VCDAX vs. VTSAX
Compare and contrast key facts about Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VCDAX is managed by Vanguard. It was launched on Jul 14, 2005. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VCDAX or VTSAX.
Performance
VCDAX vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, VCDAX achieves a 18.82% return, which is significantly lower than VTSAX's 23.58% return. Over the past 10 years, VCDAX has outperformed VTSAX with an annualized return of 13.78%, while VTSAX has yielded a comparatively lower 12.59% annualized return.
VCDAX
18.82%
6.46%
16.71%
30.02%
15.83%
13.78%
VTSAX
23.58%
0.83%
11.42%
32.29%
14.64%
12.59%
Key characteristics
| VCDAX | VTSAX | |
|---|---|---|
| Sharpe Ratio | 1.63 | 2.57 |
| Sortino Ratio | 2.25 | 3.44 |
| Omega Ratio | 1.28 | 1.47 |
| Calmar Ratio | 1.42 | 3.77 |
| Martin Ratio | 8.19 | 16.47 |
| Ulcer Index | 3.50% | 1.96% |
| Daily Std Dev | 17.54% | 12.55% |
| Max Drawdown | -61.66% | -55.34% |
| Current Drawdown | -2.95% | -2.42% |
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VCDAX vs. VTSAX - Expense Ratio Comparison
VCDAX has a 0.10% expense ratio, which is higher than VTSAX's 0.04% 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%.
Correlation
The correlation between VCDAX and VTSAX is 0.90, 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. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). 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. VTSAX - Dividend Comparison
VCDAX's dividend yield for the trailing twelve months is around 0.76%, less than VTSAX's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.28% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VCDAX vs. VTSAX - Drawdown Comparison
The maximum VCDAX drawdown since its inception was -61.66%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VCDAX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
VCDAX vs. VTSAX - Volatility Comparison
Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX) has a higher volatility of 6.44% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.25%. This indicates that VCDAX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.