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

Correlation

The correlation between VDC and VCR is 0.62, 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. VCR - Performance Comparison

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

600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
605.49%
786.49%
VDC
VCR

Key characteristics

Sharpe Ratio

VDC:

1.02

VCR:

0.35

Sortino Ratio

VDC:

1.51

VCR:

0.61

Omega Ratio

VDC:

1.18

VCR:

1.08

Calmar Ratio

VDC:

1.56

VCR:

0.35

Martin Ratio

VDC:

4.35

VCR:

1.12

Ulcer Index

VDC:

2.55%

VCR:

6.46%

Daily Std Dev

VDC:

10.91%

VCR:

20.80%

Max Drawdown

VDC:

-34.24%

VCR:

-61.54%

Current Drawdown

VDC:

-2.44%

VCR:

-16.01%

Returns By Period

In the year-to-date period, VDC achieves a 4.38% return, which is significantly higher than VCR's -10.34% return. Over the past 10 years, VDC has underperformed VCR with an annualized return of 8.33%, while VCR has yielded a comparatively higher 11.99% annualized return.


VDC

YTD

4.38%

1M

-2.08%

6M

2.72%

1Y

11.76%

5Y*

12.35%

10Y*

8.33%

VCR

YTD

-10.34%

1M

-3.73%

6M

0.45%

1Y

9.00%

5Y*

21.22%

10Y*

11.99%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VDC vs. VCR - Expense Ratio Comparison

Both VDC and VCR have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VDC
Vanguard Consumer Staples ETF
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 VCR: 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%
VCR: 0.10%

Risk-Adjusted Performance

VDC vs. VCR — 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 7777
Overall Rank
The Sharpe Ratio Rank of VDC is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of VDC is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VDC is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VDC is 8484
Calmar Ratio Rank
The Martin Ratio Rank of VDC is 7777
Martin Ratio Rank

VCR
The Risk-Adjusted Performance Rank of VCR is 3838
Overall Rank
The Sharpe Ratio Rank of VCR is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of VCR is 3838
Sortino Ratio Rank
The Omega Ratio Rank of VCR is 3737
Omega Ratio Rank
The Calmar Ratio Rank of VCR is 4040
Calmar Ratio Rank
The Martin Ratio Rank of VCR is 3636
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. VCR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples ETF (VDC) and Vanguard Consumer Discretionary ETF (VCR). 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.


Sharpe ratio
The chart of Sharpe ratio for VDC, currently valued at 1.02, compared to the broader market0.002.004.00
VDC: 1.02
VCR: 0.35
The chart of Sortino ratio for VDC, currently valued at 1.51, compared to the broader market-2.000.002.004.006.008.0010.0012.00
VDC: 1.51
VCR: 0.61
The chart of Omega ratio for VDC, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.00
VDC: 1.18
VCR: 1.08
The chart of Calmar ratio for VDC, currently valued at 1.56, compared to the broader market0.005.0010.0015.00
VDC: 1.56
VCR: 0.35
The chart of Martin ratio for VDC, currently valued at 4.35, compared to the broader market0.0020.0040.0060.0080.00100.00
VDC: 4.35
VCR: 1.12

The current VDC Sharpe Ratio is 1.02, which is higher than the VCR Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of VDC and VCR, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.02
0.35
VDC
VCR

Dividends

VDC vs. VCR - Dividend Comparison

VDC's dividend yield for the trailing twelve months is around 2.39%, more than VCR's 0.87% yield.


TTM20242023202220212020201920182017201620152014
VDC
Vanguard Consumer Staples ETF
2.39%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%
VCR
Vanguard Consumer Discretionary ETF
0.87%0.74%0.84%0.98%0.79%1.71%1.17%1.37%1.21%1.60%1.32%1.23%

Drawdowns

VDC vs. VCR - Drawdown Comparison

The maximum VDC drawdown since its inception was -34.24%, smaller than the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for VDC and VCR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.44%
-16.01%
VDC
VCR

Volatility

VDC vs. VCR - Volatility Comparison

The current volatility for Vanguard Consumer Staples ETF (VDC) is 4.31%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 9.00%. This indicates that VDC experiences smaller price fluctuations and is considered to be less risky than VCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
4.31%
9.00%
VDC
VCR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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