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FXD vs. VCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXD vs. VCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Consumer Discretionary AlphaDEX Fund (FXD) 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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXD vs. VCR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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.

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Return for Risk

FXD vs. VCR — Risk / Return Rank

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

FXD
FXD Risk / Return Rank: 1919
Overall Rank
FXD Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FXD Sortino Ratio Rank: 1919
Sortino Ratio Rank
FXD Omega Ratio Rank: 1717
Omega Ratio Rank
FXD Calmar Ratio Rank: 1919
Calmar Ratio Rank
FXD Martin Ratio Rank: 1919
Martin Ratio Rank

VCR
VCR Risk / Return Rank: 1717
Overall Rank
VCR Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VCR Sortino Ratio Rank: 1717
Sortino Ratio Rank
VCR Omega Ratio Rank: 1717
Omega Ratio Rank
VCR Calmar Ratio Rank: 1717
Calmar Ratio Rank
VCR Martin Ratio Rank: 1919
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.

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.


FXDVCRDifference
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

FXD vs. VCR - Sharpe Ratio Comparison

The current FXD Sharpe Ratio is 0.61, which is comparable to the VCR Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of FXD 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

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.


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Drawdown Indicators


FXDVCRDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.20%

-5.99%

+0.79%

Average Drawdown

Average peak-to-trough decline

-10.95%

-9.39%

-1.56%

Ulcer Index

Depth 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.


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Volatility by Period


FXDVCRDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for FXD and VCR

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