX's 3.13% yield.


TTM20252024202320222021202020192018201720162015
VTEB
Vanguard Tax-Exempt Bond ETF
3.37%3.29%3.14%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%
VCADX
Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares
3.13%3.82%3.35%2.57%2.36%1.77%2.28%2.72%2.71%2.66%2.76%2.86%

Drawdowns

VTEB vs. VCADX - Drawdown Comparison

The maximum VTEB drawdown since its inception was -17.00%, which is greater than VCADX's maximum drawdown of -11.13%. Use the drawdown chart below to compare losses from any high point for VTEB and VCADX.


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Drawdown Indicators


VTEBVCADXDifference

Max Drawdown

Largest peak-to-trough decline

-17.00%

-11.13%

-5.87%

Max Drawdown (1Y)

Largest decline over 1 year

-3.45%

-3.78%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-12.64%

-11.13%

-1.51%

Max Drawdown (10Y)

Largest decline over 10 years

-17.00%

-11.13%

-5.87%

Current Drawdown

Current decline from peak

-1.86%

-2.64%

+0.78%

Average Drawdown

Average peak-to-trough decline

-2.35%

-1.50%

-0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.00%

+0.17%

Volatility

VTEB vs. VCADX - Volatility Comparison

Vanguard Tax-Exempt Bond ETF (VTEB) has a higher volatility of 1.37% compared to Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares (VCADX) at 0.98%. This indicates that VTEB's price experiences larger fluctuations and is considered to be riskier than VCADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTEBVCADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

0.98%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

1.87%

1.53%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

4.00%

3.91%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.88%

3.22%

+0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.25%

3.42%

+1.83%