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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
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

The Vanguard Consumer Discretionary ETF features an expense ratio of 0.10%, falling within the medium range.


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.


Vanguard Consumer Discretionary ETF

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

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.


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
10.77%
15.51%
VCR (Vanguard Consumer Discretionary ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard Consumer Discretionary ETF had a return of -1.89% year-to-date (YTD) and 20.16% in the last 12 months. Over the past 10 years, Vanguard Consumer Discretionary ETF had an annualized return of 12.62%, outperforming the S&P 500 benchmark which had an annualized return of 10.50%.


PeriodReturnBenchmark
Year-To-Date-1.89%5.90%
1 month-2.57%-1.28%
6 months10.77%15.51%
1 year20.16%21.68%
5 years (annualized)11.94%11.74%
10 years (annualized)12.62%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.04%8.04%0.83%
2023-5.86%-5.20%11.43%7.23%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VCR is 63, suggesting that the investment has average results relative to the market 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 6363
Vanguard Consumer Discretionary ETF(VCR)
The Sharpe Ratio Rank of VCR is 6666Sharpe Ratio Rank
The Sortino Ratio Rank of VCR is 6464Sortino Ratio Rank
The Omega Ratio Rank of VCR is 6464Omega Ratio Rank
The Calmar Ratio Rank of VCR is 5858Calmar Ratio Rank
The Martin Ratio Rank of VCR is 6464Martin 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 1.18, compared to the broader market0.002.004.001.18
Sortino ratio
The chart of Sortino ratio for VCR, currently valued at 1.71, compared to the broader market-2.000.002.004.006.008.0010.001.71
Omega ratio
The chart of Omega ratio for VCR, currently valued at 1.20, compared to the broader market1.001.502.002.501.20
Calmar ratio
The chart of Calmar ratio for VCR, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.0012.000.69
Martin ratio
The chart of Martin ratio for VCR, currently valued at 4.23, compared to the broader market0.0020.0040.0060.0080.004.23
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current Vanguard Consumer Discretionary ETF Sharpe ratio is 1.18. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.18
1.89
VCR (Vanguard Consumer Discretionary ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Consumer Discretionary ETF granted a 0.84% dividend yield in the last twelve months. The annual payout for that period amounted to $2.49 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.49$2.55$2.14$2.71$4.71$2.23$2.06$1.88$2.05$1.62$1.43$0.91

Dividend yield

0.84%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.64
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
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
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
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
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
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
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
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
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
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
2013$0.91

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-14.28%
-3.86%
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 14.28%.


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 4.75%, 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%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2024FebruaryMarchApril
4.75%
3.39%
VCR (Vanguard Consumer Discretionary ETF)
Benchmark (^GSPC)