VCR vs. VONG
Compare and contrast key facts about Vanguard Consumer Discretionary ETF (VCR) and Vanguard Russell 1000 Growth ETF (VONG).
VCR and VONG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010. Both VCR and VONG 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 VONG.
Performance
VCR vs. VONG - Performance Comparison
Returns By Period
In the year-to-date period, VCR achieves a 18.75% return, which is significantly lower than VONG's 28.47% return. Over the past 10 years, VCR has underperformed VONG with an annualized return of 13.78%, while VONG has yielded a comparatively higher 16.33% annualized return.
VCR
18.75%
6.46%
16.67%
29.90%
15.83%
13.78%
VONG
28.47%
1.90%
13.41%
35.48%
19.06%
16.33%
Key characteristics
| VCR | VONG | |
|---|---|---|
| Sharpe Ratio | 1.62 | 2.15 |
| Sortino Ratio | 2.23 | 2.81 |
| Omega Ratio | 1.28 | 1.40 |
| Calmar Ratio | 1.42 | 2.74 |
| Martin Ratio | 8.18 | 10.82 |
| Ulcer Index | 3.50% | 3.32% |
| Daily Std Dev | 17.73% | 16.70% |
| Max Drawdown | -61.54% | -32.72% |
| Current Drawdown | -2.91% | -2.80% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VCR vs. VONG - Expense Ratio Comparison
VCR has a 0.10% expense ratio, which is higher than VONG's 0.08% 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%.
Correlation
The correlation between VCR and VONG is 0.86, 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. VONG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Discretionary ETF (VCR) and Vanguard Russell 1000 Growth ETF (VONG). 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. VONG - Dividend Comparison
VCR's dividend yield for the trailing twelve months is around 0.76%, more than VONG's 0.60% 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% |
VONG Vanguard Russell 1000 Growth ETF | 0.60% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
Drawdowns
VCR vs. VONG - Drawdown Comparison
The maximum VCR drawdown since its inception was -61.54%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for VCR and VONG. For additional features, visit the drawdowns tool.
Volatility
VCR vs. VONG - Volatility Comparison
Vanguard Consumer Discretionary ETF (VCR) has a higher volatility of 6.52% compared to Vanguard Russell 1000 Growth ETF (VONG) at 5.61%. This indicates that VCR's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.