VCMDX vs. VOO
Compare and contrast key facts about Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) and Vanguard S&P 500 ETF (VOO).
VCMDX is managed by Vanguard. It was launched on Jun 25, 2019. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 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: VCMDX or VOO.
Performance
VCMDX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, VCMDX achieves a 5.35% return, which is significantly lower than VOO's 26.16% return.
VCMDX
5.35%
-1.25%
-2.88%
3.53%
10.39%
N/A
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| VCMDX | VOO | |
|---|---|---|
| Sharpe Ratio | 0.23 | 2.70 |
| Sortino Ratio | 0.41 | 3.60 |
| Omega Ratio | 1.05 | 1.50 |
| Calmar Ratio | 0.11 | 3.90 |
| Martin Ratio | 0.59 | 17.65 |
| Ulcer Index | 4.64% | 1.86% |
| Daily Std Dev | 11.70% | 12.19% |
| Max Drawdown | -26.67% | -33.99% |
| Current Drawdown | -18.79% | -0.86% |
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VCMDX vs. VOO - Expense Ratio Comparison
VCMDX has a 0.20% expense ratio, which is higher than VOO's 0.03% 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 VCMDX and VOO is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
VCMDX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) and Vanguard S&P 500 ETF (VOO). 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
VCMDX vs. VOO - Dividend Comparison
VCMDX's dividend yield for the trailing twelve months is around 2.37%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCMDX Vanguard Commodity Strategy Fund Admiral Shares | 2.37% | 2.50% | 14.21% | 30.56% | 0.50% | 0.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VCMDX vs. VOO - Drawdown Comparison
The maximum VCMDX drawdown since its inception was -26.67%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VCMDX and VOO. For additional features, visit the drawdowns tool.
Volatility
VCMDX vs. VOO - Volatility Comparison
Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.81% and 3.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.