PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VCDAX vs. VIGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VCDAX and VIGAX is 0.89, 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.


-0.50.00.51.00.9

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.

650.00%700.00%750.00%800.00%850.00%900.00%950.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
901.43%
944.51%
VCDAX
VIGAX

Key characteristics

Sharpe Ratio

VCDAX:

1.41

VIGAX:

1.94

Sortino Ratio

VCDAX:

1.93

VIGAX:

2.54

Omega Ratio

VCDAX:

1.25

VIGAX:

1.35

Calmar Ratio

VCDAX:

1.62

VIGAX:

2.60

Martin Ratio

VCDAX:

7.36

VIGAX:

10.17

Ulcer Index

VCDAX:

3.53%

VIGAX:

3.31%

Daily Std Dev

VCDAX:

18.36%

VIGAX:

17.36%

Max Drawdown

VCDAX:

-61.66%

VIGAX:

-50.66%

Current Drawdown

VCDAX:

-4.84%

VIGAX:

-3.64%

Returns By Period

In the year-to-date period, VCDAX achieves a 26.30% return, which is significantly lower than VIGAX's 33.18% return. Over the past 10 years, VCDAX has underperformed VIGAX with an annualized return of 14.19%, while VIGAX has yielded a comparatively higher 15.75% annualized return.


VCDAX

YTD

26.30%

1M

5.42%

6M

23.86%

1Y

24.72%

5Y*

16.51%

10Y*

14.19%

VIGAX

YTD

33.18%

1M

3.24%

6M

9.96%

1Y

32.97%

5Y*

18.64%

10Y*

15.75%

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. 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%.


VCDAX
Vanguard Consumer Discretionary Index Fund Admiral Shares
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%
Expense ratio chart for VIGAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for VCDAX, currently valued at 1.41, compared to the broader market-1.000.001.002.003.004.001.411.94
The chart of Sortino ratio for VCDAX, currently valued at 1.93, compared to the broader market-2.000.002.004.006.008.0010.001.932.54
The chart of Omega ratio for VCDAX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.35
The chart of Calmar ratio for VCDAX, currently valued at 1.62, compared to the broader market0.005.0010.0015.001.622.60
The chart of Martin ratio for VCDAX, currently valued at 7.36, compared to the broader market0.0020.0040.0060.007.3610.17
VCDAX
VIGAX

The current VCDAX Sharpe Ratio is 1.41, which is comparable to the VIGAX Sharpe Ratio of 1.94. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.41
1.94
VCDAX
VIGAX

Dividends

VCDAX vs. VIGAX - Dividend Comparison

VCDAX's dividend yield for the trailing twelve months is around 0.56%, more than VIGAX's 0.47% 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%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.47%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%1.19%

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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.84%
-3.64%
VCDAX
VIGAX

Volatility

VCDAX vs. VIGAX - Volatility Comparison

Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX) has a higher volatility of 6.51% compared to Vanguard Growth Index Fund Admiral Shares (VIGAX) at 4.93%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.51%
4.93%
VCDAX
VIGAX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab