PortfoliosLab logo
VDC vs. VIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VDC and VIG is 0.72, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

VDC vs. VIG - Performance Comparison

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

400.00%420.00%440.00%460.00%480.00%500.00%520.00%NovemberDecember2025FebruaryMarchApril
495.03%
451.87%
VDC
VIG

Key characteristics

Sharpe Ratio

VDC:

0.87

VIG:

0.56

Sortino Ratio

VDC:

1.32

VIG:

0.89

Omega Ratio

VDC:

1.17

VIG:

1.13

Calmar Ratio

VDC:

1.27

VIG:

0.59

Martin Ratio

VDC:

4.14

VIG:

2.59

Ulcer Index

VDC:

2.74%

VIG:

3.40%

Daily Std Dev

VDC:

13.04%

VIG:

15.75%

Max Drawdown

VDC:

-34.24%

VIG:

-46.81%

Current Drawdown

VDC:

-3.11%

VIG:

-7.63%

Returns By Period

In the year-to-date period, VDC achieves a 3.67% return, which is significantly higher than VIG's -3.20% return. Over the past 10 years, VDC has underperformed VIG with an annualized return of 8.32%, while VIG has yielded a comparatively higher 10.94% annualized return.


VDC

YTD

3.67%

1M

1.73%

6M

2.64%

1Y

10.82%

5Y*

10.76%

10Y*

8.32%

VIG

YTD

-3.20%

1M

-3.07%

6M

-3.29%

1Y

8.84%

5Y*

13.07%

10Y*

10.94%

*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. VIG - Expense Ratio Comparison

VDC has a 0.10% expense ratio, which is higher than VIG's 0.06% 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 VIG: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIG: 0.06%

Risk-Adjusted Performance

VDC vs. VIG — 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

VIG
The Risk-Adjusted Performance Rank of VIG is 6363
Overall Rank
The Sharpe Ratio Rank of VIG is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VIG is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VIG is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VIG is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VIG is 6767
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. VIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples ETF (VDC) and Vanguard Dividend Appreciation ETF (VIG). 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
VIG: 0.56
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
VIG: 0.89
The chart of Omega ratio for VDC, currently valued at 1.17, compared to the broader market0.501.001.502.00
VDC: 1.17
VIG: 1.13
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
VIG: 0.59
The chart of Martin ratio for VDC, currently valued at 4.14, compared to the broader market0.0020.0040.0060.00
VDC: 4.14
VIG: 2.59

The current VDC Sharpe Ratio is 0.87, which is higher than the VIG Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of VDC and VIG, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.87
0.56
VDC
VIG

Dividends

VDC vs. VIG - Dividend Comparison

VDC's dividend yield for the trailing twelve months is around 2.40%, more than VIG's 1.88% 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%
VIG
Vanguard Dividend Appreciation ETF
1.88%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%

Drawdowns

VDC vs. VIG - Drawdown Comparison

The maximum VDC drawdown since its inception was -34.24%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for VDC and VIG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.11%
-7.63%
VDC
VIG

Volatility

VDC vs. VIG - Volatility Comparison

The current volatility for Vanguard Consumer Staples ETF (VDC) is 7.97%, while Vanguard Dividend Appreciation ETF (VIG) has a volatility of 11.67%. This indicates that VDC experiences smaller price fluctuations and is considered to be less risky than VIG 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%12.00%NovemberDecember2025FebruaryMarchApril
7.97%
11.67%
VDC
VIG