VCSAX vs. VCDAX
Compare and contrast key facts about Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX) and Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX).
VCSAX is managed by Vanguard. It was launched on Jan 30, 2004. VCDAX is managed by Vanguard. It was launched on Jul 14, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VCSAX or VCDAX.
Key characteristics
| VCSAX | VCDAX | |
|---|---|---|
| YTD Return | 14.74% | 22.44% |
| 1Y Return | 21.34% | 38.16% |
| 3Y Return (Ann) | 6.95% | 3.24% |
| 5Y Return (Ann) | 9.33% | 16.71% |
| 10Y Return (Ann) | 8.53% | 14.13% |
| Sharpe Ratio | 2.21 | 2.27 |
| Sortino Ratio | 3.16 | 3.04 |
| Omega Ratio | 1.38 | 1.38 |
| Calmar Ratio | 2.43 | 1.79 |
| Martin Ratio | 14.61 | 11.54 |
| Ulcer Index | 1.51% | 3.50% |
| Daily Std Dev | 9.98% | 17.76% |
| Max Drawdown | -34.34% | -61.66% |
| Current Drawdown | -2.18% | 0.00% |
Correlation
The correlation between VCSAX and VCDAX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VCSAX vs. VCDAX - Performance Comparison
In the year-to-date period, VCSAX achieves a 14.74% return, which is significantly lower than VCDAX's 22.44% return. Over the past 10 years, VCSAX has underperformed VCDAX with an annualized return of 8.53%, while VCDAX has yielded a comparatively higher 14.13% 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. VCDAX - Expense Ratio Comparison
Both VCSAX and VCDAX 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%.
Risk-Adjusted Performance
VCSAX vs. VCDAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX) and Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX). 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. VCDAX - Dividend Comparison
VCSAX's dividend yield for the trailing twelve months is around 2.56%, more than VCDAX's 0.73% 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% |
VCDAX Vanguard Consumer Discretionary Index Fund Admiral Shares | 0.73% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.33% | 1.22% | 0.86% |
Drawdowns
VCSAX vs. VCDAX - Drawdown Comparison
The maximum VCSAX drawdown since its inception was -34.34%, smaller than the maximum VCDAX drawdown of -61.66%. Use the drawdown chart below to compare losses from any high point for VCSAX and VCDAX. For additional features, visit the drawdowns tool.
Volatility
VCSAX vs. VCDAX - Volatility Comparison
The current volatility for Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX) is 2.81%, while Vanguard Consumer Discretionary Index Fund Admiral Shares (VCDAX) has a volatility of 5.76%. This indicates that VCSAX experiences smaller price fluctuations and is considered to be less risky than VCDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.