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VCR vs. VDC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VCR and VDC is 0.72, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

VCR vs. VDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Consumer Discretionary ETF (VCR) and Vanguard Consumer Staples ETF (VDC). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
746.86%
602.47%
VCR
VDC

Key characteristics

Sharpe Ratio

VCR:

0.39

VDC:

0.91

Sortino Ratio

VCR:

0.73

VDC:

1.38

Omega Ratio

VCR:

1.09

VDC:

1.17

Calmar Ratio

VCR:

0.37

VDC:

1.33

Martin Ratio

VCR:

1.19

VDC:

4.34

Ulcer Index

VCR:

8.47%

VDC:

2.73%

Daily Std Dev

VCR:

25.70%

VDC:

13.06%

Max Drawdown

VCR:

-61.54%

VDC:

-34.24%

Current Drawdown

VCR:

-19.76%

VDC:

-2.86%

Returns By Period

In the year-to-date period, VCR achieves a -14.35% return, which is significantly lower than VDC's 3.93% return. Over the past 10 years, VCR has outperformed VDC with an annualized return of 11.35%, while VDC has yielded a comparatively lower 8.35% annualized return.


VCR

YTD

-14.35%

1M

-6.10%

6M

-4.63%

1Y

8.05%

5Y*

14.95%

10Y*

11.35%

VDC

YTD

3.93%

1M

3.26%

6M

2.29%

1Y

10.77%

5Y*

10.83%

10Y*

8.35%

*Annualized

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VCR vs. VDC - Expense Ratio Comparison

Both VCR and VDC have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for VCR: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VCR: 0.10%
Expense ratio chart for VDC: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VDC: 0.10%

Risk-Adjusted Performance

VCR vs. VDC — Risk-Adjusted Performance Rank

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

VCR
The Risk-Adjusted Performance Rank of VCR is 5252
Overall Rank
The Sharpe Ratio Rank of VCR is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of VCR is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VCR is 5353
Omega Ratio Rank
The Calmar Ratio Rank of VCR is 5454
Calmar Ratio Rank
The Martin Ratio Rank of VCR is 4848
Martin Ratio Rank

VDC
The Risk-Adjusted Performance Rank of VDC is 8181
Overall Rank
The Sharpe Ratio Rank of VDC is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VDC is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VDC is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VDC is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VDC is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VCR vs. VDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Discretionary ETF (VCR) and Vanguard Consumer Staples ETF (VDC). 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.


The chart of Sharpe ratio for VCR, currently valued at 0.39, compared to the broader market-1.000.001.002.003.004.00
VCR: 0.39
VDC: 0.91
The chart of Sortino ratio for VCR, currently valued at 0.73, compared to the broader market-2.000.002.004.006.008.00
VCR: 0.73
VDC: 1.38
The chart of Omega ratio for VCR, currently valued at 1.09, compared to the broader market0.501.001.502.00
VCR: 1.09
VDC: 1.17
The chart of Calmar ratio for VCR, currently valued at 0.37, compared to the broader market0.002.004.006.008.0010.0012.00
VCR: 0.37
VDC: 1.33
The chart of Martin ratio for VCR, currently valued at 1.19, compared to the broader market0.0020.0040.0060.00
VCR: 1.19
VDC: 4.34

The current VCR Sharpe Ratio is 0.39, which is lower than the VDC Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of VCR and VDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.39
0.91
VCR
VDC

Dividends

VCR vs. VDC - Dividend Comparison

VCR's dividend yield for the trailing twelve months is around 0.91%, less than VDC's 2.40% yield.


TTM20242023202220212020201920182017201620152014
VCR
Vanguard Consumer Discretionary ETF
0.91%0.74%0.84%0.98%0.79%1.71%1.17%1.37%1.21%1.60%1.32%1.23%
VDC
Vanguard Consumer Staples ETF
2.40%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%

Drawdowns

VCR vs. VDC - Drawdown Comparison

The maximum VCR drawdown since its inception was -61.54%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for VCR and VDC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.76%
-2.86%
VCR
VDC

Volatility

VCR vs. VDC - Volatility Comparison

Vanguard Consumer Discretionary ETF (VCR) has a higher volatility of 16.18% compared to Vanguard Consumer Staples ETF (VDC) at 8.04%. This indicates that VCR's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.18%
8.04%
VCR
VDC