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

Performance

VCDAX vs. VOOG - 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 S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.39%
13.43%
VCDAX
VOOG

Returns By Period

In the year-to-date period, VCDAX achieves a 18.82% return, which is significantly lower than VOOG's 31.46% return. Over the past 10 years, VCDAX has underperformed VOOG with an annualized return of 13.78%, while VOOG has yielded a comparatively higher 14.84% annualized return.


VCDAX

YTD

18.82%

1M

6.46%

6M

16.71%

1Y

30.02%

5Y (annualized)

15.83%

10Y (annualized)

13.78%

VOOG

YTD

31.46%

1M

1.49%

6M

14.22%

1Y

37.48%

5Y (annualized)

17.18%

10Y (annualized)

14.84%

Key characteristics


VCDAXVOOG
Sharpe Ratio1.632.21
Sortino Ratio2.252.88
Omega Ratio1.281.41
Calmar Ratio1.422.78
Martin Ratio8.1911.74
Ulcer Index3.50%3.21%
Daily Std Dev17.54%17.04%
Max Drawdown-61.66%-32.73%
Current Drawdown-2.95%-2.82%

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VCDAX vs. VOOG - Expense Ratio Comparison

Both VCDAX and VOOG 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%.


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 VOOG: 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%

Correlation

-0.50.00.51.00.9

The correlation between VCDAX and VOOG is 0.85, 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. VOOG - 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 S&P 500 Growth ETF (VOOG). 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 1.63, compared to the broader market0.002.004.001.632.21
The chart of Sortino ratio for VCDAX, currently valued at 2.25, compared to the broader market0.005.0010.002.252.88
The chart of Omega ratio for VCDAX, currently valued at 1.28, compared to the broader market1.002.003.004.001.281.41
The chart of Calmar ratio for VCDAX, currently valued at 1.42, compared to the broader market0.005.0010.0015.0020.0025.001.422.78
The chart of Martin ratio for VCDAX, currently valued at 8.19, compared to the broader market0.0020.0040.0060.0080.00100.008.1911.74
VCDAX
VOOG

The current VCDAX Sharpe Ratio is 1.63, which is comparable to the VOOG Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of VCDAX and VOOG, 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.63
2.21
VCDAX
VOOG

Dividends

VCDAX vs. VOOG - Dividend Comparison

VCDAX's dividend yield for the trailing twelve months is around 0.76%, more than VOOG's 0.61% yield.


TTM20232022202120202019201820172016201520142013
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%
VOOG
Vanguard S&P 500 Growth ETF
0.61%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

Drawdowns

VCDAX vs. VOOG - Drawdown Comparison

The maximum VCDAX drawdown since its inception was -61.66%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for VCDAX and VOOG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.95%
-2.82%
VCDAX
VOOG

Volatility

VCDAX vs. VOOG - Volatility Comparison

Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX) has a higher volatility of 6.44% compared to Vanguard S&P 500 Growth ETF (VOOG) at 5.61%. This indicates that VCDAX's price experiences larger fluctuations and is considered to be riskier than VOOG 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%JuneJulyAugustSeptemberOctoberNovember
6.44%
5.61%
VCDAX
VOOG