VCDAX vs. VOOG
Compare and contrast key facts about Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX) and Vanguard S&P 500 Growth ETF (VOOG).
VCDAX is managed by Vanguard. It was launched on Jul 14, 2005. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VCDAX or VOOG.
Performance
VCDAX vs. VOOG - Performance Comparison
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
18.82%
6.46%
16.71%
30.02%
15.83%
13.78%
VOOG
31.46%
1.49%
14.22%
37.48%
17.18%
14.84%
Key characteristics
VCDAX | VOOG | |
---|---|---|
Sharpe Ratio | 1.63 | 2.21 |
Sortino Ratio | 2.25 | 2.88 |
Omega Ratio | 1.28 | 1.41 |
Calmar Ratio | 1.42 | 2.78 |
Martin Ratio | 8.19 | 11.74 |
Ulcer Index | 3.50% | 3.21% |
Daily Std Dev | 17.54% | 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%.
Correlation
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.