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VCR vs. VIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VCR vs. VIG

Last updated Jun 3, 2026

VCR (Vanguard Consumer Discretionary ETF) and VIG (Vanguard Dividend Appreciation ETF) are both exchange-traded funds - VCR is a Consumer Discretionary Equities fund tracking the MSCI US Investable Market Consumer Discretionary 25/50 Index, while VIG is a Dividend fund tracking the S&P U.S. Dividend Growers Index. Both are passively managed. Over the past 10 years, VCR returned 13.55%/yr vs 13.25%/yr for VIG. Their correlation of 0.82 suggests significant overlap in exposure. VCR charges 0.10%/yr vs 0.04%/yr for VIG.

Performance

VCR vs. VIG - Performance Comparison

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

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Returns By Period

In the year-to-date period, VCR achieves a 0.01% return, which is significantly lower than VIG's 7.77% return. Both investments have delivered pretty close results over the past 10 years, with VCR having a 13.55% annualized return and VIG not far behind at 13.25%.

VCR

1D
-0.34%
1M
-0.28%
YTD
0.01%
6M
0.97%
1Y
11.24%
3Y*
15.28%
5Y*
6.49%
10Y*
13.55%

VIG

1D
0.76%
1M
3.28%
YTD
7.77%
6M
7.94%
1Y
20.63%
3Y*
16.56%
5Y*
10.78%
10Y*
13.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCR vs. VIG - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VCR
Vanguard Consumer Discretionary ETF		0.01%5.77%24.27%40.38%-35.15%24.86%48.36%27.45%-2.31%22.82%
VIG
Vanguard Dividend Appreciation ETF		7.77%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-2.08%22.22%

Correlation

The correlation between VCR and VIG is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2006

0.82

The correlation between VCR and VIG shifts across timeframes, from 0.65 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard Consumer Discretionary ETF

Vanguard Dividend Appreciation ETF

Often compared with VCR:
VCR vs. VDCVCR vs. FDISVCR vs. VGTVCR vs. XRTVCR vs. VUGVCR vs. LITVCR vs. RXI
Often compared with VIG:
VIG vs. SCHDVIG vs. VYMVIG vs. VOOVIG vs. DGROVIG vs. VDIGXVIG vs. VTIVIG vs. VTV

Return for Risk

VCR vs. VIG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VCR
VCR Risk / Return Rank: 1919
Overall Rank
VCR Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
VCR Sortino Ratio Rank: 1919
Sortino Ratio Rank
VCR Omega Ratio Rank: 1818
Omega Ratio Rank
VCR Calmar Ratio Rank: 1818
Calmar Ratio Rank
VCR Martin Ratio Rank: 1919
Martin Ratio Rank
VIG
VIG Risk / Return Rank: 6060
Overall Rank
VIG Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 6464
Sortino Ratio Rank
VIG Omega Ratio Rank: 6060
Omega Ratio Rank
VIG Calmar Ratio Rank: 5353
Calmar Ratio Rank
VIG Martin Ratio Rank: 6060
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. VIG - Risk-Adjusted Trends Comparison

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

VCRVIGDifference

Sharpe ratio

Return per unit of total volatility

0.61

2.07

-1.46

Sortino ratio

Return per unit of downside risk

0.97

3.01

-2.04

Omega ratio

Gain probability vs. loss probability

1.12

1.37

-0.25

Calmar ratio

Return relative to maximum drawdown

0.73

2.67

-1.95

Martin ratio

Return relative to average drawdown

2.28

10.82

-8.54

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VCR vs. VIG - Sharpe Ratio Comparison

The current VCR Sharpe Ratio is 0.61, which is lower than the VIG Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of VCR and VIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

VCRVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

2.07

-1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.76

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.83

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.60

-0.09

Drawdowns

VCR vs. VIG - Drawdown Comparison

The maximum VCR drawdown since its inception was -61.54%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for VCR and VIG.

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Drawdown Indicators

VCRVIGDifference

Max Drawdown

Largest peak-to-trough decline

-61.54%

-46.81%

-14.73%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-7.91%

-7.68%

Max Drawdown (3Y)

Largest decline over 3 years

-27.36%

-14.95%

-12.41%

Max Drawdown (5Y)

Largest decline over 5 years

-39.20%

-20.39%

-18.81%

Max Drawdown (10Y)

Largest decline over 10 years

-39.20%

-31.72%

-7.48%

Current Drawdown

Current decline from peak

-4.54%

0.00%

-4.54%

Average Drawdown

Average peak-to-trough decline

-9.40%

-5.52%

-3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

1.96%

+3.00%

Volatility

VCR vs. VIG - Volatility Comparison

Vanguard Consumer Discretionary ETF (VCR) has a higher volatility of 5.22% compared to Vanguard Dividend Appreciation ETF (VIG) at 2.32%. This indicates that VCR's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VCRVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

2.32%

+2.90%

Volatility (6M)

Calculated over the trailing 6-month period

13.06%

7.64%

+5.42%

Volatility (1Y)

Calculated over the trailing 1-year period

18.46%

10.01%

+8.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.99%

14.23%

+9.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.41%

16.05%

+6.36%

VCR vs. VIG - Expense Ratio Comparison

VCR has a 0.10% expense ratio, which is higher than VIG's 0.04% 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%.

Dividends

VCR vs. VIG - Dividend Comparison

VCR's dividend yield for the trailing twelve months is around 0.73%, less than VIG's 1.46% yield.

PositionTTM20252024202320222021202020192018201720162015
VCR
Vanguard Consumer Discretionary ETF		0.73%0.74%0.74%0.84%0.98%0.79%1.71%1.17%1.37%1.21%1.60%1.32%
VIG
Vanguard Dividend Appreciation ETF		1.46%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Frequently Asked Questions

VCR and VIG have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCR has higher volatility (5.22%) compared to VIG (2.32%). In terms of maximum drawdown, VCR dropped -61.54% vs VIG's -46.81%.

On 10-year performance, VCR leads with 13.55% vs 13.25% for VIG. On fees, VIG is cheaper at 0.04% per year. On volatility, VIG has been the lower-risk option at 2.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VCR has performed better with a 13.55% return vs 13.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VIG is cheaper with a 0.04% expense ratio, compared with 0.10% for VCR.

VIG has the higher dividend yield at 1.46%, compared with 0.73% for VCR.

VCR is categorized as Consumer Discretionary Equities, while VIG is Dividend. VCR tracks MSCI US Investable Market Consumer Discretionary 25/50 Index, while VIG tracks S&P U.S. Dividend Growers Index. Their fees differ too: 0.10% for VCR and 0.04% for VIG.

VIG currently has the higher Sharpe Ratio (2.07 vs 0.61), 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.

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