KXI vs. VCSAX
Compare and contrast key facts about iShares Global Consumer Staples ETF (KXI) and Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX).
KXI is a passively managed fund by iShares that tracks the performance of the S&P Global Consumer Staples Index. It was launched on Sep 21, 2006. VCSAX is managed by Vanguard. It was launched on Jan 30, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KXI or VCSAX.
Performance
KXI vs. VCSAX - Performance Comparison
Returns By Period
In the year-to-date period, KXI achieves a 6.50% return, which is significantly lower than VCSAX's 16.18% return. Over the past 10 years, KXI has underperformed VCSAX with an annualized return of 5.61%, while VCSAX has yielded a comparatively higher 8.51% annualized return.
KXI
6.50%
-2.66%
2.67%
10.20%
5.35%
5.61%
VCSAX
16.18%
0.57%
7.61%
20.77%
9.64%
8.51%
Key characteristics
| KXI | VCSAX | |
|---|---|---|
| Sharpe Ratio | 1.12 | 2.18 |
| Sortino Ratio | 1.63 | 3.15 |
| Omega Ratio | 1.19 | 1.38 |
| Calmar Ratio | 1.25 | 2.76 |
| Martin Ratio | 5.02 | 13.98 |
| Ulcer Index | 2.19% | 1.55% |
| Daily Std Dev | 9.80% | 9.95% |
| Max Drawdown | -42.27% | -34.34% |
| Current Drawdown | -5.59% | -0.95% |
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KXI vs. VCSAX - Expense Ratio Comparison
KXI has a 0.46% expense ratio, which is higher than VCSAX's 0.10% expense ratio.
Correlation
The correlation between KXI and VCSAX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
KXI vs. VCSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Consumer Staples ETF (KXI) and Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX). 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
KXI vs. VCSAX - Dividend Comparison
KXI's dividend yield for the trailing twelve months is around 2.91%, more than VCSAX's 2.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KXI iShares Global Consumer Staples ETF | 2.91% | 2.99% | 1.98% | 2.26% | 2.34% | 2.17% | 2.98% | 2.17% | 2.34% | 2.20% | 2.35% | 2.03% |
VCSAX Vanguard Consumer Staples Index Fund Admiral Shares | 2.53% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.77% | 2.52% | 2.40% | 2.56% | 1.92% | 2.21% |
Drawdowns
KXI vs. VCSAX - Drawdown Comparison
The maximum KXI drawdown since its inception was -42.27%, which is greater than VCSAX's maximum drawdown of -34.34%. Use the drawdown chart below to compare losses from any high point for KXI and VCSAX. For additional features, visit the drawdowns tool.
Volatility
KXI vs. VCSAX - Volatility Comparison
iShares Global Consumer Staples ETF (KXI) has a higher volatility of 3.28% compared to Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX) at 3.00%. This indicates that KXI's price experiences larger fluctuations and is considered to be riskier than VCSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.