PSCD vs. VCR
Compare and contrast key facts about Invesco S&P SmallCap Consumer Discretionary ETF (PSCD) and Vanguard Consumer Discretionary ETF (VCR).
PSCD and VCR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSCD is a passively managed fund by Invesco that tracks the performance of the S&P Small Cap 600 / Consumer Discretionary -SEC. It was launched on Apr 7, 2010. VCR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Discretionary 25/50 Index. It was launched on Jan 26, 2004. Both PSCD and VCR 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: PSCD or VCR.
Key characteristics
| PSCD | VCR | |
|---|---|---|
| YTD Return | 9.84% | 20.31% |
| 1Y Return | 37.82% | 37.88% |
| 3Y Return (Ann) | -0.42% | 2.42% |
| 5Y Return (Ann) | 14.08% | 16.14% |
| 10Y Return (Ann) | 10.06% | 14.09% |
| Sharpe Ratio | 1.46 | 1.96 |
| Sortino Ratio | 2.20 | 2.66 |
| Omega Ratio | 1.25 | 1.33 |
| Calmar Ratio | 1.12 | 1.48 |
| Martin Ratio | 7.38 | 10.09 |
| Ulcer Index | 4.81% | 3.50% |
| Daily Std Dev | 24.27% | 18.00% |
| Max Drawdown | -56.57% | -61.54% |
| Current Drawdown | -5.97% | 0.00% |
Correlation
The correlation between PSCD and VCR is 0.78, 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.
Performance
PSCD vs. VCR - Performance Comparison
In the year-to-date period, PSCD achieves a 9.84% return, which is significantly lower than VCR's 20.31% return. Over the past 10 years, PSCD has underperformed VCR with an annualized return of 10.06%, while VCR has yielded a comparatively higher 14.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PSCD vs. VCR - Expense Ratio Comparison
PSCD has a 0.29% expense ratio, which is higher than VCR's 0.10% expense ratio.
Risk-Adjusted Performance
PSCD vs. VCR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Consumer Discretionary ETF (PSCD) 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.
Dividends
PSCD vs. VCR - Dividend Comparison
PSCD's dividend yield for the trailing twelve months is around 1.31%, more than VCR's 0.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSCD Invesco S&P SmallCap Consumer Discretionary ETF | 1.31% | 1.09% | 1.60% | 0.57% | 0.55% | 0.91% | 1.39% | 0.97% | 1.06% | 1.10% | 0.69% | 0.43% |
VCR Vanguard Consumer Discretionary ETF | 0.75% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% | 1.23% | 0.84% |
Drawdowns
PSCD vs. VCR - Drawdown Comparison
The maximum PSCD drawdown since its inception was -56.57%, smaller than the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for PSCD and VCR. For additional features, visit the drawdowns tool.
Volatility
PSCD vs. VCR - Volatility Comparison
Invesco S&P SmallCap Consumer Discretionary ETF (PSCD) and Vanguard Consumer Discretionary ETF (VCR) have volatilities of 5.83% and 5.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.