VDC vs. FAGIX

Last updated Jun 14, 2026

VDC (Vanguard Consumer Staples ETF) and FAGIX (Fidelity Capital & Income Fund) are both funds - VDC is a Consumer Staples Equities fund tracking the MSCI US Investable Market Consumer Staples 25/50 Index, while FAGIX is a High Yield Bonds fund actively managed by Fidelity. VDC is passively managed, while FAGIX is actively managed. Over the past 10 years, VDC returned 8.03%/yr vs 8.03%/yr for FAGIX. At a 0.40 correlation, their price movements are largely independent. VDC charges 0.09%/yr vs 0.67%/yr for FAGIX.

Performance

VDC vs. FAGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Consumer Staples ETF (VDC) and Fidelity Capital & Income Fund (FAGIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VDC achieves a 10.55% return, which is significantly higher than FAGIX's 7.40% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: VDC at 8.03% and FAGIX at 8.03%.

VDC

• 1D: 0.65%
• 1M: 0.43%
• YTD: 10.55%
• 6M: 8.59%
• 1Y: 8.56%
• 3Y*: 9.05%
• 5Y*: 7.16%
• 10Y*: 8.03%

FAGIX

• 1D: 1.15%
• 1M: 0.42%
• YTD: 7.40%
• 6M: 7.95%
• 1Y: 17.42%
• 3Y*: 12.87%
• 5Y*: 6.75%
• 10Y*: 8.03%

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

VDC vs. FAGIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VDC Vanguard Consumer Staples ETF	10.55%	2.17%	13.30%	2.38%	-1.79%	17.64%	10.86%	26.11%	-7.79%	11.85%
FAGIX Fidelity Capital & Income Fund	7.40%	12.38%	10.69%	13.02%	-11.50%	11.13%	9.95%	18.96%	-7.17%	11.66%

Correlation

The correlation between VDC and FAGIX is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (10Y) Calculated over the trailing 10-year period	0.36
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004	0.40

The correlation between VDC and FAGIX shifts across timeframes, from -0.06 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VDC vs. FAGIX — Risk / Return Rank

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

VDC

VDC Risk / Return Rank: 19
VDC Sharpe Ratio Rank: 20
VDC Sortino Ratio Rank: 19
VDC Omega Ratio Rank: 18
VDC Calmar Ratio Rank: 20
VDC Martin Ratio Rank: 18

FAGIX

FAGIX Risk / Return Rank: 91
FAGIX Sharpe Ratio Rank: 91
FAGIX Sortino Ratio Rank: 88
FAGIX Omega Ratio Rank: 87
FAGIX Calmar Ratio Rank: 95
FAGIX Martin Ratio Rank: 96

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. FAGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples ETF (VDC) and Fidelity Capital & Income Fund (FAGIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VDC	FAGIX	Difference
Sharpe ratio: Return per unit of total volatility	0.58	2.63	-2.05
Sortino ratio: Return per unit of downside risk	0.93	3.75	-2.83
Omega ratio: Gain probability vs. loss probability	1.11	1.52	-0.41
Calmar ratio: Return relative to maximum drawdown	0.79	4.85	-4.06
Martin ratio: Return relative to average drawdown	1.60	19.86	-18.26

VDC vs. FAGIX - Sharpe Ratio Comparison

The current VDC Sharpe Ratio is 0.58, which is lower than the FAGIX Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of VDC and FAGIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VDC vs. FAGIX - Drawdown Comparison

The maximum VDC drawdown since its inception was -34.24%, smaller than the maximum FAGIX drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for VDC and FAGIX.

Drawdown Indicators

	VDC	FAGIX	Difference
Max Drawdown Largest peak-to-trough decline	-34.24%	-37.97%	+3.73%
Max Drawdown (1Y) Largest decline over 1 year	-9.28%	-3.49%	-5.79%
Max Drawdown (3Y) Largest decline over 3 years	-11.78%	-7.26%	-4.52%
Max Drawdown (5Y) Largest decline over 5 years	-16.55%	-15.42%	-1.13%
Max Drawdown (10Y) Largest decline over 10 years	-25.31%	-28.45%	+3.14%
Current Drawdown Current decline from peak	-4.37%	-1.04%	-3.33%
Average Drawdown Average peak-to-trough decline	-3.73%	-6.98%	+3.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.57%	0.85%	+3.72%

Volatility

VDC vs. FAGIX - Volatility Comparison

Vanguard Consumer Staples ETF (VDC) has a higher volatility of 4.62% compared to Fidelity Capital & Income Fund (FAGIX) at 2.71%. This indicates that VDC's price experiences larger fluctuations and is considered to be riskier than FAGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VDC	FAGIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.62%	2.71%	+1.91%
Volatility (6M) Calculated over the trailing 6-month period	10.02%	5.30%	+4.72%
Volatility (1Y) Calculated over the trailing 1-year period	12.57%	6.42%	+6.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.17%	6.66%	+6.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.66%	7.84%	+6.82%

VDC vs. FAGIX - Expense Ratio Comparison

VDC has a 0.09% expense ratio, which is lower than FAGIX's 0.67% expense ratio.

Dividends

VDC vs. FAGIX - Dividend Comparison

VDC's dividend yield for the trailing twelve months is around 2.08%, less than FAGIX's 4.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FAGIX Fidelity Capital & Income Fund	4.47%	4.74%	5.02%	5.28%	10.25%	6.08%	4.59%	5.00%	5.67%	5.05%	4.57%	4.51%
VDC Vanguard Consumer Staples ETF	2.08%	2.26%	2.33%	2.65%	2.37%	2.14%	2.50%	2.44%	2.78%	2.52%	2.39%	2.55%

Frequently Asked Questions

Can I hold both VDC and FAGIX in my portfolio?

VDC and FAGIX have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VDC or FAGIX?

VDC has higher volatility (4.62%) compared to FAGIX (2.71%). In terms of maximum drawdown, VDC dropped -34.24% vs FAGIX's -37.97%.

Which has better risk-adjusted returns?

FAGIX currently has the higher Sharpe Ratio (2.63 vs 0.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.