IMCV vs. VDC
Compare and contrast key facts about iShares Morningstar Mid-Cap ETF (IMCV) and Vanguard Consumer Staples ETF (VDC).
IMCV and VDC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IMCV is a passively managed fund by iShares that tracks the performance of the Morningstar US Mid Cap Broad Value Index. It was launched on Jun 28, 2004. VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004. Both IMCV and VDC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMCV or VDC.
Key characteristics
| IMCV | VDC | |
|---|---|---|
| YTD Return | 19.53% | 14.82% |
| 1Y Return | 35.58% | 21.42% |
| 3Y Return (Ann) | 7.87% | 6.98% |
| 5Y Return (Ann) | 10.57% | 9.35% |
| 10Y Return (Ann) | 9.50% | 8.53% |
| Sharpe Ratio | 2.92 | 2.23 |
| Sortino Ratio | 4.13 | 3.20 |
| Omega Ratio | 1.52 | 1.39 |
| Calmar Ratio | 0.37 | 2.43 |
| Martin Ratio | 18.64 | 14.82 |
| Ulcer Index | 1.98% | 1.49% |
| Daily Std Dev | 12.65% | 9.93% |
| Max Drawdown | -100.00% | -34.24% |
| Current Drawdown | -99.99% | -2.09% |
Correlation
The correlation between IMCV and VDC is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IMCV vs. VDC - Performance Comparison
In the year-to-date period, IMCV achieves a 19.53% return, which is significantly higher than VDC's 14.82% return. Over the past 10 years, IMCV has outperformed VDC with an annualized return of 9.50%, while VDC has yielded a comparatively lower 8.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IMCV vs. VDC - Expense Ratio Comparison
IMCV has a 0.06% expense ratio, which is lower than VDC's 0.10% 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%.
Risk-Adjusted Performance
IMCV vs. VDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Mid-Cap ETF (IMCV) 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.
Dividends
IMCV vs. VDC - Dividend Comparison
IMCV's dividend yield for the trailing twelve months is around 2.15%, less than VDC's 2.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMCV iShares Morningstar Mid-Cap ETF | 2.15% | 2.30% | 2.36% | 1.86% | 2.61% | 2.45% | 2.61% | 1.87% | 2.09% | 2.29% | 1.95% | 1.87% |
VDC Vanguard Consumer Staples ETF | 2.56% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
Drawdowns
IMCV vs. VDC - Drawdown Comparison
The maximum IMCV drawdown since its inception was -100.00%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for IMCV and VDC. For additional features, visit the drawdowns tool.
Volatility
IMCV vs. VDC - Volatility Comparison
iShares Morningstar Mid-Cap ETF (IMCV) has a higher volatility of 3.75% compared to Vanguard Consumer Staples ETF (VDC) at 2.80%. This indicates that IMCV's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.