PortfoliosLab logoPortfoliosLab logo
VDC vs. VTEB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDC vs. VTEB - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, VDC achieves a 10.55% return, which is significantly higher than VTEB's 1.44% return. Over the past 10 years, VDC has outperformed VTEB with an annualized return of 8.03%, while VTEB has yielded a comparatively lower 2.03% annualized return.


VDC

1D
0.65%
1M
0.13%
YTD
10.55%
6M
8.59%
1Y
8.56%
3Y*
9.05%
5Y*
7.16%
10Y*
8.03%

VTEB

1D
-0.08%
1M
0.78%
YTD
1.44%
6M
1.95%
1Y
6.57%
3Y*
3.44%
5Y*
0.80%
10Y*
2.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDC vs. VTEB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VDC
Vanguard Consumer Staples ETF
10.55%2.17%13.30%2.38%-1.79%17.64%10.86%26.11%-7.79%11.85%
VTEB
Vanguard Tax-Exempt Bond ETF
1.44%3.72%1.31%6.15%-7.99%1.14%5.19%7.35%1.04%4.87%

Correlation

The correlation between VDC and VTEB 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

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Aug 25, 2015

0.08

Compare stocks, funds, or ETFs

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


Return for Risk

VDC vs. VTEB — Risk / Return Rank

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

VDC
VDC Risk / Return Rank: 1919
Overall Rank
VDC Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VDC Sortino Ratio Rank: 1919
Sortino Ratio Rank
VDC Omega Ratio Rank: 1818
Omega Ratio Rank
VDC Calmar Ratio Rank: 2020
Calmar Ratio Rank
VDC Martin Ratio Rank: 1818
Martin Ratio Rank

VTEB
VTEB Risk / Return Rank: 7474
Overall Rank
VTEB Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VTEB Sortino Ratio Rank: 8888
Sortino Ratio Rank
VTEB Omega Ratio Rank: 9090
Omega Ratio Rank
VTEB Calmar Ratio Rank: 5353
Calmar Ratio Rank
VTEB Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VDC vs. VTEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples ETF (VDC) and Vanguard Tax-Exempt Bond ETF (VTEB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VDCVTEBDifference
Sharpe ratioReturn per unit of total volatility

-1.79

Sortino ratioReturn per unit of downside risk

-2.57

Omega ratioGain probability vs. loss probability

1.11

1.51

-0.41

Calmar ratioReturn relative to maximum drawdown

0.79

2.35

-1.56

Martin ratioReturn relative to average drawdown

1.60

8.30

-6.70

VDC vs. VTEB - Sharpe Ratio Comparison

The current VDC Sharpe Ratio is 0.58, which is lower than the VTEB Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of VDC and VTEB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

VDC vs. VTEB - Drawdown Comparison

The maximum VDC drawdown since its inception was -34.24%, which is greater than VTEB's maximum drawdown of -17.00%. Use the drawdown chart below to compare losses from any high point for VDC and VTEB.


Loading charts...

Drawdown Indicators


VDCVTEBDifference

Max Drawdown

Largest peak-to-trough decline

-34.24%

-17.00%

-17.24%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-2.71%

-6.57%

Max Drawdown (3Y)

Largest decline over 3 years

-11.78%

-5.53%

-6.25%

Max Drawdown (5Y)

Largest decline over 5 years

-16.55%

-12.64%

-3.91%

Max Drawdown (10Y)

Largest decline over 10 years

-25.31%

-17.00%

-8.31%

Current Drawdown

Current decline from peak

-4.37%

-0.54%

-3.83%

Average Drawdown

Average peak-to-trough decline

-3.73%

-2.32%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.57%

0.77%

+3.80%

Volatility

VDC vs. VTEB - Volatility Comparison

Vanguard Consumer Staples ETF (VDC) has a higher volatility of 4.62% compared to Vanguard Tax-Exempt Bond ETF (VTEB) at 0.93%. This indicates that VDC's price experiences larger fluctuations and is considered to be riskier than VTEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VDCVTEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

0.93%

+3.69%

Volatility (6M)

Calculated over the trailing 6-month period

10.02%

2.04%

+7.98%

Volatility (1Y)

Calculated over the trailing 1-year period

12.57%

2.70%

+9.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.17%

3.90%

+9.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.66%

5.26%

+9.40%

VDC vs. VTEB - Expense Ratio Comparison

VDC has a 0.09% expense ratio, which is higher than VTEB's 0.03% 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%.


Dividends

VDC vs. VTEB - Dividend Comparison

VDC's dividend yield for the trailing twelve months is around 2.08%, less than VTEB's 3.36% yield.


PositionTTM20252024202320222021202020192018201720162015
VDC
Vanguard Consumer Staples ETF
2.08%2.26%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%
VTEB
Vanguard Tax-Exempt Bond ETF
3.36%3.29%3.14%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%

Frequently Asked Questions


VDC and VTEB 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.

VDC has higher volatility (4.62%) compared to VTEB (0.93%). In terms of maximum drawdown, VDC dropped -34.24% vs VTEB's -17.00%.

On 10-year performance, VDC leads with 8.03% vs 2.03% for VTEB. On fees, VTEB is cheaper at 0.03% per year. On volatility, VTEB has been the lower-risk option at 0.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VDC has performed better with a 8.03% return vs 2.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTEB is cheaper with a 0.03% expense ratio, compared with 0.09% for VDC.

VTEB has the higher dividend yield at 3.36%, compared with 2.08% for VDC.

VDC is categorized as Consumer Staples Equities, while VTEB is Municipal Bonds. VDC tracks MSCI US Investable Market Consumer Staples 25/50 Index, while VTEB tracks S&P National AMT-Free Municipal Bond Index. Their fees differ too: 0.09% for VDC and 0.03% for VTEB.

VTEB currently has the higher Sharpe Ratio (2.38 vs 0.58), 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.

Portfolio Optimizer

Find the right allocation for VDC and VTEB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer