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Vanguard Consumer Discretionary ETF (VCR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS92204A1088
CUSIP92204A108
IssuerVanguard
Inception DateJan 26, 2004
RegionNorth America (U.S.)
CategoryConsumer Discretionary Equities
Leveraged1x
Index TrackedMSCI US Investable Market Consumer Discretionary 25/50 Index
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

VCR has an expense ratio of 0.10%, which is considered low compared to other funds.


Expense ratio chart for VCR: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: VCR vs. VDC, VCR vs. FDIS, VCR vs. VGT, VCR vs. VUG, VCR vs. LIT, VCR vs. ICLN, VCR vs. VITAX, VCR vs. XRT, VCR vs. VONG, VCR vs. TAN

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Consumer Discretionary ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
7.16%
10.39%
VCR (Vanguard Consumer Discretionary ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard Consumer Discretionary ETF had a return of 10.33% year-to-date (YTD) and 25.94% in the last 12 months. Over the past 10 years, Vanguard Consumer Discretionary ETF had an annualized return of 13.82%, outperforming the S&P 500 benchmark which had an annualized return of 11.71%.


PeriodReturnBenchmark
Year-To-Date10.33%20.57%
1 month7.57%6.34%
6 months7.16%10.39%
1 year25.94%32.65%
5 years (annualized)14.82%14.43%
10 years (annualized)13.82%11.71%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.04%8.04%0.83%-5.30%1.20%2.79%3.17%-0.52%6.48%10.33%
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%
20201.20%-7.58%-17.80%21.93%7.28%5.49%9.21%12.95%-3.33%-2.34%14.12%5.24%48.36%
201910.09%1.50%2.77%5.10%-7.90%7.76%1.16%-1.74%1.34%0.71%1.86%2.96%27.45%
20188.35%-3.69%-2.31%1.93%2.20%3.00%1.46%5.11%0.06%-10.23%2.33%-8.88%-2.31%
20173.77%1.76%2.22%2.46%0.73%-0.36%1.53%-1.68%1.52%1.64%5.00%2.30%22.82%
2016-5.81%0.99%6.83%-0.10%-0.16%-1.10%4.83%-1.13%-0.16%-2.44%5.26%0.19%6.71%
2015-3.10%8.24%-0.09%-0.49%1.44%0.48%3.94%-6.37%-1.58%7.76%-0.46%-2.67%6.26%
2014-5.73%6.58%-2.54%-1.70%2.38%2.54%-1.91%4.36%-2.92%2.54%5.61%0.74%9.54%
20136.05%0.68%4.72%3.06%3.42%0.80%5.37%-2.68%5.74%4.20%3.50%2.27%43.66%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VCR is 37, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VCR is 3737
VCR (Vanguard Consumer Discretionary ETF)
The Sharpe Ratio Rank of VCR is 3838Sharpe Ratio Rank
The Sortino Ratio Rank of VCR is 3535Sortino Ratio Rank
The Omega Ratio Rank of VCR is 3535Omega Ratio Rank
The Calmar Ratio Rank of VCR is 3737Calmar Ratio Rank
The Martin Ratio Rank of VCR is 4141Martin 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

The charts below present risk-adjusted performance metrics for Vanguard Consumer Discretionary ETF (VCR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VCR
Sharpe ratio
The chart of Sharpe ratio for VCR, currently valued at 1.43, compared to the broader market0.002.004.001.43
Sortino ratio
The chart of Sortino ratio for VCR, currently valued at 1.97, compared to the broader market0.005.0010.001.97
Omega ratio
The chart of Omega ratio for VCR, currently valued at 1.24, compared to the broader market1.001.502.002.503.001.24
Calmar ratio
The chart of Calmar ratio for VCR, currently valued at 0.90, compared to the broader market0.005.0010.0015.000.90
Martin ratio
The chart of Martin ratio for VCR, currently valued at 7.04, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.04
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.68, compared to the broader market0.002.004.002.68
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.58, compared to the broader market0.005.0010.003.58
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.49, compared to the broader market1.001.502.002.503.001.49
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.36, compared to the broader market0.005.0010.0015.002.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.32, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.32

Sharpe Ratio

The current Vanguard Consumer Discretionary ETF Sharpe ratio is 1.43. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Consumer Discretionary ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50MayJuneJulyAugustSeptemberOctober
1.43
2.68
VCR (Vanguard Consumer Discretionary ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Consumer Discretionary ETF granted a 0.81% dividend yield in the last twelve months. The annual payout for that period amounted to $2.72 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.72$2.55$2.14$2.71$4.71$2.23$2.06$1.88$2.05$1.62$1.43$0.91

Dividend yield

0.81%0.84%0.98%0.79%1.71%1.17%1.37%1.21%1.60%1.32%1.23%0.84%

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
2024$0.00$0.00$0.64$0.00$0.00$0.67$0.00$0.00$0.82$0.00$2.13
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
2020$0.00$0.00$0.37$0.00$0.00$0.55$0.00$0.00$3.79$0.00$0.00$0.00$4.71
2019$0.00$0.00$0.43$0.00$0.00$0.46$0.00$0.00$0.59$0.00$0.00$0.75$2.23
2018$0.00$0.00$0.39$0.00$0.00$0.55$0.00$0.00$0.55$0.00$0.00$0.56$2.06
2017$0.00$0.00$0.41$0.00$0.00$0.43$0.00$0.00$0.54$0.00$0.00$0.50$1.88
2016$0.00$0.00$0.46$0.00$0.00$0.41$0.00$0.00$0.47$0.00$0.00$0.71$2.05
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.15$0.00$0.00$0.47$1.62
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.43$1.43
2013$0.91$0.91

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.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-3.60%
-0.20%
VCR (Vanguard Consumer Discretionary ETF)
Benchmark (^GSPC)

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 3.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.54%Jun 5, 2007372Nov 20, 2008556Feb 7, 2011928
-39.2%Nov 22, 2021277Dec 28, 2022
-37.68%Feb 21, 202019Mar 18, 202056Jun 8, 202075
-22.61%Sep 5, 201877Dec 24, 201877Apr 16, 2019154
-20.49%Jul 8, 201161Oct 3, 201185Feb 3, 2012146

Volatility

Volatility Chart

The current Vanguard Consumer Discretionary ETF volatility is 4.31%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%MayJuneJulyAugustSeptemberOctober
4.31%
2.91%
VCR (Vanguard Consumer Discretionary ETF)
Benchmark (^GSPC)