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

Correlation

The correlation between VCDAX and VIGAX is 0.88, 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.


Performance

VCDAX vs. VIGAX - 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 Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VCDAX:

0.69

VIGAX:

0.71

Sortino Ratio

VCDAX:

1.12

VIGAX:

1.17

Omega Ratio

VCDAX:

1.15

VIGAX:

1.17

Calmar Ratio

VCDAX:

0.63

VIGAX:

0.81

Martin Ratio

VCDAX:

1.85

VIGAX:

2.76

Ulcer Index

VCDAX:

9.40%

VIGAX:

6.76%

Daily Std Dev

VCDAX:

26.07%

VIGAX:

25.45%

Max Drawdown

VCDAX:

-61.66%

VIGAX:

-50.66%

Current Drawdown

VCDAX:

-10.20%

VIGAX:

-3.16%

Returns By Period

In the year-to-date period, VCDAX achieves a -4.16% return, which is significantly lower than VIGAX's 0.90% return. Over the past 10 years, VCDAX has underperformed VIGAX with an annualized return of 12.56%, while VIGAX has yielded a comparatively higher 15.18% annualized return.


VCDAX

YTD

-4.16%

1M

17.37%

6M

-0.77%

1Y

17.75%

3Y*

16.34%

5Y*

15.40%

10Y*

12.56%

VIGAX

YTD

0.90%

1M

17.51%

6M

2.68%

1Y

17.91%

3Y*

22.57%

5Y*

17.73%

10Y*

15.18%

*Annualized

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VCDAX vs. VIGAX - Expense Ratio Comparison

VCDAX has a 0.10% expense ratio, which is higher than VIGAX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

VCDAX vs. VIGAX — Risk-Adjusted Performance Rank

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

VCDAX
The Risk-Adjusted Performance Rank of VCDAX is 6565
Overall Rank
The Sharpe Ratio Rank of VCDAX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VCDAX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VCDAX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VCDAX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VCDAX is 5555
Martin Ratio Rank

VIGAX
The Risk-Adjusted Performance Rank of VIGAX is 7272
Overall Rank
The Sharpe Ratio Rank of VIGAX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGAX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VIGAX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VIGAX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VIGAX is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VCDAX vs. VIGAX - 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 Growth Index Fund Admiral Shares (VIGAX). 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.


The current VCDAX Sharpe Ratio is 0.69, which is comparable to the VIGAX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of VCDAX and VIGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VCDAX vs. VIGAX - Dividend Comparison

VCDAX's dividend yield for the trailing twelve months is around 0.81%, more than VIGAX's 0.46% yield.


TTM20242023202220212020201920182017201620152014
VCDAX
Vanguard Consumer Discretionary Index Fund Admiral Shares
0.81%0.74%0.84%0.98%0.79%1.71%1.17%1.37%1.21%1.60%1.33%1.22%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.46%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%

Drawdowns

VCDAX vs. VIGAX - Drawdown Comparison

The maximum VCDAX drawdown since its inception was -61.66%, which is greater than VIGAX's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VCDAX and VIGAX. For additional features, visit the drawdowns tool.


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Volatility

VCDAX vs. VIGAX - Volatility Comparison

Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX) has a higher volatility of 7.03% compared to Vanguard Growth Index Fund Admiral Shares (VIGAX) at 5.97%. This indicates that VCDAX's price experiences larger fluctuations and is considered to be riskier than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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