VFSAX vs. VCR
Compare and contrast key facts about Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX) and Vanguard Consumer Discretionary ETF (VCR).
VFSAX is managed by Vanguard. It was launched on Feb 7, 2019. VCR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Discretionary 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFSAX or VCR.
Key characteristics
| VFSAX | VCR | |
|---|---|---|
| YTD Return | 6.19% | 20.31% |
| 1Y Return | 18.68% | 37.88% |
| 3Y Return (Ann) | -2.06% | 2.42% |
| 5Y Return (Ann) | 5.03% | 16.14% |
| Sharpe Ratio | 1.51 | 1.96 |
| Sortino Ratio | 2.11 | 2.66 |
| Omega Ratio | 1.27 | 1.33 |
| Calmar Ratio | 0.85 | 1.48 |
| Martin Ratio | 8.28 | 10.09 |
| Ulcer Index | 2.24% | 3.50% |
| Daily Std Dev | 12.29% | 18.00% |
| Max Drawdown | -39.86% | -61.54% |
| Current Drawdown | -7.15% | 0.00% |
Correlation
The correlation between VFSAX and VCR is 0.73, 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.
Performance
VFSAX vs. VCR - Performance Comparison
In the year-to-date period, VFSAX achieves a 6.19% return, which is significantly lower than VCR's 20.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VFSAX vs. VCR - Expense Ratio Comparison
VFSAX has a 0.16% expense ratio, which is higher than VCR's 0.10% 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%.
Risk-Adjusted Performance
VFSAX vs. VCR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX) 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.
Dividends
VFSAX vs. VCR - Dividend Comparison
VFSAX's dividend yield for the trailing twelve months is around 2.77%, more than VCR's 0.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFSAX Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares | 2.77% | 3.05% | 2.22% | 2.67% | 1.85% | 3.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VCR Vanguard Consumer Discretionary ETF | 0.75% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% | 1.23% | 0.84% |
Drawdowns
VFSAX vs. VCR - Drawdown Comparison
The maximum VFSAX drawdown since its inception was -39.86%, smaller than the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for VFSAX and VCR. For additional features, visit the drawdowns tool.
Volatility
VFSAX vs. VCR - Volatility Comparison
The current volatility for Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX) is 2.94%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 5.72%. This indicates that VFSAX 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.