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

Correlation

The correlation between VDC and FSTA is 0.63, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

VDC vs. FSTA - Performance Comparison

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

155.00%160.00%165.00%170.00%175.00%180.00%NovemberDecember2025FebruaryMarchApril
170.20%
169.17%
VDC
FSTA

Key characteristics

Sharpe Ratio

VDC:

0.87

FSTA:

0.87

Sortino Ratio

VDC:

1.32

FSTA:

1.32

Omega Ratio

VDC:

1.17

FSTA:

1.17

Calmar Ratio

VDC:

1.27

FSTA:

1.30

Martin Ratio

VDC:

4.14

FSTA:

4.14

Ulcer Index

VDC:

2.74%

FSTA:

2.76%

Daily Std Dev

VDC:

13.04%

FSTA:

13.11%

Max Drawdown

VDC:

-34.24%

FSTA:

-25.13%

Current Drawdown

VDC:

-3.11%

FSTA:

-3.07%

Returns By Period

The year-to-date returns for both stocks are quite close, with VDC having a 3.67% return and FSTA slightly lower at 3.63%. Both investments have delivered pretty close results over the past 10 years, with VDC having a 8.32% annualized return and FSTA not far ahead at 8.33%.


VDC

YTD

3.67%

1M

1.73%

6M

2.64%

1Y

10.82%

5Y*

10.76%

10Y*

8.32%

FSTA

YTD

3.63%

1M

1.70%

6M

2.70%

1Y

10.88%

5Y*

10.62%

10Y*

8.33%

*Annualized

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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%.


Expense ratio chart for VDC: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VDC: 0.10%
Expense ratio chart for FSTA: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSTA: 0.08%

Risk-Adjusted Performance

VDC vs. FSTA — Risk-Adjusted Performance Rank

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

VDC
The Risk-Adjusted Performance Rank of VDC is 7878
Overall Rank
The Sharpe Ratio Rank of VDC is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VDC is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VDC is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VDC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VDC is 8080
Martin Ratio Rank

FSTA
The Risk-Adjusted Performance Rank of FSTA is 7979
Overall Rank
The Sharpe Ratio Rank of FSTA is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of FSTA is 7676
Sortino Ratio Rank
The Omega Ratio Rank of FSTA is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FSTA is 8787
Calmar Ratio Rank
The Martin Ratio Rank of FSTA is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for VDC, currently valued at 0.87, compared to the broader market-1.000.001.002.003.004.00
VDC: 0.87
FSTA: 0.87
The chart of Sortino ratio for VDC, currently valued at 1.32, compared to the broader market-2.000.002.004.006.008.00
VDC: 1.32
FSTA: 1.32
The chart of Omega ratio for VDC, currently valued at 1.17, compared to the broader market0.501.001.502.00
VDC: 1.17
FSTA: 1.17
The chart of Calmar ratio for VDC, currently valued at 1.27, compared to the broader market0.002.004.006.008.0010.0012.00
VDC: 1.27
FSTA: 1.30
The chart of Martin ratio for VDC, currently valued at 4.14, compared to the broader market0.0020.0040.0060.00
VDC: 4.14
FSTA: 4.14

The current VDC Sharpe Ratio is 0.87, which is comparable to the FSTA Sharpe Ratio of 0.87. 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 Ratio0.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.87
0.87
VDC
FSTA

Dividends

VDC vs. FSTA - Dividend Comparison

VDC's dividend yield for the trailing twelve months is around 2.40%, more than FSTA's 2.18% yield.


TTM20242023202220212020201920182017201620152014
VDC
Vanguard Consumer Staples ETF
2.40%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%
FSTA
Fidelity MSCI Consumer Staples Index ETF
2.18%2.25%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%2.24%

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.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.11%
-3.07%
VDC
FSTA

Volatility

VDC vs. FSTA - Volatility Comparison

Vanguard Consumer Staples ETF (VDC) and Fidelity MSCI Consumer Staples Index ETF (FSTA) have volatilities of 7.97% and 7.92%, 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%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
7.97%
7.92%
VDC
FSTA