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VTEC vs. VTEB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTEC vs. VTEB - Performance Comparison

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

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Returns By Period

In the year-to-date period, VTEC achieves a 0.56% return, which is significantly lower than VTEB's 0.80% return.


VTEC

1D
0.05%
1M
0.15%
YTD
0.56%
6M
1.71%
1Y
6.41%
3Y*
5Y*
10Y*

VTEB

1D
-0.16%
1M
0.05%
YTD
0.80%
6M
1.53%
1Y
6.97%
3Y*
2.85%
5Y*
0.84%
10Y*
2.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTEC vs. VTEB - Yearly Performance Comparison


2026 (YTD)20252024
VTEC
Vanguard California Tax-Exempt Bond ETF
0.56%3.98%1.42%
VTEB
Vanguard Tax-Exempt Bond ETF
0.80%3.72%1.89%

Correlation

The correlation between VTEC and VTEB is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.79

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2024

0.81

The correlation between VTEC and VTEB has been stable across timeframes, ranging from 0.79 to 0.81 — a consistent structural relationship.

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Return for Risk

VTEC vs. VTEB — Risk / Return Rank

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

VTEC
VTEC Risk / Return Rank: 5151
Overall Rank
VTEC Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VTEC Sortino Ratio Rank: 5858
Sortino Ratio Rank
VTEC Omega Ratio Rank: 6969
Omega Ratio Rank
VTEC Calmar Ratio Rank: 3333
Calmar Ratio Rank
VTEC Martin Ratio Rank: 4141
Martin Ratio Rank

VTEB
VTEB Risk / Return Rank: 6363
Overall Rank
VTEB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTEB Sortino Ratio Rank: 7373
Sortino Ratio Rank
VTEB Omega Ratio Rank: 7878
Omega Ratio Rank
VTEB Calmar Ratio Rank: 4444
Calmar Ratio Rank
VTEB Martin Ratio Rank: 5353
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.

VTEC vs. VTEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard California Tax-Exempt Bond ETF (VTEC) and Vanguard Tax-Exempt Bond ETF (VTEB). 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.


VTECVTEBDifference

Sharpe ratio

Return per unit of total volatility

2.15

2.42

-0.28

Sortino ratio

Return per unit of downside risk

3.09

3.55

-0.46

Omega ratio

Gain probability vs. loss probability

1.45

1.51

-0.06

Calmar ratio

Return relative to maximum drawdown

2.32

2.96

-0.63

Martin ratio

Return relative to average drawdown

9.73

12.27

-2.53

VTEC vs. VTEB - Sharpe Ratio Comparison

The current VTEC Sharpe Ratio is 2.15, which is comparable to the VTEB Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of VTEC and VTEB, 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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Sharpe Ratios by Period


VTECVTEBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

2.42

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.47

+0.25

Drawdowns

VTEC vs. VTEB - Drawdown Comparison

The maximum VTEC drawdown since its inception was -4.50%, smaller than the maximum VTEB drawdown of -17.00%. Use the drawdown chart below to compare losses from any high point for VTEC and VTEB.


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Drawdown Indicators


VTECVTEBDifference

Max Drawdown

Largest peak-to-trough decline

-4.50%

-17.00%

+12.50%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

-2.71%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-12.64%

Max Drawdown (10Y)

Largest decline over 10 years

-17.00%

Current Drawdown

Current decline from peak

-1.23%

-1.17%

-0.06%

Average Drawdown

Average peak-to-trough decline

-1.11%

-2.34%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

0.65%

+0.03%

Volatility

VTEC vs. VTEB - Volatility Comparison

The current volatility for Vanguard California Tax-Exempt Bond ETF (VTEC) is 1.28%, while Vanguard Tax-Exempt Bond ETF (VTEB) has a volatility of 1.38%. This indicates that VTEC experiences smaller price fluctuations and is considered to be less risky than VTEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTECVTEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

1.38%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

1.78%

1.90%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

3.24%

2.91%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.82%

3.88%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.82%

5.26%

-1.44%

VTEC vs. VTEB - Expense Ratio Comparison

VTEC has a 0.08% expense ratio, which is higher than VTEB's 0.05% 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%.


Dividends

VTEC vs. VTEB - Dividend Comparison

VTEC's dividend yield for the trailing twelve months is around 3.16%, less than VTEB's 3.34% yield.


TTM20252024202320222021202020192018201720162015
VTEC
Vanguard California Tax-Exempt Bond ETF
3.16%3.13%2.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTEB
Vanguard Tax-Exempt Bond ETF
3.34%3.29%3.14%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%