VDC vs. CAG

Last updated Apr 1, 2026

Compare and contrast key facts about Vanguard Consumer Staples ETF (VDC) and Conagra Brands, Inc. (CAG).

VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004.

Performance

VDC vs. CAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Consumer Staples ETF (VDC) and Conagra Brands, Inc. (CAG). The values are adjusted to include any dividend payments, if applicable.

VDC vs. CAG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VDC Vanguard Consumer Staples ETF	6.90%	2.17%	13.30%	2.38%	-1.79%	17.64%	10.86%	26.11%	-7.79%	11.85%
CAG Conagra Brands, Inc.	-7.39%	-33.32%	1.46%	-22.82%	17.52%	-2.55%	8.69%	65.50%	-41.99%	-2.55%

Returns By Period

In the year-to-date period, VDC achieves a 6.90% return, which is significantly higher than CAG's -7.39% return. Over the past 10 years, VDC has outperformed CAG with an annualized return of 7.72%, while CAG has yielded a comparatively lower -4.43% annualized return.

VDC

• 1D: 0.23%
• 1M: -7.52%
• YTD: 6.90%
• 6M: 6.26%
• 1Y: 4.94%
• 3Y*: 7.68%
• 5Y*: 7.34%
• 10Y*: 7.72%

CAG

• 1D: -0.06%
• 1M: -18.34%
• YTD: -7.39%
• 6M: -10.65%
• 1Y: -36.62%
• 3Y*: -20.96%
• 5Y*: -11.78%
• 10Y*: -4.43%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VDC vs. CAG — Risk / Return Rank

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

VDC

VDC Risk / Return Rank: 25
VDC Sharpe Ratio Rank: 24
VDC Sortino Ratio Rank: 24
VDC Omega Ratio Rank: 22
VDC Calmar Ratio Rank: 31
VDC Martin Ratio Rank: 26

CAG

CAG Risk / Return Rank: 5
CAG Sharpe Ratio Rank: 1
CAG Sortino Ratio Rank: 2
CAG Omega Ratio Rank: 4
CAG Calmar Ratio Rank: 7
CAG Martin Ratio Rank: 13

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.

VDC vs. CAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples ETF (VDC) and Conagra Brands, Inc. (CAG). 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.

	VDC	CAG	Difference
Sharpe ratio Return per unit of total volatility	0.36	-1.35	+1.72
Sortino ratio Return per unit of downside risk	0.62	-2.01	+2.64
Omega ratio Gain probability vs. loss probability	1.08	0.78	+0.30
Calmar ratio Return relative to maximum drawdown	0.71	-0.93	+1.63
Martin ratio Return relative to average drawdown	1.76	-1.40	+3.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VDC vs. CAG - Sharpe Ratio Comparison

The current VDC Sharpe Ratio is 0.36, which is higher than the CAG Sharpe Ratio of -1.35. The chart below compares the historical Sharpe Ratios of VDC and CAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VDC	CAG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.36	-1.35	+1.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	-0.52	+1.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	-0.17	+0.70
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.26	+0.41

Correlation

The correlation between VDC and CAG is 0.59, 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.

Dividends

VDC vs. CAG - Dividend Comparison

VDC's dividend yield for the trailing twelve months is around 2.15%, less than CAG's 8.91% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VDC Vanguard Consumer Staples ETF	2.15%	2.26%	2.33%	2.65%	2.37%	2.14%	2.50%	2.44%	2.78%	2.52%	2.39%	2.55%
CAG Conagra Brands, Inc.	8.91%	8.09%	5.05%	4.75%	3.32%	3.44%	2.52%	2.48%	3.98%	2.19%	29.36%	2.37%

Drawdowns

VDC vs. CAG - Drawdown Comparison

The maximum VDC drawdown since its inception was -34.24%, smaller than the maximum CAG drawdown of -56.95%. Use the drawdown chart below to compare losses from any high point for VDC and CAG.

Drawdown Indicators

	VDC	CAG	Difference
Max Drawdown Largest peak-to-trough decline	-34.24%	-56.95%	+22.71%
Max Drawdown (1Y) Largest decline over 1 year	-9.28%	-39.13%	+29.85%
Max Drawdown (5Y) Largest decline over 5 years	-16.55%	-55.94%	+39.39%
Max Drawdown (10Y) Largest decline over 10 years	-25.31%	-55.94%	+30.63%
Current Drawdown Current decline from peak	-7.52%	-54.32%	+46.80%
Average Drawdown Average peak-to-trough decline	-3.71%	-15.56%	+11.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.73%	26.04%	-22.31%

Volatility

VDC vs. CAG - Volatility Comparison

The current volatility for Vanguard Consumer Staples ETF (VDC) is 3.89%, while Conagra Brands, Inc. (CAG) has a volatility of 10.71%. This indicates that VDC experiences smaller price fluctuations and is considered to be less risky than CAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VDC	CAG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.89%	10.71%	-6.82%
Volatility (6M) Calculated over the trailing 6-month period	8.98%	21.41%	-12.43%
Volatility (1Y) Calculated over the trailing 1-year period	13.75%	27.13%	-13.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.98%	22.93%	-9.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.59%	25.98%	-11.39%