VCSAX vs. KXI
Compare and contrast key facts about Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX) and iShares Global Consumer Staples ETF (KXI).
VCSAX is managed by Vanguard. It was launched on Jan 30, 2004. KXI is a passively managed fund by iShares that tracks the performance of the S&P Global Consumer Staples Index. It was launched on Sep 21, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VCSAX or KXI.
Key characteristics
| VCSAX | KXI | |
|---|---|---|
| YTD Return | 14.93% | 5.94% |
| 1Y Return | 19.80% | 9.82% |
| 3Y Return (Ann) | 6.99% | 2.00% |
| 5Y Return (Ann) | 9.36% | 5.16% |
| 10Y Return (Ann) | 8.54% | 5.68% |
| Sharpe Ratio | 2.12 | 1.17 |
| Sortino Ratio | 3.05 | 1.70 |
| Omega Ratio | 1.37 | 1.20 |
| Calmar Ratio | 2.49 | 1.21 |
| Martin Ratio | 13.91 | 5.85 |
| Ulcer Index | 1.52% | 1.98% |
| Daily Std Dev | 9.96% | 9.90% |
| Max Drawdown | -34.34% | -42.27% |
| Current Drawdown | -2.02% | -6.09% |
Correlation
The correlation between VCSAX and KXI is 0.88, 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.
Performance
VCSAX vs. KXI - Performance Comparison
In the year-to-date period, VCSAX achieves a 14.93% return, which is significantly higher than KXI's 5.94% return. Over the past 10 years, VCSAX has outperformed KXI with an annualized return of 8.54%, while KXI has yielded a comparatively lower 5.68% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VCSAX vs. KXI - Expense Ratio Comparison
VCSAX has a 0.10% expense ratio, which is lower than KXI's 0.46% expense ratio.
Risk-Adjusted Performance
VCSAX vs. KXI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX) and iShares Global Consumer Staples ETF (KXI). 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
VCSAX vs. KXI - Dividend Comparison
VCSAX's dividend yield for the trailing twelve months is around 2.56%, less than KXI's 2.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCSAX Vanguard Consumer Staples Index Fund Admiral Shares | 2.56% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.77% | 2.52% | 2.40% | 2.56% | 1.92% | 2.21% |
KXI iShares Global Consumer Staples ETF | 2.92% | 2.99% | 1.98% | 2.26% | 2.34% | 2.17% | 2.98% | 2.17% | 2.34% | 2.20% | 2.35% | 2.03% |
Drawdowns
VCSAX vs. KXI - Drawdown Comparison
The maximum VCSAX drawdown since its inception was -34.34%, smaller than the maximum KXI drawdown of -42.27%. Use the drawdown chart below to compare losses from any high point for VCSAX and KXI. For additional features, visit the drawdowns tool.
Volatility
VCSAX vs. KXI - Volatility Comparison
The current volatility for Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX) is 2.69%, while iShares Global Consumer Staples ETF (KXI) has a volatility of 3.17%. This indicates that VCSAX experiences smaller price fluctuations and is considered to be less risky than KXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.