VCDAX vs. VCSAX
Compare and contrast key facts about Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX) and Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX).
VCDAX is managed by Vanguard. It was launched on Jul 14, 2005. 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: VCDAX or VCSAX.
Performance
VCDAX vs. VCSAX - Performance Comparison
Returns By Period
In the year-to-date period, VCDAX achieves a 18.82% return, which is significantly higher than VCSAX's 13.66% return. Over the past 10 years, VCDAX has outperformed VCSAX with an annualized return of 13.78%, while VCSAX has yielded a comparatively lower 8.31% annualized return.
VCDAX
18.82%
6.46%
16.71%
30.02%
15.83%
13.78%
VCSAX
13.66%
-2.01%
3.66%
19.19%
9.10%
8.31%
Key characteristics
| VCDAX | VCSAX | |
|---|---|---|
| Sharpe Ratio | 1.63 | 1.79 |
| Sortino Ratio | 2.25 | 2.59 |
| Omega Ratio | 1.28 | 1.31 |
| Calmar Ratio | 1.42 | 2.10 |
| Martin Ratio | 8.19 | 11.60 |
| Ulcer Index | 3.50% | 1.53% |
| Daily Std Dev | 17.54% | 9.94% |
| Max Drawdown | -61.66% | -34.34% |
| Current Drawdown | -2.95% | -3.10% |
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VCDAX vs. VCSAX - Expense Ratio Comparison
Both VCDAX and VCSAX have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between VCDAX and VCSAX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
VCDAX vs. VCSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX) 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
VCDAX vs. VCSAX - Dividend Comparison
VCDAX's dividend yield for the trailing twelve months is around 0.76%, less than VCSAX's 2.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCDAX Vanguard Consumer Discretionary Index Fund Admiral Shares | 0.76% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.33% | 1.22% | 0.86% |
VCSAX Vanguard Consumer Staples Index Fund Admiral Shares | 2.59% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.77% | 2.52% | 2.40% | 2.56% | 1.92% | 2.21% |
Drawdowns
VCDAX vs. VCSAX - Drawdown Comparison
The maximum VCDAX drawdown since its inception was -61.66%, which is greater than VCSAX's maximum drawdown of -34.34%. Use the drawdown chart below to compare losses from any high point for VCDAX and VCSAX. For additional features, visit the drawdowns tool.
Volatility
VCDAX vs. VCSAX - Volatility Comparison
Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX) has a higher volatility of 6.44% compared to Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX) at 2.78%. This indicates that VCDAX'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.