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VCR vs. VTV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VCR vs. VTV

Last updated Jun 3, 2026

VCR (Vanguard Consumer Discretionary ETF) and VTV (Vanguard Value 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 VTV is a Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Both are passively managed. Over the past 10 years, VCR returned 13.55%/yr vs 12.48%/yr for VTV. A 0.76 correlation means they provide meaningful diversification when combined. VCR charges 0.10%/yr vs 0.04%/yr for VTV.

Performance

VCR vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Consumer Discretionary ETF (VCR) and Vanguard Value ETF (VTV). 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 VTV's 12.28% return. Over the past 10 years, VCR has outperformed VTV with an annualized return of 13.55%, while VTV has yielded a comparatively lower 12.48% annualized return.

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%

VTV

1D
0.88%
1M
3.55%
YTD
12.28%
6M
14.14%
1Y
26.90%
3Y*
18.27%
5Y*
11.31%
10Y*
12.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCR vs. VTV - 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%
VTV
Vanguard Value ETF		12.28%15.27%15.95%9.32%-2.09%26.53%2.33%25.66%-5.47%17.15%

Correlation

The correlation between VCR and VTV is 0.60, 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

0.60

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

0.63

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

0.66

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

0.68

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2004

0.76

The correlation between VCR and VTV shifts across timeframes, from 0.60 (1 year) to 0.76 (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 Value ETF

Often compared with VCR:
VCR vs. VDCVCR vs. FDISVCR vs. VGTVCR vs. XRTVCR vs. VUGVCR vs. LITVCR vs. RXI
Often compared with VTV:
VTV vs. SCHDVTV vs. VOOVTV vs. VTIVTV vs. VUGVTV vs. VYMVTV vs. SCHVVTV vs. VIG

Return for Risk

VCR vs. VTV — 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
VTV
VTV Risk / Return Rank: 8181
Overall Rank
VTV Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VTV Sortino Ratio Rank: 8484
Sortino Ratio Rank
VTV Omega Ratio Rank: 7979
Omega Ratio Rank
VTV Calmar Ratio Rank: 8181
Calmar Ratio Rank
VTV Martin Ratio Rank: 8181
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. VTV - Risk-Adjusted Trends Comparison

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

VCRVTVDifference

Sharpe ratio

Return per unit of total volatility

0.61

2.67

-2.06

Sortino ratio

Return per unit of downside risk

0.97

3.82

-2.85

Omega ratio

Gain probability vs. loss probability

1.12

1.48

-0.36

Calmar ratio

Return relative to maximum drawdown

0.73

4.27

-3.54

Martin ratio

Return relative to average drawdown

2.28

16.15

-13.87

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. VTV - Sharpe Ratio Comparison

The current VCR Sharpe Ratio is 0.61, which is lower than the VTV Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of VCR and VTV, 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

VCRVTVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

2.67

-2.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.82

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.75

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.51

0.00

Drawdowns

VCR vs. VTV - Drawdown Comparison

The maximum VCR drawdown since its inception was -61.54%, roughly equal to the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for VCR and VTV.

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Drawdown Indicators

VCRVTVDifference

Max Drawdown

Largest peak-to-trough decline

-61.54%

-59.27%

-2.27%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-6.35%

-9.24%

Max Drawdown (3Y)

Largest decline over 3 years

-27.36%

-14.52%

-12.84%

Max Drawdown (5Y)

Largest decline over 5 years

-39.20%

-17.04%

-22.16%

Max Drawdown (10Y)

Largest decline over 10 years

-39.20%

-36.78%

-2.42%

Current Drawdown

Current decline from peak

-4.54%

0.00%

-4.54%

Average Drawdown

Average peak-to-trough decline

-9.40%

-7.87%

-1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

1.68%

+3.28%

Volatility

VCR vs. VTV - Volatility Comparison

Vanguard Consumer Discretionary ETF (VCR) has a higher volatility of 5.22% compared to Vanguard Value ETF (VTV) at 2.65%. This indicates that VCR's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VCRVTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

2.65%

+2.57%

Volatility (6M)

Calculated over the trailing 6-month period

13.06%

7.59%

+5.47%

Volatility (1Y)

Calculated over the trailing 1-year period

18.46%

10.11%

+8.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.99%

13.88%

+10.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.41%

16.67%

+5.74%

VCR vs. VTV - Expense Ratio Comparison

VCR has a 0.10% expense ratio, which is higher than VTV'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. VTV - Dividend Comparison

VCR's dividend yield for the trailing twelve months is around 0.73%, less than VTV's 1.86% 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%
VTV
Vanguard Value ETF		1.86%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%

Frequently Asked Questions

VCR and VTV have a correlation of 0.60, 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 VTV (2.65%). In terms of maximum drawdown, VCR dropped -61.54% vs VTV's -59.27%.

On 10-year performance, VCR leads with 13.55% vs 12.48% for VTV. On fees, VTV is cheaper at 0.04% per year. On volatility, VTV has been the lower-risk option at 2.65%. 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 12.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

VTV has the higher dividend yield at 1.86%, compared with 0.73% for VCR.

VCR is categorized as Consumer Discretionary Equities, while VTV is Large Cap Value Equities. VCR tracks MSCI US Investable Market Consumer Discretionary 25/50 Index, while VTV tracks CRSP US Large Cap Value Index. Their fees differ too: 0.10% for VCR and 0.04% for VTV.

VTV currently has the higher Sharpe Ratio (2.67 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.

Portfolio Optimizer

Find the right allocation for VCR and VTV

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