VCDAX vs. VGT
Compare and contrast key facts about Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX) and Vanguard Information Technology ETF (VGT).
VCDAX is managed by Vanguard. It was launched on Jul 14, 2005. VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VCDAX or VGT.
Performance
VCDAX vs. VGT - Performance Comparison
Returns By Period
In the year-to-date period, VCDAX achieves a 18.82% return, which is significantly lower than VGT's 25.23% return. Over the past 10 years, VCDAX has underperformed VGT with an annualized return of 13.78%, while VGT has yielded a comparatively higher 20.52% annualized return.
VCDAX
18.82%
6.46%
16.71%
30.02%
15.83%
13.78%
VGT
25.23%
0.64%
13.55%
33.20%
21.96%
20.52%
Key characteristics
| VCDAX | VGT | |
|---|---|---|
| Sharpe Ratio | 1.63 | 1.60 |
| Sortino Ratio | 2.25 | 2.11 |
| Omega Ratio | 1.28 | 1.29 |
| Calmar Ratio | 1.42 | 2.20 |
| Martin Ratio | 8.19 | 7.92 |
| Ulcer Index | 3.50% | 4.23% |
| Daily Std Dev | 17.54% | 20.99% |
| Max Drawdown | -61.66% | -54.63% |
| Current Drawdown | -2.95% | -3.62% |
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VCDAX vs. VGT - Expense Ratio Comparison
Both VCDAX and VGT 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 VGT 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.
Risk-Adjusted Performance
VCDAX vs. VGT - 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 Information Technology ETF (VGT). 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. VGT - Dividend Comparison
VCDAX's dividend yield for the trailing twelve months is around 0.76%, more than VGT's 0.62% 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% |
VGT Vanguard Information Technology ETF | 0.62% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
VCDAX vs. VGT - Drawdown Comparison
The maximum VCDAX drawdown since its inception was -61.66%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for VCDAX and VGT. For additional features, visit the drawdowns tool.
Volatility
VCDAX vs. VGT - Volatility Comparison
Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX) and Vanguard Information Technology ETF (VGT) have volatilities of 6.44% and 6.53%, 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.