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AIRR vs. VCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIRR vs. VCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust RBA American Industrial Renaissance ETF (AIRR) and Vanguard Consumer Discretionary ETF (VCR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AIRR achieves a 31.74% return, which is significantly higher than VCR's -0.09% return. Over the past 10 years, AIRR has outperformed VCR with an annualized return of 22.05%, while VCR has yielded a comparatively lower 13.76% annualized return.


AIRR

1D
0.83%
1M
-1.26%
YTD
31.74%
6M
28.77%
1Y
67.12%
3Y*
35.29%
5Y*
25.46%
10Y*
22.05%

VCR

1D
0.20%
1M
0.16%
YTD
-0.09%
6M
-1.17%
1Y
12.37%
3Y*
13.30%
5Y*
6.00%
10Y*
13.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIRR vs. VCR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIRR
First Trust RBA American Industrial Renaissance ETF
31.74%27.92%33.45%31.43%-2.08%33.01%17.17%33.97%-20.57%16.28%
VCR
Vanguard Consumer Discretionary ETF
-0.09%5.77%24.27%40.38%-35.15%24.86%48.36%27.45%-2.31%22.82%

Correlation

The correlation between AIRR and VCR is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2014

0.67

The correlation between AIRR and VCR has been stable across timeframes, ranging from 0.59 to 0.68 - a consistent structural relationship.

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Return for Risk

AIRR vs. VCR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AIRR
AIRR Risk / Return Rank: 8686
Overall Rank
AIRR Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
AIRR Sortino Ratio Rank: 8383
Sortino Ratio Rank
AIRR Omega Ratio Rank: 7878
Omega Ratio Rank
AIRR Calmar Ratio Rank: 9191
Calmar Ratio Rank
AIRR Martin Ratio Rank: 9090
Martin Ratio Rank

VCR
VCR Risk / Return Rank: 2020
Overall Rank
VCR Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VCR Sortino Ratio Rank: 2020
Sortino Ratio Rank
VCR Omega Ratio Rank: 1919
Omega Ratio Rank
VCR Calmar Ratio Rank: 1919
Calmar Ratio Rank
VCR Martin Ratio Rank: 2121
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.

AIRR vs. VCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust RBA American Industrial Renaissance ETF (AIRR) and Vanguard Consumer Discretionary ETF (VCR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AIRRVCRDifference
Sharpe ratioReturn per unit of total volatility

+1.90

Sortino ratioReturn per unit of downside risk

+2.26

Omega ratioGain probability vs. loss probability

1.40

1.11

+0.28

Calmar ratioReturn relative to maximum drawdown

5.01

0.72

+4.29

Martin ratioReturn relative to average drawdown

18.33

2.21

+16.12

AIRR vs. VCR - Sharpe Ratio Comparison

The current AIRR Sharpe Ratio is 2.50, which is higher than the VCR Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of AIRR and VCR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AIRR vs. VCR - Drawdown Comparison

The maximum AIRR drawdown since its inception was -42.37%, smaller than the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for AIRR and VCR.


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Drawdown Indicators


AIRRVCRDifference

Max Drawdown

Largest peak-to-trough decline

-42.37%

-61.54%

+19.17%

Max Drawdown (1Y)

Largest decline over 1 year

-13.09%

-15.59%

+2.50%

Max Drawdown (3Y)

Largest decline over 3 years

-27.95%

-27.36%

-0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-27.95%

-39.20%

+11.25%

Max Drawdown (10Y)

Largest decline over 10 years

-42.37%

-39.20%

-3.17%

Current Drawdown

Current decline from peak

-1.89%

-4.64%

+2.75%

Average Drawdown

Average peak-to-trough decline

-7.48%

-9.39%

+1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

5.05%

-1.48%

Volatility

AIRR vs. VCR - Volatility Comparison

First Trust RBA American Industrial Renaissance ETF (AIRR) has a higher volatility of 9.32% compared to Vanguard Consumer Discretionary ETF (VCR) at 6.17%. This indicates that AIRR's price experiences larger fluctuations and is considered to be riskier than VCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIRRVCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.32%

6.17%

+3.15%

Volatility (6M)

Calculated over the trailing 6-month period

20.81%

13.48%

+7.33%

Volatility (1Y)

Calculated over the trailing 1-year period

26.19%

18.62%

+7.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.45%

24.03%

+1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.36%

22.43%

+3.93%

AIRR vs. VCR - Expense Ratio Comparison

AIRR has a 0.69% expense ratio, which is higher than VCR's 0.10% expense ratio.


Dividends

AIRR vs. VCR - Dividend Comparison

AIRR's dividend yield for the trailing twelve months is around 0.13%, less than VCR's 0.73% yield.


PositionTTM20252024202320222021202020192018201720162015
AIRR
First Trust RBA American Industrial Renaissance ETF
0.13%0.19%0.18%0.23%0.12%0.05%0.10%0.20%0.43%0.30%0.08%0.47%
VCR
Vanguard Consumer Discretionary ETF
0.73%0.74%0.74%0.84%0.98%0.79%1.71%1.17%1.37%1.21%1.60%1.32%

Frequently Asked Questions


AIRR and VCR have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AIRR has higher volatility (9.32%) compared to VCR (6.17%). In terms of maximum drawdown, AIRR dropped -42.37% vs VCR's -61.54%.

On 10-year performance, AIRR leads with 22.05% vs 13.76% for VCR. On fees, VCR is cheaper at 0.10% per year. On volatility, VCR has been the lower-risk option at 6.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, AIRR has performed better with a 22.05% return vs 13.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCR is cheaper with a 0.10% expense ratio, compared with 0.69% for AIRR.

VCR has the higher dividend yield at 0.73%, compared with 0.13% for AIRR.

AIRR is categorized as Building & Construction, while VCR is Consumer Discretionary Equities. AIRR tracks Richard Bernstein Advisors American Industrial Renaissance Index, while VCR tracks MSCI US Investable Market Consumer Discretionary 25/50 Index. They also come from different issuers: First Trust and Vanguard. Their fees differ too: 0.69% for AIRR and 0.10% for VCR.

AIRR currently has the higher Sharpe Ratio (2.50 vs 0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AIRR and VCR

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