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RDVY vs. VCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RDVY vs. VCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Rising Dividend Achievers ETF (RDVY) 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, RDVY achieves a 13.41% return, which is significantly higher than VCR's -0.09% return. Over the past 10 years, RDVY has outperformed VCR with an annualized return of 16.29%, while VCR has yielded a comparatively lower 13.76% annualized return.


RDVY

1D
1.11%
1M
5.69%
YTD
13.41%
6M
12.60%
1Y
31.20%
3Y*
20.46%
5Y*
12.03%
10Y*
16.29%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RDVY vs. VCR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RDVY
First Trust Rising Dividend Achievers ETF
13.41%18.90%16.41%20.38%-13.27%31.14%13.47%37.71%-9.92%22.75%
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 RDVY and VCR is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (10Y)
Calculated over the trailing 10-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Jan 7, 2014

0.75

The correlation between RDVY and VCR has been stable across timeframes, ranging from 0.70 to 0.76 - a consistent structural relationship.

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Return for Risk

RDVY vs. VCR — Risk / Return Rank

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

RDVY
RDVY Risk / Return Rank: 7474
Overall Rank
RDVY Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
RDVY Sortino Ratio Rank: 7575
Sortino Ratio Rank
RDVY Omega Ratio Rank: 7070
Omega Ratio Rank
RDVY Calmar Ratio Rank: 7474
Calmar Ratio Rank
RDVY Martin Ratio Rank: 8181
Martin Ratio Rank

VCR
VCR Risk / Return Rank: 2020
Overall Rank
VCR Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VCR Sortino Ratio Rank: 2020
Sortino Ratio Rank
VCR Omega Ratio Rank: 1919
Omega Ratio Rank
VCR Calmar Ratio Rank: 1919
Calmar Ratio Rank
VCR Martin Ratio Rank: 2121
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.

RDVY vs. VCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Rising Dividend Achievers ETF (RDVY) 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.


RDVYVCRDifference
Sharpe ratioReturn per unit of total volatility

+1.43

Sortino ratioReturn per unit of downside risk

+1.93

Omega ratioGain probability vs. loss probability

1.36

1.11

+0.24

Calmar ratioReturn relative to maximum drawdown

3.26

0.72

+2.54

Martin ratioReturn relative to average drawdown

13.71

2.21

+11.50

RDVY vs. VCR - Sharpe Ratio Comparison

The current RDVY Sharpe Ratio is 2.03, which is higher than the VCR Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of RDVY 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

RDVY vs. VCR - Drawdown Comparison

The maximum RDVY drawdown since its inception was -40.60%, smaller than the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for RDVY and VCR.


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Drawdown Indicators


RDVYVCRDifference

Max Drawdown

Largest peak-to-trough decline

-40.60%

-61.54%

+20.94%

Max Drawdown (1Y)

Largest decline over 1 year

-9.04%

-15.59%

+6.55%

Max Drawdown (3Y)

Largest decline over 3 years

-19.11%

-27.36%

+8.25%

Max Drawdown (5Y)

Largest decline over 5 years

-25.32%

-39.20%

+13.88%

Max Drawdown (10Y)

Largest decline over 10 years

-40.60%

-39.20%

-1.40%

Current Drawdown

Current decline from peak

0.00%

-4.64%

+4.64%

Average Drawdown

Average peak-to-trough decline

-4.99%

-9.39%

+4.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

5.05%

-2.90%

Volatility

RDVY vs. VCR - Volatility Comparison

The current volatility for First Trust Rising Dividend Achievers ETF (RDVY) is 5.04%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 6.17%. This indicates that RDVY 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


RDVYVCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

6.17%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

11.50%

13.48%

-1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

14.48%

18.62%

-4.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.98%

24.03%

-5.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.13%

22.43%

-1.30%

RDVY vs. VCR - Expense Ratio Comparison

RDVY has a 0.50% expense ratio, which is higher than VCR's 0.10% expense ratio.


Dividends

RDVY vs. VCR - Dividend Comparison

RDVY's dividend yield for the trailing twelve months is around 0.89%, more than VCR's 0.73% yield.


PositionTTM20252024202320222021202020192018201720162015
RDVY
First Trust Rising Dividend Achievers ETF
0.89%1.11%1.64%2.09%2.21%1.04%1.53%1.55%1.68%1.25%2.07%2.14%
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


RDVY and VCR have a correlation of 0.74, 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 RDVY (5.04%). In terms of maximum drawdown, RDVY dropped -40.60% vs VCR's -61.54%.

On 10-year performance, RDVY leads with 16.29% vs 13.76% for VCR. On fees, VCR is cheaper at 0.10% per year. On volatility, RDVY has been the lower-risk option at 5.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, RDVY has performed better with a 16.29% return vs 13.76%. 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 0.50% for RDVY.

RDVY has the higher dividend yield at 0.89%, compared with 0.73% for VCR.

RDVY is categorized as Large Cap Blend Equities, while VCR is Consumer Discretionary Equities. RDVY tracks NASDAQ US Rising Dividend Achievers, 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: 0.50% for RDVY and 0.10% for VCR.

RDVY currently has the higher Sharpe Ratio (2.03 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.

Portfolio Optimizer

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