RJF vs. VCR

Last updated Jun 13, 2026

RJF (Raymond James Financial, Inc.) is a stock, while VCR (Vanguard Consumer Discretionary ETF) is Consumer Discretionary Equities fund tracking the MSCI US Investable Market Consumer Discretionary 25/50 Index. Over the past 10 years, RJF returned 17.98%/yr vs 13.76%/yr for VCR. A 0.62 correlation means they provide meaningful diversification when combined.

Performance

RJF vs. VCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Raymond James Financial, Inc. (RJF) and Vanguard Consumer Discretionary ETF (VCR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RJF achieves a -3.17% return, which is significantly lower than VCR's -0.09% return. Over the past 10 years, RJF has outperformed VCR with an annualized return of 17.98%, while VCR has yielded a comparatively lower 13.76% annualized return.

RJF

• 1D: 2.65%
• 1M: -0.75%
• YTD: -3.17%
• 6M: -5.10%
• 1Y: 7.45%
• 3Y*: 18.32%
• 5Y*: 13.66%
• 10Y*: 17.98%

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)

RJF vs. VCR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RJF Raymond James Financial, Inc.	-3.17%	4.74%	40.83%	6.12%	8.32%	59.48%	8.70%	22.80%	-15.65%	29.99%
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 RJF and VCR is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (10Y) Calculated over the trailing 10-year period	0.53
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004	0.62

Over the past year, the correlation between RJF and VCR has dropped to 0.38 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

Return for Risk

RJF vs. VCR — Risk / Return Rank

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

RJF

RJF Risk / Return Rank: 47
RJF Sharpe Ratio Rank: 51
RJF Sortino Ratio Rank: 43
RJF Omega Ratio Rank: 43
RJF Calmar Ratio Rank: 50
RJF Martin Ratio Rank: 50

VCR

VCR Risk / Return Rank: 20
VCR Sharpe Ratio Rank: 20
VCR Sortino Ratio Rank: 20
VCR Omega Ratio Rank: 19
VCR Calmar Ratio Rank: 19
VCR Martin Ratio Rank: 21

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.

RJF vs. VCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Raymond James Financial, Inc. (RJF) 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.

	RJF	VCR	Difference
Sharpe ratio: Return per unit of total volatility	0.22	0.60	-0.39
Sortino ratio: Return per unit of downside risk	0.44	0.97	-0.53
Omega ratio: Gain probability vs. loss probability	1.06	1.11	-0.06
Calmar ratio: Return relative to maximum drawdown	0.27	0.72	-0.45
Martin ratio: Return relative to average drawdown	0.57	2.21	-1.64

RJF vs. VCR - Sharpe Ratio Comparison

The current RJF Sharpe Ratio is 0.22, which is lower than the VCR Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of RJF 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.

Drawdowns

RJF vs. VCR - Drawdown Comparison

The maximum RJF drawdown since its inception was -69.68%, which is greater than VCR's maximum drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for RJF and VCR.

Drawdown Indicators

	RJF	VCR	Difference
Max Drawdown Largest peak-to-trough decline	-69.68%	-61.54%	-8.14%
Max Drawdown (1Y) Largest decline over 1 year	-19.64%	-15.59%	-4.05%
Max Drawdown (3Y) Largest decline over 3 years	-28.12%	-27.36%	-0.76%
Max Drawdown (5Y) Largest decline over 5 years	-32.11%	-39.20%	+7.09%
Max Drawdown (10Y) Largest decline over 10 years	-45.59%	-39.20%	-6.39%
Current Drawdown Current decline from peak	-11.61%	-4.64%	-6.97%
Average Drawdown Average peak-to-trough decline	-14.62%	-9.39%	-5.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.34%	5.05%	+4.29%

Volatility

RJF vs. VCR - Volatility Comparison

Raymond James Financial, Inc. (RJF) has a higher volatility of 7.64% compared to Vanguard Consumer Discretionary ETF (VCR) at 6.17%. This indicates that RJF's price experiences larger fluctuations and is considered to be riskier than VCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RJF	VCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.64%	6.17%	+1.47%
Volatility (6M) Calculated over the trailing 6-month period	19.52%	13.48%	+6.04%
Volatility (1Y) Calculated over the trailing 1-year period	24.66%	18.62%	+6.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.04%	24.03%	+4.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.95%	22.43%	+8.52%

Dividends

RJF vs. VCR - Dividend Comparison

RJF's dividend yield for the trailing twelve months is around 1.35%, more than VCR's 0.73% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RJF Raymond James Financial, Inc.	1.35%	1.25%	0.87%	1.53%	1.67%	1.04%	1.16%	1.93%	1.48%	0.74%	1.18%	1.28%
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

Can I hold both RJF and VCR in my portfolio?

RJF and VCR have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RJF or VCR?

RJF has higher volatility (7.64%) compared to VCR (6.17%). In terms of maximum drawdown, RJF dropped -69.68% vs VCR's -61.54%.

Which has better risk-adjusted returns?

VCR currently has the higher Sharpe Ratio (0.60 vs 0.22), 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.