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VDADX vs. VCSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VDADX vs. VCSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) and Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX). The values are adjusted to include any dividend payments, if applicable.

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VDADX vs. VCSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
-3.77%14.17%16.99%14.44%-9.80%23.59%15.47%29.68%-2.06%22.22%
VCSAX
Vanguard Consumer Staples Index Fund Admiral Shares
6.73%2.11%13.29%2.38%-1.75%18.56%10.90%26.08%-7.72%11.79%

Returns By Period

In the year-to-date period, VDADX achieves a -3.77% return, which is significantly lower than VCSAX's 6.73% return. Over the past 10 years, VDADX has outperformed VCSAX with an annualized return of 12.01%, while VCSAX has yielded a comparatively lower 7.79% annualized return.


VDADX

1D
0.00%
1M
-7.14%
YTD
-3.77%
6M
-1.63%
1Y
10.40%
3Y*
13.00%
5Y*
9.45%
10Y*
12.01%

VCSAX

1D
0.42%
1M
-7.73%
YTD
6.73%
6M
6.01%
1Y
4.71%
3Y*
7.58%
5Y*
7.46%
10Y*
7.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VDADX vs. VCSAX - Expense Ratio Comparison

VDADX has a 0.08% expense ratio, which is lower than VCSAX's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VDADX vs. VCSAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VDADX
VDADX Risk / Return Rank: 3737
Overall Rank
VDADX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VDADX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VDADX Omega Ratio Rank: 3737
Omega Ratio Rank
VDADX Calmar Ratio Rank: 3434
Calmar Ratio Rank
VDADX Martin Ratio Rank: 4141
Martin Ratio Rank

VCSAX
VCSAX Risk / Return Rank: 1818
Overall Rank
VCSAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VCSAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
VCSAX Omega Ratio Rank: 1616
Omega Ratio Rank
VCSAX Calmar Ratio Rank: 2222
Calmar Ratio Rank
VCSAX Martin Ratio Rank: 1616
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.

VDADX vs. VCSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) and Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX). 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.


VDADXVCSAXDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.46

+0.30

Sortino ratio

Return per unit of downside risk

1.18

0.76

+0.42

Omega ratio

Gain probability vs. loss probability

1.17

1.09

+0.08

Calmar ratio

Return relative to maximum drawdown

0.92

0.62

+0.30

Martin ratio

Return relative to average drawdown

4.19

1.56

+2.63

VDADX vs. VCSAX - Sharpe Ratio Comparison

The current VDADX Sharpe Ratio is 0.76, which is higher than the VCSAX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of VDADX and VCSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VDADXVCSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.46

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.58

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.54

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.66

+0.05

Correlation

The correlation between VDADX and VCSAX is 0.73, 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.


Dividends

VDADX vs. VCSAX - Dividend Comparison

VDADX's dividend yield for the trailing twelve months is around 1.62%, less than VCSAX's 2.15% yield.


TTM20252024202320222021202020192018201720162015
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
1.62%1.60%1.71%1.86%1.94%1.53%1.61%1.69%2.07%1.88%2.14%2.34%
VCSAX
Vanguard Consumer Staples Index Fund Admiral Shares
2.15%2.26%2.33%2.65%2.37%2.99%2.50%2.44%2.78%2.52%2.40%2.56%

Drawdowns

VDADX vs. VCSAX - Drawdown Comparison

The maximum VDADX drawdown since its inception was -31.70%, smaller than the maximum VCSAX drawdown of -34.34%. Use the drawdown chart below to compare losses from any high point for VDADX and VCSAX.


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Drawdown Indicators


VDADXVCSAXDifference

Max Drawdown

Largest peak-to-trough decline

-31.70%

-34.34%

+2.64%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-9.28%

-1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-20.42%

-16.56%

-3.86%

Max Drawdown (10Y)

Largest decline over 10 years

-31.70%

-25.08%

-6.62%

Current Drawdown

Current decline from peak

-7.93%

-7.73%

-0.20%

Average Drawdown

Average peak-to-trough decline

-3.44%

-3.72%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

3.72%

-1.32%

Volatility

VDADX vs. VCSAX - Volatility Comparison

The current volatility for Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) is 3.33%, while Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX) has a volatility of 3.99%. This indicates that VDADX experiences smaller price fluctuations and is considered to be less risky than VCSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDADXVCSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

3.99%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

8.98%

-1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

15.23%

13.74%

+1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.28%

13.00%

+1.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.18%

14.60%

+1.58%