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.
Key characteristics
| VCMDX | VOO | |
|---|---|---|
| YTD Return | 1.94% | 19.40% |
| 1Y Return | -2.17% | 27.03% |
| 3Y Return (Ann) | 4.28% | 9.37% |
| 5Y Return (Ann) | 10.12% | 15.93% |
| Sharpe Ratio | -0.19 | 2.17 |
| Daily Std Dev | 11.26% | 12.37% |
| Max Drawdown | -26.67% | -33.99% |
| Current Drawdown | -21.41% | -0.19% |
Correlation
The correlation between VCMDX and VOO is 0.27, 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.
Performance
VCMDX vs. VOO - Performance Comparison
In the year-to-date period, VCMDX achieves a 1.94% return, which is significantly lower than VOO's 19.40% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
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 2.45%, more than VOO's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCMDX Vanguard Commodity Strategy Fund Admiral Shares | 2.45% | 2.50% | 14.21% | 30.56% | 0.50% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.28% | 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
The current volatility for Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) is 3.26%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.51%. This indicates that VCMDX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.