VCR vs. VUG
Compare and contrast key facts about Vanguard Consumer Discretionary ETF (VCR) and Vanguard Growth ETF (VUG).
VCR and VUG 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. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both VCR and VUG 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 VUG.
Performance
VCR vs. VUG - Performance Comparison
Returns By Period
In the year-to-date period, VCR achieves a 18.75% return, which is significantly lower than VUG's 28.45% return. Over the past 10 years, VCR has underperformed VUG with an annualized return of 13.78%, while VUG has yielded a comparatively higher 15.45% annualized return.
VCR
18.75%
6.46%
16.67%
29.90%
15.83%
13.78%
VUG
28.45%
2.21%
13.73%
35.45%
18.64%
15.45%
Key characteristics
| VCR | VUG | |
|---|---|---|
| Sharpe Ratio | 1.62 | 2.14 |
| Sortino Ratio | 2.23 | 2.80 |
| Omega Ratio | 1.28 | 1.39 |
| Calmar Ratio | 1.42 | 2.78 |
| Martin Ratio | 8.18 | 10.98 |
| Ulcer Index | 3.50% | 3.28% |
| Daily Std Dev | 17.73% | 16.84% |
| Max Drawdown | -61.54% | -50.68% |
| Current Drawdown | -2.91% | -2.68% |
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VCR vs. VUG - Expense Ratio Comparison
VCR has a 0.10% expense ratio, which is higher than VUG'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%.
Correlation
The correlation between VCR and VUG 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.
Risk-Adjusted Performance
VCR vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Discretionary ETF (VCR) and Vanguard Growth ETF (VUG). 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. VUG - Dividend Comparison
VCR's dividend yield for the trailing twelve months is around 0.76%, more than VUG's 0.49% 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% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
VCR vs. VUG - Drawdown Comparison
The maximum VCR drawdown since its inception was -61.54%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for VCR and VUG. For additional features, visit the drawdowns tool.
Volatility
VCR vs. VUG - Volatility Comparison
Vanguard Consumer Discretionary ETF (VCR) has a higher volatility of 6.52% compared to Vanguard Growth ETF (VUG) at 5.49%. This indicates that VCR's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.