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VCR vs. LCGFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCR vs. LCGFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Consumer Discretionary ETF (VCR) and William Blair Large Cap Growth Fund (LCGFX). The values are adjusted to include any dividend payments, if applicable.

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VCR vs. LCGFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCR
Vanguard Consumer Discretionary ETF
-7.95%5.77%24.27%40.38%-35.15%24.86%48.36%27.45%-2.31%22.82%
LCGFX
William Blair Large Cap Growth Fund
-12.48%11.79%26.09%40.48%-32.48%28.29%36.64%36.44%5.18%31.29%

Returns By Period

In the year-to-date period, VCR achieves a -7.95% return, which is significantly higher than LCGFX's -12.48% return. Over the past 10 years, VCR has underperformed LCGFX with an annualized return of 12.56%, while LCGFX has yielded a comparatively higher 14.79% annualized return.


VCR

1D
0.80%
1M
-4.51%
YTD
-7.95%
6M
-8.86%
1Y
10.82%
3Y*
13.67%
5Y*
4.88%
10Y*
12.56%

LCGFX

1D
3.25%
1M
-5.59%
YTD
-12.48%
6M
-14.11%
1Y
7.92%
3Y*
15.75%
5Y*
7.62%
10Y*
14.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCR vs. LCGFX - Expense Ratio Comparison

VCR has a 0.10% expense ratio, which is lower than LCGFX's 0.65% expense ratio.


Return for Risk

VCR vs. LCGFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VCR
VCR Risk / Return Rank: 2727
Overall Rank
VCR Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VCR Sortino Ratio Rank: 2727
Sortino Ratio Rank
VCR Omega Ratio Rank: 2525
Omega Ratio Rank
VCR Calmar Ratio Rank: 3030
Calmar Ratio Rank
VCR Martin Ratio Rank: 2929
Martin Ratio Rank

LCGFX
LCGFX Risk / Return Rank: 1313
Overall Rank
LCGFX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
LCGFX Sortino Ratio Rank: 1515
Sortino Ratio Rank
LCGFX Omega Ratio Rank: 1515
Omega Ratio Rank
LCGFX Calmar Ratio Rank: 1111
Calmar Ratio Rank
LCGFX Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VCR vs. LCGFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Discretionary ETF (VCR) and William Blair Large Cap Growth Fund (LCGFX). 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.


VCRLCGFXDifference

Sharpe ratio

Return per unit of total volatility

0.45

0.40

+0.05

Sortino ratio

Return per unit of downside risk

0.83

0.75

+0.08

Omega ratio

Gain probability vs. loss probability

1.11

1.10

0.00

Calmar ratio

Return relative to maximum drawdown

0.77

0.31

+0.46

Martin ratio

Return relative to average drawdown

2.51

0.96

+1.55

VCR vs. LCGFX - Sharpe Ratio Comparison

The current VCR Sharpe Ratio is 0.45, which is comparable to the LCGFX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of VCR and LCGFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VCRLCGFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

0.40

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.35

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.70

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.31

+0.18

Correlation

The correlation between VCR and LCGFX is 0.83, 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.


Dividends

VCR vs. LCGFX - Dividend Comparison

VCR's dividend yield for the trailing twelve months is around 0.79%, less than LCGFX's 9.78% yield.


TTM20252024202320222021202020192018201720162015
VCR
Vanguard Consumer Discretionary ETF
0.79%0.74%0.74%0.84%0.98%0.79%1.71%1.17%1.37%1.21%1.60%1.32%
LCGFX
William Blair Large Cap Growth Fund
9.78%8.56%5.97%0.00%0.82%4.29%3.83%6.46%17.08%0.56%1.10%9.86%

Drawdowns

VCR vs. LCGFX - Drawdown Comparison

The maximum VCR drawdown since its inception was -61.54%, roughly equal to the maximum LCGFX drawdown of -62.95%. Use the drawdown chart below to compare losses from any high point for VCR and LCGFX.


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Drawdown Indicators


VCRLCGFXDifference

Max Drawdown

Largest peak-to-trough decline

-61.54%

-62.95%

+1.41%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-20.59%

+5.00%

Max Drawdown (5Y)

Largest decline over 5 years

-39.20%

-37.25%

-1.95%

Max Drawdown (10Y)

Largest decline over 10 years

-39.20%

-37.25%

-1.95%

Current Drawdown

Current decline from peak

-12.14%

-17.85%

+5.71%

Average Drawdown

Average peak-to-trough decline

-9.43%

-21.57%

+12.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

6.67%

-1.89%

Volatility

VCR vs. LCGFX - Volatility Comparison

Vanguard Consumer Discretionary ETF (VCR) has a higher volatility of 7.41% compared to William Blair Large Cap Growth Fund (LCGFX) at 6.30%. This indicates that VCR's price experiences larger fluctuations and is considered to be riskier than LCGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCRLCGFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.41%

6.30%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

13.96%

12.19%

+1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

24.28%

22.32%

+1.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.94%

21.78%

+2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.33%

21.24%

+1.09%