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VCDAX vs. VDIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VCDAX and VDIGX is 0.80, 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.


-0.50.00.51.00.8

Performance

VCDAX vs. VDIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX) and Vanguard Dividend Growth Fund (VDIGX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
22.63%
2.69%
VCDAX
VDIGX

Key characteristics

Sharpe Ratio

VCDAX:

1.34

VDIGX:

1.08

Sortino Ratio

VCDAX:

1.84

VDIGX:

1.50

Omega Ratio

VCDAX:

1.23

VDIGX:

1.19

Calmar Ratio

VCDAX:

1.53

VDIGX:

1.66

Martin Ratio

VCDAX:

6.96

VDIGX:

5.09

Ulcer Index

VCDAX:

3.53%

VDIGX:

1.89%

Daily Std Dev

VCDAX:

18.34%

VDIGX:

8.87%

Max Drawdown

VCDAX:

-61.66%

VDIGX:

-45.23%

Current Drawdown

VCDAX:

-4.98%

VDIGX:

-5.78%

Returns By Period

In the year-to-date period, VCDAX achieves a 26.12% return, which is significantly higher than VDIGX's 8.88% return. Over the past 10 years, VCDAX has outperformed VDIGX with an annualized return of 14.08%, while VDIGX has yielded a comparatively lower 10.36% annualized return.


VCDAX

YTD

26.12%

1M

5.00%

6M

23.62%

1Y

26.87%

5Y*

16.47%

10Y*

14.08%

VDIGX

YTD

8.88%

1M

-1.80%

6M

3.00%

1Y

11.06%

5Y*

9.44%

10Y*

10.36%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VCDAX vs. VDIGX - Expense Ratio Comparison

VCDAX has a 0.10% expense ratio, which is lower than VDIGX's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VDIGX
Vanguard Dividend Growth Fund
Expense ratio chart for VDIGX: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%
Expense ratio chart for VCDAX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

VCDAX vs. VDIGX - 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 Dividend Growth Fund (VDIGX). 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.


Sharpe ratio
The chart of Sharpe ratio for VCDAX, currently valued at 1.34, compared to the broader market-1.000.001.002.003.004.001.341.08
The chart of Sortino ratio for VCDAX, currently valued at 1.84, compared to the broader market-2.000.002.004.006.008.0010.001.841.50
The chart of Omega ratio for VCDAX, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.003.501.231.19
The chart of Calmar ratio for VCDAX, currently valued at 1.53, compared to the broader market0.002.004.006.008.0010.0012.0014.001.531.66
The chart of Martin ratio for VCDAX, currently valued at 6.96, compared to the broader market0.0020.0040.0060.006.965.09
VCDAX
VDIGX

The current VCDAX Sharpe Ratio is 1.34, which is comparable to the VDIGX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of VCDAX and VDIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.34
1.08
VCDAX
VDIGX

Dividends

VCDAX vs. VDIGX - Dividend Comparison

VCDAX's dividend yield for the trailing twelve months is around 0.56%, less than VDIGX's 1.69% yield.


TTM20232022202120202019201820172016201520142013
VCDAX
Vanguard Consumer Discretionary Index Fund Admiral Shares
0.56%0.84%0.98%0.79%1.71%1.17%1.37%1.21%1.60%1.33%1.22%0.86%
VDIGX
Vanguard Dividend Growth Fund
1.69%1.69%1.67%1.46%1.62%1.72%2.15%1.92%1.92%1.93%1.91%1.80%

Drawdowns

VCDAX vs. VDIGX - Drawdown Comparison

The maximum VCDAX drawdown since its inception was -61.66%, which is greater than VDIGX's maximum drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for VCDAX and VDIGX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.98%
-5.78%
VCDAX
VDIGX

Volatility

VCDAX vs. VDIGX - Volatility Comparison

Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX) has a higher volatility of 6.52% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.74%. This indicates that VCDAX's price experiences larger fluctuations and is considered to be riskier than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.52%
2.74%
VCDAX
VDIGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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