FSTA vs. VDC

Last updated Jun 23, 2026

FSTA (Fidelity MSCI Consumer Staples Index ETF) and VDC (Vanguard Consumer Staples ETF) are both Consumer Staples Equities funds - FSTA tracks the MSCI USA IMI Consumer Staples Index while VDC tracks the MSCI US Investable Market Consumer Staples 25/50 Index. Both are passively managed. Over the past 10 years, FSTA returned 7.72%/yr vs 7.74%/yr for VDC. With a 0.99 correlation, they move nearly in lockstep. FSTA charges 0.08%/yr vs 0.09%/yr for VDC.

Performance

FSTA vs. VDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Consumer Staples Index ETF (FSTA) and Vanguard Consumer Staples ETF (VDC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with FSTA having a 7.00% return and VDC slightly lower at 6.86%. Both investments have delivered pretty close results over the past 10 years, with FSTA having a 7.72% annualized return and VDC not far ahead at 7.74%.

FSTA

• 1D: -0.69%
• 1M: -2.16%
• YTD: 7.00%
• 6M: 6.51%
• 1Y: 4.87%
• 3Y*: 7.43%
• 5Y*: 6.89%
• 10Y*: 7.72%

VDC

• 1D: -0.71%
• 1M: -2.26%
• YTD: 6.86%
• 6M: 6.42%
• 1Y: 5.06%
• 3Y*: 7.47%
• 5Y*: 6.96%
• 10Y*: 7.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FSTA vs. VDC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FSTA Fidelity MSCI Consumer Staples Index ETF	7.00%	1.82%	13.31%	2.29%	-1.72%	17.44%	10.96%	26.84%	-8.49%	12.71%
VDC Vanguard Consumer Staples ETF	6.86%	2.17%	13.30%	2.38%	-1.79%	17.64%	10.86%	26.11%	-7.79%	11.85%

Correlation

The correlation between FSTA and VDC is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	1.00
Correlation (3Y) Calculated over the trailing 3-year period	1.00
Correlation (5Y) Calculated over the trailing 5-year period	1.00
Correlation (10Y) Calculated over the trailing 10-year period	0.99
Correlation (All Time) Calculated using the full available price history since Oct 24, 2013	0.99

The correlation between FSTA and VDC has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

FSTA vs. VDC - Sectors Allocation Comparison

Sectors	FSTA	VDC
Consumer Defensive	97.6%	97.3%
Consumer Cyclical	1.7%	1.7%
Industrials	0.3%	0.3%
Basic Materials	0.3%	0.4%
Healthcare	0.0%	0.0%
Communication Services	-	-
Energy	-	-
Financial Services	-	-
Real Estate	-	-
Technology	-	-
Utilities	-	-

Return for Risk

FSTA vs. VDC — Risk / Return Rank

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

FSTA

FSTA Risk / Return Rank: 13
FSTA Sharpe Ratio Rank: 14
FSTA Sortino Ratio Rank: 13
FSTA Omega Ratio Rank: 13
FSTA Calmar Ratio Rank: 14
FSTA Martin Ratio Rank: 13

VDC

VDC Risk / Return Rank: 14
VDC Sharpe Ratio Rank: 14
VDC Sortino Ratio Rank: 13
VDC Omega Ratio Rank: 13
VDC Calmar Ratio Rank: 15
VDC Martin Ratio Rank: 13

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.

FSTA vs. VDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Staples Index ETF (FSTA) and Vanguard Consumer Staples ETF (VDC). 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.

	FSTA	VDC	Difference
Sharpe ratio: Return per unit of total volatility	0.39	0.40	-0.02
Sortino ratio: Return per unit of downside risk	0.64	0.67	-0.02
Omega ratio: Gain probability vs. loss probability	1.07	1.08	0.00
Calmar ratio: Return relative to maximum drawdown	0.53	0.55	-0.02
Martin ratio: Return relative to average drawdown	1.04	1.09	-0.05

FSTA vs. VDC - Sharpe Ratio Comparison

The current FSTA Sharpe Ratio is 0.39, which is comparable to the VDC Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of FSTA and VDC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FSTA vs. VDC - Drawdown Comparison

The maximum FSTA drawdown since its inception was -25.13%, smaller than the maximum VDC drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for FSTA and VDC.

Drawdown Indicators

	FSTA	VDC	Difference
Max Drawdown Largest peak-to-trough decline	-25.13%	-34.24%	+9.11%
Max Drawdown (1Y) Largest decline over 1 year	-9.29%	-9.28%	-0.01%
Max Drawdown (3Y) Largest decline over 3 years	-11.76%	-11.78%	+0.02%
Max Drawdown (5Y) Largest decline over 5 years	-16.58%	-16.55%	-0.03%
Max Drawdown (10Y) Largest decline over 10 years	-25.13%	-25.31%	+0.18%
Current Drawdown Current decline from peak	-7.50%	-7.56%	+0.06%
Average Drawdown Average peak-to-trough decline	-3.56%	-3.73%	+0.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.69%	4.65%	+0.04%

Volatility

FSTA vs. VDC - Volatility Comparison

Fidelity MSCI Consumer Staples Index ETF (FSTA) and Vanguard Consumer Staples ETF (VDC) have volatilities of 4.84% and 4.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FSTA	VDC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	4.82%	+0.02%
Volatility (6M) Calculated over the trailing 6-month period	10.23%	10.20%	+0.03%
Volatility (1Y) Calculated over the trailing 1-year period	12.70%	12.69%	+0.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.15%	13.18%	-0.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.60%	14.68%	-0.08%

FSTA vs. VDC - Expense Ratio Comparison

FSTA has a 0.08% expense ratio, which is lower than VDC's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

FSTA vs. VDC - Dividend Comparison

FSTA's dividend yield for the trailing twelve months is around 2.24%, more than VDC's 2.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSTA Fidelity MSCI Consumer Staples Index ETF	2.24%	2.34%	2.25%	2.66%	2.26%	2.15%	2.47%	2.46%	3.01%	2.42%	2.53%	2.86%
VDC Vanguard Consumer Staples ETF	2.15%	2.26%	2.33%	2.65%	2.37%	2.14%	2.50%	2.44%	2.78%	2.52%	2.39%	2.55%

Frequently Asked Questions

Can I hold both FSTA and VDC in my portfolio?

With a correlation of 1.00, FSTA and VDC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, FSTA or VDC?

FSTA has higher volatility (4.84%) compared to VDC (4.82%). In terms of maximum drawdown, FSTA dropped -25.13% vs VDC's -34.24%.

Which ETF is better, FSTA or VDC?

On 10-year performance, VDC leads with 7.74% vs 7.72% for FSTA. On fees, FSTA is cheaper at 0.08% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FSTA or VDC?

Over the 10-year period, VDC has performed better with a 7.74% return vs 7.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FSTA or VDC?

FSTA is cheaper with a 0.08% expense ratio, compared with 0.09% for VDC.

Which ETF pays a higher dividend yield, FSTA or VDC?

FSTA has the higher dividend yield at 2.24%, compared with 2.15% for VDC.

What is the main difference between FSTA and VDC?

FSTA tracks MSCI USA IMI Consumer Staples Index, while VDC tracks MSCI US Investable Market Consumer Staples 25/50 Index. They also come from different issuers: Fidelity and Vanguard. Their fees differ too: 0.08% for FSTA and 0.09% for VDC.

Which has better risk-adjusted returns?

VDC currently has the higher Sharpe Ratio (0.40 vs 0.39), 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.