VDC vs. FRDM
VDC (Vanguard Consumer Staples ETF) and FRDM (Freedom 100 Emerging Markets ETF) are both exchange-traded funds - VDC is a Consumer Staples Equities fund tracking the MSCI US Investable Market Consumer Staples 25/50 Index, while FRDM is a Emerging Markets Diversified fund tracking the Life + Liberty Freedom 100 Emerging Markets Index. Both are passively managed. Over the past 5 years, VDC returned 7.16%/yr vs 18.68%/yr for FRDM. At a 0.32 correlation, their price movements are largely independent. VDC charges 0.09%/yr vs 0.49%/yr for FRDM.
Performance
VDC vs. FRDM - Performance Comparison
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Returns By Period
In the year-to-date period, VDC achieves a 10.55% return, which is significantly lower than FRDM's 40.13% return.
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%
FRDM
- 1D
- 0.49%
- 1M
- 9.04%
- YTD
- 40.13%
- 6M
- 46.37%
- 1Y
- 87.32%
- 3Y*
- 34.29%
- 5Y*
- 18.68%
- 10Y*
- —
VDC vs. FRDM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VDC Vanguard Consumer Staples ETF | 10.55% | 2.17% | 13.30% | 2.38% | -1.79% | 17.64% | 10.86% | 10.68% |
FRDM Freedom 100 Emerging Markets ETF | 40.13% | 61.27% | 1.70% | 22.77% | -14.45% | 6.13% | 16.90% | 12.23% |
Correlation
The correlation between VDC and FRDM is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since May 23, 2019 | 0.32 |
Over the past year, the correlation between VDC and FRDM has dropped to 0.02 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
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Return for Risk
VDC vs. FRDM — Risk / Return Rank
VDC
FRDM
VDC vs. FRDM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples ETF (VDC) and Freedom 100 Emerging Markets ETF (FRDM). 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 | FRDM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.75 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.54 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | 5.02 | -4.23 |
| Martin ratioReturn relative to average drawdown | 1.60 | 19.36 | -17.76 |
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Drawdowns
VDC vs. FRDM - Drawdown Comparison
The maximum VDC drawdown since its inception was -34.24%, smaller than the maximum FRDM drawdown of -40.49%. Use the drawdown chart below to compare losses from any high point for VDC and FRDM.
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Drawdown Indicators
| VDC | FRDM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.24% | -40.49% | +6.25% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -16.87% | +7.59% |
Max Drawdown (3Y)Largest decline over 3 years | -11.78% | -16.87% | +5.09% |
Max Drawdown (5Y)Largest decline over 5 years | -16.55% | -29.25% | +12.70% |
Max Drawdown (10Y)Largest decline over 10 years | -25.31% | — | — |
Current DrawdownCurrent decline from peak | -4.37% | -4.36% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -3.73% | -7.09% | +3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 4.37% | +0.20% |
Volatility
VDC vs. FRDM - Volatility Comparison
The current volatility for Vanguard Consumer Staples ETF (VDC) is 4.62%, while Freedom 100 Emerging Markets ETF (FRDM) has a volatility of 14.27%. This indicates that VDC experiences smaller price fluctuations and is considered to be less risky than FRDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VDC | FRDM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 14.27% | -9.65% |
Volatility (6M)Calculated over the trailing 6-month period | 10.02% | 24.39% | -14.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.57% | 26.86% | -14.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.17% | 21.35% | -8.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.66% | 23.09% | -8.43% |
VDC vs. FRDM - Expense Ratio Comparison
VDC has a 0.09% expense ratio, which is lower than FRDM's 0.49% expense ratio.
Dividends
VDC vs. FRDM - Dividend Comparison
VDC's dividend yield for the trailing twelve months is around 2.08%, more than FRDM's 1.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRDM Freedom 100 Emerging Markets ETF | 1.56% | 2.26% | 2.53% | 2.66% | 2.72% | 2.17% | 1.11% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% |
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
VDC and FRDM have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FRDM has higher volatility (14.27%) compared to VDC (4.62%). In terms of maximum drawdown, VDC dropped -34.24% vs FRDM's -40.49%.
On 5-year performance, FRDM leads with 18.68% vs 7.16% for VDC. On fees, VDC is cheaper at 0.09% per year. On volatility, VDC has been the lower-risk option at 4.62%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FRDM has performed better with a 18.68% return vs 7.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VDC is cheaper with a 0.09% expense ratio, compared with 0.49% for FRDM.
VDC has the higher dividend yield at 2.08%, compared with 1.56% for FRDM.
VDC is categorized as Consumer Staples Equities, while FRDM is Emerging Markets Diversified. VDC tracks MSCI US Investable Market Consumer Staples 25/50 Index, while FRDM tracks Life + Liberty Freedom 100 Emerging Markets Index. They also come from different issuers: Vanguard and Freedom Funds. Their fees differ too: 0.09% for VDC and 0.49% for FRDM.
FRDM currently has the higher Sharpe Ratio (3.15 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.
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