LVHI vs. VCR
LVHI (Franklin International Low Volatility High Dividend Index ETF) and VCR (Vanguard Consumer Discretionary ETF) are both exchange-traded funds - LVHI is a Volatility Hedged Equity fund tracking the Franklin International Low Volatility High Dividend Hedged Index-NR, while VCR is a Consumer Discretionary Equities fund tracking the MSCI US Investable Market Consumer Discretionary 25/50 Index. Both are passively managed. Over the past 5 years, LVHI returned 15.97%/yr vs 6.00%/yr for VCR. At a 0.48 correlation, their price movements are largely independent. LVHI charges 0.40%/yr vs 0.10%/yr for VCR.
Performance
LVHI vs. VCR - Performance Comparison
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Returns By Period
In the year-to-date period, LVHI achieves a 13.78% return, which is significantly higher than VCR's -0.09% return.
LVHI
- 1D
- 0.49%
- 1M
- 0.84%
- YTD
- 13.78%
- 6M
- 14.96%
- 1Y
- 32.13%
- 3Y*
- 21.52%
- 5Y*
- 15.97%
- 10Y*
- —
VCR
- 1D
- 0.20%
- 1M
- 0.16%
- YTD
- -0.09%
- 6M
- -1.17%
- 1Y
- 12.37%
- 3Y*
- 13.30%
- 5Y*
- 6.00%
- 10Y*
- 13.76%
LVHI vs. VCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LVHI Franklin International Low Volatility High Dividend Index ETF | 13.78% | 27.12% | 14.81% | 17.45% | 3.84% | 18.19% | -8.76% | 18.35% | -5.22% | 12.26% |
VCR Vanguard Consumer Discretionary ETF | -0.09% | 5.77% | 24.27% | 40.38% | -35.15% | 24.86% | 48.36% | 27.45% | -2.31% | 22.82% |
Correlation
The correlation between LVHI and VCR is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2016 | 0.48 |
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Return for Risk
LVHI vs. VCR — Risk / Return Rank
LVHI
VCR
LVHI vs. VCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin International Low Volatility High Dividend Index ETF (LVHI) 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.
| LVHI | VCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.71 | ||
| Sortino ratioReturn per unit of downside risk | +3.58 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 1.11 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 5.23 | 0.72 | +4.51 |
| Martin ratioReturn relative to average drawdown | 21.61 | 2.21 | +19.41 |
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Drawdowns
LVHI vs. VCR - Drawdown Comparison
The maximum LVHI drawdown since its inception was -32.31%, smaller than the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for LVHI and VCR.
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Drawdown Indicators
| LVHI | VCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.31% | -61.54% | +29.23% |
Max Drawdown (1Y)Largest decline over 1 year | -6.08% | -15.59% | +9.51% |
Max Drawdown (3Y)Largest decline over 3 years | -11.99% | -27.36% | +15.37% |
Max Drawdown (5Y)Largest decline over 5 years | -11.99% | -39.20% | +27.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.20% | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.64% | +4.64% |
Average DrawdownAverage peak-to-trough decline | -3.51% | -9.39% | +5.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 5.05% | -3.57% |
Volatility
LVHI vs. VCR - Volatility Comparison
The current volatility for Franklin International Low Volatility High Dividend Index ETF (LVHI) is 2.78%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 6.17%. This indicates that LVHI 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
| LVHI | VCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.78% | 6.17% | -3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 7.72% | 13.48% | -5.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.60% | 18.62% | -9.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.08% | 24.03% | -12.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.75% | 22.43% | -8.68% |
LVHI vs. VCR - Expense Ratio Comparison
LVHI has a 0.40% expense ratio, which is higher than VCR's 0.10% expense ratio.
Dividends
LVHI vs. VCR - Dividend Comparison
LVHI's dividend yield for the trailing twelve months is around 4.69%, more than VCR's 0.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LVHI Franklin International Low Volatility High Dividend Index ETF | 4.69% | 4.92% | 3.98% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 3.38% | 2.02% | 0.00% |
VCR Vanguard Consumer Discretionary ETF | 0.73% | 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
LVHI and VCR have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VCR has higher volatility (6.17%) compared to LVHI (2.78%). In terms of maximum drawdown, LVHI dropped -32.31% vs VCR's -61.54%.
On 5-year performance, LVHI leads with 15.97% vs 6.00% for VCR. On fees, VCR is cheaper at 0.10% per year. On volatility, LVHI has been the lower-risk option at 2.78%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, LVHI has performed better with a 15.97% return vs 6.00%. 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 0.40% for LVHI.
LVHI has the higher dividend yield at 4.69%, compared with 0.73% for VCR.
LVHI is categorized as Volatility Hedged Equity, while VCR is Consumer Discretionary Equities. LVHI tracks Franklin International Low Volatility High Dividend Hedged Index-NR, while VCR tracks MSCI US Investable Market Consumer Discretionary 25/50 Index. They also come from different issuers: Franklin Templeton and Vanguard. Their fees differ too: 0.40% for LVHI and 0.10% for VCR.
LVHI currently has the higher Sharpe Ratio (3.31 vs 0.60), 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.
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