VCDAX vs. VGYAX
Compare and contrast key facts about Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX) and Vanguard Global Wellesley Income Fund Admiral Shares (VGYAX).
VCDAX is managed by Vanguard. It was launched on Jul 14, 2005. VGYAX is managed by Vanguard. It was launched on Nov 2, 2017.
Performance
VCDAX vs. VGYAX - Performance Comparison
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VCDAX vs. VGYAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VCDAX Vanguard Consumer Discretionary Index Fund Admiral Shares | -8.61% | 5.66% | 24.37% | 40.40% | -35.17% | 26.20% | 48.18% | 27.55% | -2.26% | 8.04% |
VGYAX Vanguard Global Wellesley Income Fund Admiral Shares | 1.45% | 13.31% | 6.15% | 8.95% | -8.06% | 6.58% | 5.52% | 13.92% | -4.31% | 0.98% |
Returns By Period
In the year-to-date period, VCDAX achieves a -8.61% return, which is significantly lower than VGYAX's 1.45% return.
VCDAX
- 1D
- 3.26%
- 1M
- -5.28%
- YTD
- -8.61%
- 6M
- -9.54%
- 1Y
- 9.93%
- 3Y*
- 13.35%
- 5Y*
- 4.94%
- 10Y*
- 12.58%
VGYAX
- 1D
- 0.92%
- 1M
- -2.67%
- YTD
- 1.45%
- 6M
- 4.27%
- 1Y
- 10.95%
- 3Y*
- 8.88%
- 5Y*
- 5.06%
- 10Y*
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VCDAX vs. VGYAX - Expense Ratio Comparison
VCDAX has a 0.10% expense ratio, which is lower than VGYAX's 0.28% expense ratio.
Return for Risk
VCDAX vs. VGYAX — Risk / Return Rank
VCDAX
VGYAX
VCDAX vs. VGYAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX) and Vanguard Global Wellesley Income Fund Admiral Shares (VGYAX). 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.
| VCDAX | VGYAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 1.88 | -1.41 |
Sortino ratioReturn per unit of downside risk | 0.85 | 2.54 | -1.68 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.38 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 2.47 | -1.76 |
Martin ratioReturn relative to average drawdown | 2.32 | 9.79 | -7.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VCDAX | VGYAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 1.88 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.82 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.74 | -0.25 |
Correlation
The correlation between VCDAX and VGYAX is 0.61, 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.
Dividends
VCDAX vs. VGYAX - Dividend Comparison
VCDAX's dividend yield for the trailing twelve months is around 0.80%, less than VGYAX's 4.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCDAX Vanguard Consumer Discretionary Index Fund Admiral Shares | 0.80% | 0.74% | 0.74% | 0.84% | 0.98% | 1.82% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.33% |
VGYAX Vanguard Global Wellesley Income Fund Admiral Shares | 4.02% | 4.01% | 3.90% | 3.15% | 1.54% | 2.40% | 1.99% | 2.26% | 4.36% | 0.30% | 0.00% | 0.00% |
Drawdowns
VCDAX vs. VGYAX - Drawdown Comparison
The maximum VCDAX drawdown since its inception was -61.66%, which is greater than VGYAX's maximum drawdown of -17.71%. Use the drawdown chart below to compare losses from any high point for VCDAX and VGYAX.
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Drawdown Indicators
| VCDAX | VGYAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.66% | -17.71% | -43.95% |
Max Drawdown (1Y)Largest decline over 1 year | -15.57% | -4.55% | -11.02% |
Max Drawdown (5Y)Largest decline over 5 years | -38.51% | -15.89% | -22.62% |
Max Drawdown (10Y)Largest decline over 10 years | -38.51% | — | — |
Current DrawdownCurrent decline from peak | -12.82% | -3.24% | -9.58% |
Average DrawdownAverage peak-to-trough decline | -9.33% | -2.68% | -6.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.73% | 1.15% | +3.58% |
Volatility
VCDAX vs. VGYAX - Volatility Comparison
Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX) has a higher volatility of 7.39% compared to Vanguard Global Wellesley Income Fund Admiral Shares (VGYAX) at 2.71%. This indicates that VCDAX's price experiences larger fluctuations and is considered to be riskier than VGYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VCDAX | VGYAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.39% | 2.71% | +4.68% |
Volatility (6M)Calculated over the trailing 6-month period | 13.93% | 3.74% | +10.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.22% | 5.93% | +18.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.95% | 6.20% | +17.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.42% | 6.81% | +15.61% |