VDC vs. DPZ

Last updated Apr 1, 2026

Compare and contrast key facts about Vanguard Consumer Staples ETF (VDC) and Domino's Pizza, Inc. (DPZ).

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. DPZ - Performance Comparison

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

VDC vs. DPZ - 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%
DPZ Domino's Pizza, Inc.	-13.49%	0.88%	3.18%	20.69%	-37.88%	48.39%	31.63%	19.63%	32.37%	19.82%

Returns By Period

In the year-to-date period, VDC achieves a 6.90% return, which is significantly higher than DPZ's -13.49% return. Over the past 10 years, VDC has underperformed DPZ with an annualized return of 7.72%, while DPZ has yielded a comparatively higher 11.65% 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%

DPZ

• 1D: 1.66%
• 1M: -10.41%
• YTD: -13.49%
• 6M: -16.13%
• 1Y: -20.59%
• 3Y*: 4.36%
• 5Y*: 0.52%
• 10Y*: 11.65%

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

Return for Risk

VDC vs. DPZ — 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

DPZ

DPZ Risk / Return Rank: 13
DPZ Sharpe Ratio Rank: 8
DPZ Sortino Ratio Rank: 10
DPZ Omega Ratio Rank: 12
DPZ Calmar Ratio Rank: 20
DPZ Martin Ratio Rank: 15

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. DPZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples ETF (VDC) and Domino's Pizza, Inc. (DPZ). 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	DPZ	Difference
Sharpe ratio Return per unit of total volatility	0.36	-0.84	+1.20
Sortino ratio Return per unit of downside risk	0.62	-1.15	+1.77
Omega ratio Gain probability vs. loss probability	1.08	0.87	+0.20
Calmar ratio Return relative to maximum drawdown	0.71	-0.64	+1.34
Martin ratio Return relative to average drawdown	1.76	-1.35	+3.11
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. DPZ - Sharpe Ratio Comparison

The current VDC Sharpe Ratio is 0.36, which is higher than the DPZ Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of VDC and DPZ, 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	DPZ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.36	-0.84	+1.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.02	+0.55
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	0.39	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.60	+0.08

Correlation

The correlation between VDC and DPZ is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

VDC vs. DPZ - Dividend Comparison

VDC's dividend yield for the trailing twelve months is around 2.15%, more than DPZ's 2.01% 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%
DPZ Domino's Pizza, Inc.	2.01%	1.67%	1.44%	1.17%	1.27%	0.67%	0.81%	0.89%	0.89%	0.97%	0.95%	1.11%

Drawdowns

VDC vs. DPZ - Drawdown Comparison

The maximum VDC drawdown since its inception was -34.24%, smaller than the maximum DPZ drawdown of -86.66%. Use the drawdown chart below to compare losses from any high point for VDC and DPZ.

Drawdown Indicators

	VDC	DPZ	Difference
Max Drawdown Largest peak-to-trough decline	-34.24%	-86.66%	+52.42%
Max Drawdown (1Y) Largest decline over 1 year	-9.28%	-28.84%	+19.56%
Max Drawdown (5Y) Largest decline over 5 years	-16.55%	-47.81%	+31.26%
Max Drawdown (10Y) Largest decline over 10 years	-25.31%	-47.81%	+22.50%
Current Drawdown Current decline from peak	-7.52%	-32.49%	+24.97%
Average Drawdown Average peak-to-trough decline	-3.71%	-16.27%	+12.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.73%	13.59%	-9.86%

Volatility

VDC vs. DPZ - Volatility Comparison

The current volatility for Vanguard Consumer Staples ETF (VDC) is 3.89%, while Domino's Pizza, Inc. (DPZ) has a volatility of 9.08%. This indicates that VDC experiences smaller price fluctuations and is considered to be less risky than DPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VDC	DPZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.89%	9.08%	-5.19%
Volatility (6M) Calculated over the trailing 6-month period	8.98%	17.88%	-8.90%
Volatility (1Y) Calculated over the trailing 1-year period	13.75%	24.85%	-11.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.98%	29.21%	-16.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.59%	29.89%	-15.30%