VANGUARD COMMODITY STRATEGY FUND

VANGUARD TRUSTEES' EQUITY FUND · 1 share class

Actively managed U.S. bond fund
One fund, 1 share class:VCMDX
$2.61B NAV
50 positions · as of 2026-04-30 · filed 2026-06-26

Fund classification

Classified from what the fund holds · as of 2026 Q2

VANGUARD COMMODITY STRATEGY FUND is an actively managed U.S. bond fund.

Asset class
Bonds
Region
United States
Management
Actively managed
Fund type
Open-end fund
Rate sensitivity
Short duration

Fund profile

As filed in the prospectus · 2026 Q1

Vanguard Commodity Strategy Fund (the Fund) seeks to provide broad commodities exposure and capital appreciation.

Strategy · summarised

The fund pursues broad commodities exposure through an active strategy combining commodity-linked derivatives—including total return swaps, futures, options, and structured notes—with a portfolio of inflation-indexed bonds and other fixed income securities. Commodity exposure is obtained primarily through a wholly-owned Cayman Islands subsidiary, which may represent up to 25% of fund assets. The fund's use of commodity-linked derivatives is expected to have a leveraging effect. Because particular commodity-linked investments may not conform to the composition, weighting, or contract terms of any specific commodity index, the fund's performance may diverge from its benchmark.

Expenses
0.16%one share class
Share classExpense ratio
VCMDX0.16%

Portfolio turnover 25.00% · as of 2026 Q1

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

97.88%
of net assets
Bonds87.28%
Cash & short-term8.34%
Derivatives2.26%

Derivatives are shown at market value, not notional exposure.

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 12 new8 exited

Largest new: United States Treasury Bill ×8

Largest exited: United States Treasury Bill ×7, United States Treasury Inflation Indexed Bonds

Return profile

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

1-year
+37.86%
3-year
+48.56%
5-year
+87.24%
Volatility
9.46%
Worst 3-yr fall
-6.46%
Cumulative return· May 2023 – Apr 2026

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-04-30

Avg coupon
0.88%
Avg maturity
2.05 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

0%
floating
Fixed rate82.0%
Zero-coupon or unclassified18.0%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1y3-5y
<1y34.7%
1-3y36.8%
3-5y28.5%
Flagged holdings
Defaulted: none reported
In arrears: none reported
Paid in kind: none reported

Based on what filers reported; a filer that never reported a flag also reads as none.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

This fund filed the credit-spread disclosure and reported no sensitivity — measured, and the answer is none.

Interest-rate duration
1.73 yr
approx. move per 100bp
Credit-spread duration
0.00 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -1.5%
of value
Interest rates100%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Investment grade: +0.00 yrHigh yield: +0.00 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. This filer signs its rate and credit disclosures differently; the direction shown follows its interest-rate filing, and a negative reading is the least-supported figure here.

Interest rate1.73 yr total
3 mo5 yr
3 mo0.05 yr3%
1 yr0.74 yr43%
5 yr0.94 yr54%
Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+0.05+0.00+0.00$0$0
1 yr+0.74+0.00+0.00$0$0
5 yr+0.94+0.00+0.00$0$0
10 yr+0.00+0.00+0.00$0$0
30 yr+0.00+0.00+0.00$0$0

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
Vanguard Cmt Funds-Vanguard Market Liquidity Fund8.34%$218.08M
United States Treasury Inflation Indexed Bonds1.13% · due 2030-10-154.10%$107.06M
United States Treasury Inflation Indexed Bonds1.63% · due 2030-04-154.07%$106.33M
United States Treasury Inflation Indexed Bonds1.63% · due 2029-10-153.94%$103.00M
United States Treasury Inflation Indexed Bonds2.13% · due 2029-04-153.80%$99.29M
United States Treasury Inflation Indexed Bonds2.38% · due 2028-10-153.78%$98.80M
United States Treasury Inflation Indexed Bonds1.63% · due 2027-10-153.64%$95.25M
United States Treasury Inflation Indexed Bonds0.13% · due 2027-04-153.56%$93.12M
United States Treasury Inflation Indexed Bonds1.25% · due 2028-04-153.56%$92.96M
United States Treasury Inflation Indexed Bonds0.13% · due 2026-10-153.53%$92.30M
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Top 10 positions are 42.33% of net assets, top 25 81.76%, across 4 issuers.

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