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ISIN
US92204A1088
CUSIP
92204A108
Issuer
Vanguard
Inception Date
Jan 26, 2004
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
MSCI US Investable Market Consumer Discretionary 25/50 Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$7B

Share Price Chart


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Performance

VCR Performance Chart

Vanguard Consumer Discretionary ETF (VCR) is down 0.5% since the beginning of the year. VCR is currently trading at $391 per share. Investors who bought $1,000 worth of VCR shares 5 years ago would now be looking at an investment worth $1,353.


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S&P 500 Index

Returns By Period

Vanguard Consumer Discretionary ETF (VCR) has returned -0.48% so far this year and 10.34% over the past 12 months. Over the last ten years, VCR has had an annualized return of 13.48%, just under the S&P 500 Index benchmark’s 13.65%.


Vanguard Consumer Discretionary ETF

1D
0.30%
1M
-0.23%
YTD
-0.48%
6M
-0.23%
1Y
10.34%
3Y*
15.07%
5Y*
6.23%
10Y*
13.48%

Benchmark (S&P 500 Index)

1D
0.41%
1M
4.48%
YTD
10.79%
6M
10.60%
1Y
27.02%
3Y*
21.07%
5Y*
12.39%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCR Monthly Returns History

Based on dividend-adjusted daily data since Jan 30, 2004, VCR's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, an investment would double in approximately 5.6 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2020 with a return of +21.9%, while the worst month was Oct 2008 at -20.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VCR closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +11.2%, while the worst single day was Mar 16, 2020 at -13.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.34%-3.74%-6.39%9.62%2.06%-2.60%-0.48%
20254.03%-8.15%-9.03%0.02%9.29%2.02%2.00%4.41%2.85%-0.20%-1.18%1.01%5.77%
2024-4.04%8.04%0.83%-5.30%1.20%2.79%3.17%-0.52%6.48%-2.17%12.93%-0.05%24.27%
202315.48%-2.19%2.39%-0.75%1.04%12.04%3.40%-2.01%-5.86%-5.20%11.43%7.23%40.38%
2022-9.75%-3.59%3.14%-11.49%-5.14%-11.07%18.14%-4.22%-8.45%2.39%2.41%-10.89%-35.15%
20212.95%0.08%4.22%6.32%-2.86%3.07%0.34%1.86%-2.94%9.30%0.82%-0.08%24.86%

Benchmark Metrics

Vanguard Consumer Discretionary ETF has an annualized alpha of 2.08%, beta of 1.05, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since February 02, 2004.

  • This ETF captured 120.88% of S&P 500 Index gains and 110.43% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This ETF generated an annualized alpha of 2.08% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.05 and R2 of 0.82, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.08%
Beta
1.05
0.82
Upside Capture
120.88%
Downside Capture
110.43%

Expense Ratio

VCR has an expense ratio of 0.10%, which is considered low.


Return for Risk

Risk / Return Rank

VCR ranks 18 for risk / return — in the bottom 18% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


VCR Risk / Return Rank: 1818
Overall Rank
VCR Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
VCR Sortino Ratio Rank: 1818
Sortino Ratio Rank
VCR Omega Ratio Rank: 1818
Omega Ratio Rank
VCR Calmar Ratio Rank: 1717
Calmar Ratio Rank
VCR Martin Ratio Rank: 1919
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard Consumer Discretionary ETF (VCR) and compare them to S&P 500 Index.


VCRBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.72

Sortino ratioReturn per unit of downside risk

-2.21

Omega ratioGain probability vs. loss probability

1.11

1.41

-0.31

Calmar ratioReturn relative to maximum drawdown

0.67

2.98

-2.32

Martin ratioReturn relative to average drawdown

2.08

13.78

-11.70

Dividends

Dividend History

Vanguard Consumer Discretionary ETF provided a 0.73% dividend yield over the last twelve months, with an annual payout of $2.86 per share. The fund has been increasing its distributions for 3 consecutive years.


0.80%1.00%1.20%1.40%1.60%1.80%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.86$2.91$2.79$2.55$2.14$2.71$4.71$2.23$2.06$1.88$2.05$1.62

Dividend yield

0.73%0.74%0.74%0.84%0.98%0.79%1.71%1.17%1.37%1.21%1.60%1.32%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Consumer Discretionary ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.72$0.00$0.00$0.00$0.72
2025$0.00$0.00$0.77$0.00$0.00$0.70$0.00$0.00$0.69$0.00$0.00$0.75$2.91
2024$0.00$0.00$0.64$0.00$0.00$0.67$0.00$0.00$0.82$0.00$0.00$0.66$2.79
2023$0.00$0.00$0.69$0.00$0.00$0.55$0.00$0.00$0.72$0.00$0.00$0.59$2.55
2022$0.00$0.00$0.46$0.00$0.00$0.45$0.00$0.00$0.56$0.00$0.00$0.66$2.14
2021$0.00$0.00$0.11$0.00$0.00$0.39$0.00$0.00$1.55$0.00$0.00$0.66$2.71

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 Vanguard Consumer Discretionary ETF. 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 Vanguard Consumer Discretionary ETF was 61.54%, occurring on Nov 20, 2008. Recovery took 556 trading sessions.

The current Vanguard Consumer Discretionary ETF drawdown is 5.00%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-61.54%Nov 2008
1y 5mo2y 2mo
3y 8moJun 2007 - Feb 2011
Bear market2022
-39.20%Dec 2022
1y 1mo1y 10mo
2y 11moNov 2021 - Nov 2024
COVID crash2020
-37.68%Mar 2020
26d2mo 22d
3mo 18dFeb 2020 - Jun 2020
2025 selloff2025
-27.36%Apr 2025
3mo 21d5mo 10d
9mo 1dDec 2024 - Sep 2025
Rate-hike selloffLate 2018
-22.61%Dec 2018
3mo 20d3mo 23d
7mo 13dSep 2018 - Apr 2019

Drawdown Indicators


VCRBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-61.54%

-56.78%

-4.76%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-9.10%

-6.49%

Max Drawdown (3Y)

Largest decline over 3 years

-27.36%

-18.90%

-8.46%

Max Drawdown (5Y)

Largest decline over 5 years

-39.20%

-25.43%

-13.77%

Max Drawdown (10Y)

Largest decline over 10 years

-39.20%

-33.92%

-5.28%

Current Drawdown

Current decline from peak

-5.00%

-0.33%

-4.67%

Average Drawdown

Average peak-to-trough decline

-9.40%

-10.72%

+1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.98%

1.97%

+3.01%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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