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Consumer ETF's
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Consumer ETF's

Currency in USD · Last updated May 30, 2025

Asset Allocation

VCR 33.33%VDC 33.33%VTI 33.33%EquityEquity
PositionCategory/SectorTarget Weight
VCR
Vanguard Consumer Discretionary ETF		Consumer Discretionary Equities
33.33%
VDC
Vanguard Consumer Staples ETF		Consumer Staples Equities
33.33%
VTI
Vanguard Total Stock Market ETF		Large Cap Growth Equities
33.33%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Jan 30, 2004, corresponding to the inception date of VCR

Returns By Period

As of May 30, 2025, the Consumer ETF's returned 0.77% Year-To-Date and 11.40% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.51%6.15%-2.00%12.92%14.19%10.85%
Consumer ETF's0.89%5.70%-1.73%15.73%14.09%11.42%
Portfolio components:
VCR
Vanguard Consumer Discretionary ETF		-4.99%9.29%-5.03%18.55%14.64%12.51%
VDC
Vanguard Consumer Staples ETF		6.82%1.68%1.53%13.57%11.01%8.67%
VTI
Vanguard Total Stock Market ETF		0.38%6.25%-2.68%13.67%15.23%12.13%
*Annualized

Monthly Returns

The table below presents the monthly returns of Consumer ETF's, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.97%-1.88%-5.60%0.08%5.70%0.89%
2024-0.65%5.36%2.50%-3.76%2.84%1.71%2.40%2.16%3.15%-1.95%8.36%-2.59%20.59%
20237.42%-2.27%2.94%1.30%-1.36%7.40%3.10%-2.37%-5.07%-3.20%8.22%5.33%22.28%
2022-5.95%-2.32%2.57%-6.13%-3.24%-7.13%10.26%-3.22%-8.68%6.64%4.64%-6.54%-19.21%
2021-0.50%0.87%5.27%4.40%-0.23%1.64%1.24%1.95%-3.78%6.53%-0.67%4.41%22.73%
20200.21%-7.90%-12.63%14.14%5.05%2.67%7.29%8.28%-2.92%-2.21%11.27%4.00%26.69%
20198.02%2.36%2.53%3.85%-6.19%6.60%1.64%-0.74%1.68%0.79%2.38%2.80%28.13%
20185.09%-4.93%-1.67%-0.44%1.31%2.70%2.74%3.11%0.29%-5.30%2.09%-9.02%-4.89%
20172.31%3.29%0.68%1.54%1.31%-0.55%1.34%-0.92%1.13%0.78%4.52%1.84%18.57%
2016-3.85%0.46%6.26%-0.17%0.81%1.43%2.80%-0.48%-0.51%-1.80%1.97%1.77%8.67%
2015-2.43%6.08%-0.86%-0.34%1.30%-0.96%3.51%-6.01%-1.49%7.17%-0.25%-0.90%4.18%
2014-4.74%5.11%0.08%0.31%2.18%1.67%-2.46%4.42%-1.58%2.99%4.41%0.13%12.70%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Consumer ETF's has an expense ratio of 0.08%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

VCR
Vanguard Consumer Discretionary ETF
VDC
Vanguard Consumer Staples ETF
VTI
Vanguard Total Stock Market ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Consumer ETF's is 57, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Consumer ETF's is 5757
Overall Rank
The Sharpe Ratio Rank of Consumer ETF's is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of Consumer ETF's is 6060
Sortino Ratio Rank
The Omega Ratio Rank of Consumer ETF's is 5959
Omega Ratio Rank
The Calmar Ratio Rank of Consumer ETF's is 5555
Calmar Ratio Rank
The Martin Ratio Rank of Consumer ETF's is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. 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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VCR
Vanguard Consumer Discretionary ETF		0.711.171.150.681.94
VDC
Vanguard Consumer Staples ETF		1.031.461.181.444.64
VTI
Vanguard Total Stock Market ETF		0.680.981.140.632.36

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Consumer ETF's Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.90
  • 5-Year: 0.84
  • 10-Year: 0.67
  • All Time: 0.61

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.58 to 1.13, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Consumer ETF's compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Consumer ETF's provided a 1.48% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.48%1.45%1.64%1.67%1.38%1.88%1.80%2.06%1.81%1.97%1.95%1.64%
Portfolio components:
VCR
Vanguard Consumer Discretionary ETF		0.82%0.74%0.84%0.98%0.79%1.71%1.17%1.37%1.21%1.60%1.32%1.23%
VDC
Vanguard Consumer Staples ETF		2.33%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%
VTI
Vanguard Total Stock Market ETF		1.29%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Consumer ETF's. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Consumer ETF's was 49.93%, occurring on Mar 9, 2009. Recovery took 440 trading sessions.

The current Consumer ETF's drawdown is 3.78%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.93%Jul 16, 2007416Mar 9, 2009440Dec 3, 2010856
-32.15%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-24.03%Jan 4, 2022114Jun 16, 2022413Feb 8, 2024527
-17.85%Sep 21, 201865Dec 24, 201870Apr 5, 2019135
-17.56%Dec 17, 202476Apr 8, 2025———
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCVDCVCRVTIPortfolio
^GSPC1.000.710.870.990.95
VDC0.711.000.620.700.81
VCR0.870.621.000.880.94
VTI0.990.700.881.000.95
Portfolio0.950.810.940.951.00
The correlation results are calculated based on daily price changes starting from Feb 2, 2004
Go to the full Correlations tool for more customization options