FXD vs. VCR
FXD (First Trust Consumer Discretionary AlphaDEX Fund) and VCR (Vanguard Consumer Discretionary ETF) are both Consumer Discretionary Equities funds - FXD tracks the StrataQuant Consumer Discretionary Index while VCR tracks the MSCI US Investable Market Consumer Discretionary 25/50 Index. Both are passively managed. Over the past 10 years, FXD returned 8.50%/yr vs 13.79%/yr for VCR. Their correlation of 0.87 suggests significant overlap in exposure. FXD charges 0.63%/yr vs 0.10%/yr for VCR.
Performance
FXD vs. VCR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FXD achieves a 0.15% return, which is significantly higher than VCR's -1.51% return. Over the past 10 years, FXD has underperformed VCR with an annualized return of 8.50%, while VCR has yielded a comparatively higher 13.79% annualized return.
FXD
- 1D
- -0.99%
- 1M
- 3.43%
- YTD
- 0.15%
- 6M
- -1.79%
- 1Y
- 11.85%
- 3Y*
- 9.82%
- 5Y*
- 3.65%
- 10Y*
- 8.50%
VCR
- 1D
- -1.81%
- 1M
- -1.91%
- YTD
- -1.51%
- 6M
- -3.86%
- 1Y
- 10.99%
- 3Y*
- 12.87%
- 5Y*
- 5.42%
- 10Y*
- 13.79%
FXD vs. VCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FXD First Trust Consumer Discretionary AlphaDEX Fund | 0.15% | 6.70% | 10.57% | 23.39% | -21.56% | 22.72% | 12.97% | 24.22% | -11.60% | 19.77% |
VCR Vanguard Consumer Discretionary ETF | -1.51% | 5.77% | 24.27% | 40.38% | -35.15% | 24.86% | 48.36% | 27.45% | -2.31% | 22.82% |
Correlation
The correlation between FXD and VCR is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since May 10, 2007 | 0.87 |
The correlation between FXD and VCR has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FXD vs. VCR — Risk / Return Rank
FXD
VCR
FXD vs. VCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Consumer Discretionary AlphaDEX Fund (FXD) 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.
| FXD | VCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.11 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.85 | 0.71 | +0.15 |
| Martin ratioReturn relative to average drawdown | 2.12 | 2.16 | -0.04 |
Loading charts...
Drawdowns
FXD vs. VCR - Drawdown Comparison
The maximum FXD drawdown since its inception was -65.27%, which is greater than VCR's maximum drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for FXD and VCR.
Loading charts...
Drawdown Indicators
| FXD | VCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.27% | -61.54% | -3.73% |
Max Drawdown (1Y)Largest decline over 1 year | -13.94% | -15.59% | +1.65% |
Max Drawdown (3Y)Largest decline over 3 years | -26.02% | -27.36% | +1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -33.74% | -39.20% | +5.46% |
Max Drawdown (10Y)Largest decline over 10 years | -49.54% | -39.20% | -10.34% |
Current DrawdownCurrent decline from peak | -5.20% | -5.99% | +0.79% |
Average DrawdownAverage peak-to-trough decline | -10.95% | -9.39% | -1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.59% | 5.10% | +0.49% |
Volatility
FXD vs. VCR - Volatility Comparison
The current volatility for First Trust Consumer Discretionary AlphaDEX Fund (FXD) is 5.75%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 6.35%. This indicates that FXD experiences smaller price fluctuations and is considered to be less risky than VCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FXD | VCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 6.35% | -0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 14.77% | 13.92% | +0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.52% | 18.87% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.77% | 24.10% | -1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.72% | 22.47% | +1.25% |
FXD vs. VCR - Expense Ratio Comparison
FXD has a 0.63% expense ratio, which is higher than VCR's 0.10% expense ratio.
Dividends
FXD vs. VCR - Dividend Comparison
FXD's dividend yield for the trailing twelve months is around 0.76%, more than VCR's 0.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXD First Trust Consumer Discretionary AlphaDEX Fund | 0.76% | 0.80% | 0.89% | 0.70% | 1.00% | 0.62% | 0.42% | 0.92% | 1.08% | 0.93% | 1.05% | 0.90% |
VCR Vanguard Consumer Discretionary ETF | 0.74% | 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
FXD and VCR have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VCR has higher volatility (6.35%) compared to FXD (5.75%). In terms of maximum drawdown, FXD dropped -65.27% vs VCR's -61.54%.
On 10-year performance, VCR leads with 13.79% vs 8.50% for FXD. On fees, VCR is cheaper at 0.10% per year. On volatility, FXD has been the lower-risk option at 5.75%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VCR has performed better with a 13.79% return vs 8.50%. 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 0.63% for FXD.
FXD has the higher dividend yield at 0.76%, compared with 0.74% for VCR.
FXD tracks StrataQuant Consumer Discretionary 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: 0.63% for FXD and 0.10% for VCR.
FXD currently has the higher Sharpe Ratio (0.61 vs 0.59), 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.
Find the right allocation for FXD and VCR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer