VCR vs. FSRPX
VCR (Vanguard Consumer Discretionary ETF) and FSRPX (Fidelity Select Retailing Portfolio) are both Consumer Discretionary Equities funds. Over the past 10 years, VCR returned 13.40%/yr vs 12.40%/yr for FSRPX. Their correlation of 0.91 means they have usually moved in the same direction. VCR charges 0.10%/yr vs 0.72%/yr for FSRPX.
Performance
VCR vs. FSRPX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VCR achieves a 1.85% return, which is significantly lower than FSRPX's 7.55% return. Over the past 10 years, VCR has outperformed FSRPX with an annualized return of 13.40%, while FSRPX has yielded a comparatively lower 12.40% annualized return.
VCR
- 1D
- 2.14%
- 1M
- 1.04%
- 6M
- -0.18%
- YTD
- 1.85%
- 1Y
- 11.97%
- 3Y*
- 12.25%
- 5Y*
- 5.83%
- 10Y*
- 13.40%
- ALL TIME*
- 11.09%
FSRPX
- 1D
- 3.02%
- 1M
- 3.85%
- 6M
- 2.13%
- YTD
- 7.55%
- 1Y
- -0.24%
- 3Y*
- 11.37%
- 5Y*
- 3.12%
- 10Y*
- 12.40%
- ALL TIME*
- 13.35%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $24.52M | $25.91M | $23.87M |
VCR vs. FSRPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VCR Vanguard Consumer Discretionary ETF | 1.85% | 5.77% | 24.27% | 40.38% | -35.15% | 24.86% | 48.36% | 27.45% | -2.31% | 22.82% |
FSRPX Fidelity Select Retailing Portfolio | 7.55% | -4.15% | 23.28% | 26.94% | -29.44% | 18.25% | 44.27% | 26.33% | 4.58% | 25.55% |
Correlation
The correlation between VCR and FSRPX is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.91 |
The correlation between VCR and FSRPX has been stable across timeframes, ranging from 0.82 to 0.91 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VCR vs. FSRPX — Risk / Return Rank
VCR
FSRPX
VCR vs. FSRPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Discretionary ETF (VCR) and Fidelity Select Retailing Portfolio (FSRPX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VCR | FSRPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.00 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | -0.14 | +0.91 |
| Martin ratioReturn relative to average drawdown | 2.22 | -0.29 | +2.51 |
Loading charts...
Drawdowns
VCR vs. FSRPX - Drawdown Comparison
The maximum VCR drawdown since its inception was -61.54%, which is greater than FSRPX's maximum drawdown of -55.75%. Use the drawdown chart below to compare losses from any high point for VCR and FSRPX.
Loading charts...
Drawdown Indicators
| VCR | FSRPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.54% | -55.75% | -5.79% |
Max Drawdown (1Y)Largest decline over 1 year | -15.59% | -17.79% | +2.20% |
Max Drawdown (3Y)Largest decline over 3 years | -27.36% | -22.58% | -4.78% |
Max Drawdown (5Y)Largest decline over 5 years | -39.20% | -39.01% | -0.19% |
Max Drawdown (10Y)Largest decline over 10 years | -39.20% | -39.01% | -0.19% |
Current DrawdownCurrent decline from peak | -2.79% | -6.58% | +3.79% |
Average DrawdownAverage peak-to-trough decline | -9.37% | -9.09% | -0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.41% | 8.54% | -3.13% |
Volatility
VCR vs. FSRPX - Volatility Comparison
Vanguard Consumer Discretionary ETF (VCR) has a higher volatility of 7.05% compared to Fidelity Select Retailing Portfolio (FSRPX) at 5.46%. This indicates that VCR's price experiences larger fluctuations and is considered to be riskier than FSRPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VCR | FSRPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.05% | 5.46% | +1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 14.91% | 12.62% | +2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.52% | 20.18% | -0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.24% | 22.84% | +1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.51% | 21.67% | +0.84% |
VCR vs. FSRPX - Expense Ratio Comparison
VCR has a 0.10% expense ratio, which is lower than FSRPX's 0.72% expense ratio.
Dividends
VCR vs. FSRPX - Dividend Comparison
VCR's dividend yield for the trailing twelve months is around 0.72%, less than FSRPX's 6.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSRPX Fidelity Select Retailing Portfolio | 6.38% | 8.75% | 12.41% | 7.40% | 2.90% | 15.92% | 6.82% | 2.13% | 2.17% | 3.37% | 0.14% | 1.22% |
VCR Vanguard Consumer Discretionary ETF | 0.72% | 0.74% | 0.74% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% |
Frequently Asked Questions
VCR and FSRPX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VCR has higher volatility (7.05%) compared to FSRPX (5.46%). In terms of maximum drawdown, VCR dropped -61.54% vs FSRPX's -55.75%.
VCR currently has the higher Sharpe Ratio (0.62 vs -0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for VCR and FSRPX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer