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VDC vs. FSTA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VDCFSTA
YTD Return14.96%14.83%
1Y Return19.76%19.77%
3Y Return (Ann)7.00%6.89%
5Y Return (Ann)9.37%9.28%
10Y Return (Ann)8.54%8.48%
Sharpe Ratio2.142.11
Sortino Ratio3.073.04
Omega Ratio1.371.37
Calmar Ratio2.492.43
Martin Ratio14.0913.89
Ulcer Index1.50%1.52%
Daily Std Dev9.90%10.01%
Max Drawdown-34.24%-25.13%
Current Drawdown-1.97%-2.09%

Correlation

-0.50.00.51.01.0

The correlation between VDC and FSTA is 0.99, 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.

Performance

VDC vs. FSTA - Performance Comparison

The year-to-date returns for both stocks are quite close, with VDC having a 14.96% return and FSTA slightly lower at 14.83%. Both investments have delivered pretty close results over the past 10 years, with VDC having a 8.54% annualized return and FSTA not far behind at 8.48%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.89%
5.80%
VDC
FSTA

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VDC vs. FSTA - Expense Ratio Comparison

VDC has a 0.10% expense ratio, which is higher than FSTA's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VDC
Vanguard Consumer Staples ETF
Expense ratio chart for VDC: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for FSTA: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VDC vs. FSTA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples ETF (VDC) and Fidelity MSCI Consumer Staples Index ETF (FSTA). 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
Sharpe ratio
The chart of Sharpe ratio for VDC, currently valued at 2.14, compared to the broader market-2.000.002.004.002.14
Sortino ratio
The chart of Sortino ratio for VDC, currently valued at 3.07, compared to the broader market-2.000.002.004.006.008.0010.0012.003.07
Omega ratio
The chart of Omega ratio for VDC, currently valued at 1.37, compared to the broader market1.001.502.002.503.001.37
Calmar ratio
The chart of Calmar ratio for VDC, currently valued at 2.49, compared to the broader market0.005.0010.0015.002.49
Martin ratio
The chart of Martin ratio for VDC, currently valued at 14.09, compared to the broader market0.0020.0040.0060.0080.00100.00120.0014.09
FSTA
Sharpe ratio
The chart of Sharpe ratio for FSTA, currently valued at 2.11, compared to the broader market-2.000.002.004.002.11
Sortino ratio
The chart of Sortino ratio for FSTA, currently valued at 3.04, compared to the broader market-2.000.002.004.006.008.0010.0012.003.04
Omega ratio
The chart of Omega ratio for FSTA, currently valued at 1.37, compared to the broader market1.001.502.002.503.001.37
Calmar ratio
The chart of Calmar ratio for FSTA, currently valued at 2.43, compared to the broader market0.005.0010.0015.002.43
Martin ratio
The chart of Martin ratio for FSTA, currently valued at 13.89, compared to the broader market0.0020.0040.0060.0080.00100.00120.0013.89

VDC vs. FSTA - Sharpe Ratio Comparison

The current VDC Sharpe Ratio is 2.14, which is comparable to the FSTA Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of VDC and FSTA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.14
2.11
VDC
FSTA

Dividends

VDC vs. FSTA - Dividend Comparison

VDC's dividend yield for the trailing twelve months is around 2.56%, more than FSTA's 2.40% yield.


TTM20232022202120202019201820172016201520142013
VDC
Vanguard Consumer Staples ETF
2.56%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%2.21%
FSTA
Fidelity MSCI Consumer Staples Index ETF
2.40%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%2.24%0.45%

Drawdowns

VDC vs. FSTA - Drawdown Comparison

The maximum VDC drawdown since its inception was -34.24%, which is greater than FSTA's maximum drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for VDC and FSTA. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.97%
-2.09%
VDC
FSTA

Volatility

VDC vs. FSTA - Volatility Comparison

Vanguard Consumer Staples ETF (VDC) and Fidelity MSCI Consumer Staples Index ETF (FSTA) have volatilities of 2.68% and 2.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%JuneJulyAugustSeptemberOctoberNovember
2.68%
2.72%
VDC
FSTA