If you're using PLT, you have a few easy ways to get this:
(define (subvector v start end)
(list->vector (for/list ([i (in-vector v start end)]) i)))
(define (subvector v start end)
(build-vector (- end start) (lambda (i) (vector-ref v (+ i start)))))
(define (subvector v start end)
(define new (make-vector (- end start)))
(vector-copy! new 0 v start end)
new)
The last one is probably going to be the fastest. The reason that there is no such operation that is built-in is that people usually don't do that. When you're dealing with vectors in Scheme, you're usually doing so because you want to optimize something so returning a vector and a range instead of allocating a new one is more common.
(And if you think that this is useful, please suggest it on the PLT mailing list.)