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

Correlation

The correlation between VCR and VITAX is 0.87, 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: 0.9

Performance

VCR vs. VITAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Consumer Discretionary ETF (VCR) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
746.86%
1,228.50%
VCR
VITAX

Key characteristics

Sharpe Ratio

VCR:

0.39

VITAX:

0.38

Sortino Ratio

VCR:

0.73

VITAX:

0.73

Omega Ratio

VCR:

1.09

VITAX:

1.10

Calmar Ratio

VCR:

0.37

VITAX:

0.42

Martin Ratio

VCR:

1.19

VITAX:

1.46

Ulcer Index

VCR:

8.47%

VITAX:

7.84%

Daily Std Dev

VCR:

25.70%

VITAX:

30.39%

Max Drawdown

VCR:

-61.54%

VITAX:

-54.81%

Current Drawdown

VCR:

-19.76%

VITAX:

-16.66%

Returns By Period

In the year-to-date period, VCR achieves a -14.35% return, which is significantly lower than VITAX's -13.21% return. Over the past 10 years, VCR has underperformed VITAX with an annualized return of 11.35%, while VITAX has yielded a comparatively higher 18.48% annualized return.


VCR

YTD

-14.35%

1M

-6.10%

6M

-4.63%

1Y

8.05%

5Y*

14.95%

10Y*

11.35%

VITAX

YTD

-13.21%

1M

-6.63%

6M

-9.85%

1Y

9.36%

5Y*

19.12%

10Y*

18.48%

*Annualized

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VCR vs. VITAX - Expense Ratio Comparison

Both VCR and VITAX 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 VITAX: 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%
VITAX: 0.10%

Risk-Adjusted Performance

VCR vs. VITAX — 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

VITAX
The Risk-Adjusted Performance Rank of VITAX is 5353
Overall Rank
The Sharpe Ratio Rank of VITAX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of VITAX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of VITAX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of VITAX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of VITAX is 5151
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. VITAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Discretionary ETF (VCR) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). 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
VITAX: 0.38
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
VITAX: 0.73
The chart of Omega ratio for VCR, currently valued at 1.09, compared to the broader market0.501.001.502.00
VCR: 1.09
VITAX: 1.10
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
VITAX: 0.42
The chart of Martin ratio for VCR, currently valued at 1.19, compared to the broader market0.0020.0040.0060.00
VCR: 1.19
VITAX: 1.46

The current VCR Sharpe Ratio is 0.39, which is comparable to the VITAX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of VCR and VITAX, 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
0.38
VCR
VITAX

Dividends

VCR vs. VITAX - Dividend Comparison

VCR's dividend yield for the trailing twelve months is around 0.91%, more than VITAX's 0.59% 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%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
0.59%0.60%0.65%0.91%0.64%0.82%1.11%1.30%0.99%1.31%1.28%1.12%

Drawdowns

VCR vs. VITAX - Drawdown Comparison

The maximum VCR drawdown since its inception was -61.54%, which is greater than VITAX's maximum drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for VCR and VITAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.76%
-16.66%
VCR
VITAX

Volatility

VCR vs. VITAX - Volatility Comparison

The current volatility for Vanguard Consumer Discretionary ETF (VCR) is 16.18%, while Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a volatility of 19.68%. This indicates that VCR experiences smaller price fluctuations and is considered to be less risky than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
16.18%
19.68%
VCR
VITAX