VDC vs. MASKX
VDC (Vanguard Consumer Staples ETF) and MASKX (iShares Russell 2000 Small-Cap Index Fund) are both funds - VDC is a Consumer Staples Equities fund tracking the MSCI US Investable Market Consumer Staples 25/50 Index, while MASKX is a Small Cap Blend Equities fund managed by BlackRock. Over the past 10 years, VDC returned 7.59%/yr vs 11.12%/yr for MASKX. A 0.57 correlation means they provide meaningful diversification when combined. VDC charges 0.09%/yr vs 0.12%/yr for MASKX.
Performance
VDC vs. MASKX - Performance Comparison
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Returns By Period
In the year-to-date period, VDC achieves a 5.75% return, which is significantly lower than MASKX's 18.62% return. Over the past 10 years, VDC has underperformed MASKX with an annualized return of 7.59%, while MASKX has yielded a comparatively higher 11.12% annualized return.
VDC
- 1D
- 0.61%
- 1M
- -3.32%
- YTD
- 5.75%
- 6M
- 4.31%
- 1Y
- 1.24%
- 3Y*
- 7.43%
- 5Y*
- 6.06%
- 10Y*
- 7.59%
MASKX
- 1D
- 0.89%
- 1M
- 4.97%
- YTD
- 18.62%
- 6M
- 17.33%
- 1Y
- 41.04%
- 3Y*
- 18.52%
- 5Y*
- 6.53%
- 10Y*
- 11.12%
VDC vs. MASKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VDC Vanguard Consumer Staples ETF | 5.75% | 2.17% | 13.30% | 2.38% | -1.79% | 17.64% | 10.86% | 26.11% | -7.79% | 11.85% |
MASKX iShares Russell 2000 Small-Cap Index Fund | 18.62% | 12.76% | 11.35% | 16.99% | -20.39% | 14.54% | 19.99% | 25.54% | -11.03% | 14.61% |
Correlation
The correlation between VDC and MASKX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2004 | 0.58 |
Over the past year, the correlation between VDC and MASKX has dropped to 0.14 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
VDC vs. MASKX — Risk / Return Rank
VDC
MASKX
VDC vs. MASKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples ETF (VDC) and iShares Russell 2000 Small-Cap Index Fund (MASKX). 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 | MASKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.18 | ||
| Sortino ratioReturn per unit of downside risk | -2.89 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.37 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.13 | 3.95 | -3.81 |
| Martin ratioReturn relative to average drawdown | 0.28 | 14.03 | -13.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VDC | MASKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | 2.28 | -2.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.28 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.47 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.37 | +0.30 |
Drawdowns
VDC vs. MASKX - Drawdown Comparison
The maximum VDC drawdown since its inception was -34.24%, smaller than the maximum MASKX drawdown of -59.06%. Use the drawdown chart below to compare losses from any high point for VDC and MASKX.
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Drawdown Indicators
| VDC | MASKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.24% | -59.06% | +24.82% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -11.01% | +1.73% |
Max Drawdown (3Y)Largest decline over 3 years | -11.78% | -27.53% | +15.75% |
Max Drawdown (5Y)Largest decline over 5 years | -16.55% | -31.98% | +15.43% |
Max Drawdown (10Y)Largest decline over 10 years | -25.31% | -41.68% | +16.37% |
Current DrawdownCurrent decline from peak | -8.52% | -0.13% | -8.39% |
Average DrawdownAverage peak-to-trough decline | -3.73% | -11.63% | +7.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.49% | 3.09% | +1.40% |
Volatility
VDC vs. MASKX - Volatility Comparison
The current volatility for Vanguard Consumer Staples ETF (VDC) is 4.09%, while iShares Russell 2000 Small-Cap Index Fund (MASKX) has a volatility of 5.60%. This indicates that VDC experiences smaller price fluctuations and is considered to be less risky than MASKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VDC | MASKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 5.60% | -1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 13.57% | -3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.36% | 19.10% | -6.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.13% | 23.16% | -10.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.64% | 23.70% | -9.06% |
VDC vs. MASKX - Expense Ratio Comparison
VDC has a 0.09% expense ratio, which is lower than MASKX's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VDC vs. MASKX - Dividend Comparison
VDC's dividend yield for the trailing twelve months is around 2.17%, less than MASKX's 2.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MASKX iShares Russell 2000 Small-Cap Index Fund | 2.64% | 3.13% | 4.81% | 2.92% | 1.70% | 7.64% | 1.42% | 3.43% | 4.26% | 3.15% | 4.60% | 3.63% |
VDC Vanguard Consumer Staples ETF | 2.17% | 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 MASKX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MASKX has higher volatility (5.60%) compared to VDC (4.09%). In terms of maximum drawdown, VDC dropped -34.24% vs MASKX's -59.06%.
MASKX currently has the higher Sharpe Ratio (2.28 vs 0.10), 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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