VCR vs. VITAX
Compare and contrast key facts about Vanguard Consumer Discretionary ETF (VCR) and Vanguard Information Technology Index Fund Admiral Shares (VITAX).
VCR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Discretionary 25/50 Index. It was launched on Jan 26, 2004. VITAX is a passively managed fund by Vanguard that tracks the performance of the MSCI US IMI Info Technology 25/50. It was launched on Mar 25, 2004. Both VCR and VITAX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VCR or VITAX.
Performance
VCR vs. VITAX - Performance Comparison
Returns By Period
In the year-to-date period, VCR achieves a 18.75% return, which is significantly lower than VITAX's 25.24% return. Over the past 10 years, VCR has underperformed VITAX with an annualized return of 13.78%, while VITAX has yielded a comparatively higher 20.53% annualized return.
VCR
18.75%
6.46%
16.67%
29.90%
15.83%
13.78%
VITAX
25.24%
0.65%
13.56%
33.21%
21.94%
20.53%
Key characteristics
| VCR | VITAX | |
|---|---|---|
| Sharpe Ratio | 1.62 | 1.58 |
| Sortino Ratio | 2.23 | 2.10 |
| Omega Ratio | 1.28 | 1.28 |
| Calmar Ratio | 1.42 | 2.20 |
| Martin Ratio | 8.18 | 7.92 |
| Ulcer Index | 3.50% | 4.24% |
| Daily Std Dev | 17.73% | 21.20% |
| Max Drawdown | -61.54% | -54.81% |
| Current Drawdown | -2.91% | -3.55% |
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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%.
Correlation
The correlation between VCR and VITAX is 0.80, 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.
Risk-Adjusted Performance
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.
Dividends
VCR vs. VITAX - Dividend Comparison
VCR's dividend yield for the trailing twelve months is around 0.76%, more than VITAX's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCR Vanguard Consumer Discretionary ETF | 0.76% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% | 1.23% | 0.84% |
VITAX Vanguard Information Technology Index Fund Admiral Shares | 0.62% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.30% | 0.99% | 1.31% | 1.28% | 1.12% | 1.04% |
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.
Volatility
VCR vs. VITAX - Volatility Comparison
Vanguard Consumer Discretionary ETF (VCR) and Vanguard Information Technology Index Fund Admiral Shares (VITAX) have volatilities of 6.52% and 6.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.