VITAX vs. VCR
Compare and contrast key facts about Vanguard Information Technology Index Fund Admiral Shares (VITAX) and Vanguard Consumer Discretionary ETF (VCR).
VITAX is a passively managed fund by Vanguard that tracks the performance of the MSCI US IMI Info Technology 25/50. It was launched on Mar 25, 2004. 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. Both VITAX and VCR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VITAX or VCR.
Performance
VITAX vs. VCR - Performance Comparison
Returns By Period
In the year-to-date period, VITAX achieves a 25.24% return, which is significantly higher than VCR's 18.75% return. Over the past 10 years, VITAX has outperformed VCR with an annualized return of 20.53%, while VCR has yielded a comparatively lower 13.78% annualized return.
VITAX
25.24%
0.65%
13.56%
33.21%
21.94%
20.53%
VCR
18.75%
6.46%
16.67%
29.90%
15.83%
13.78%
Key characteristics
| VITAX | VCR | |
|---|---|---|
| Sharpe Ratio | 1.58 | 1.62 |
| Sortino Ratio | 2.10 | 2.23 |
| Omega Ratio | 1.28 | 1.28 |
| Calmar Ratio | 2.20 | 1.42 |
| Martin Ratio | 7.92 | 8.18 |
| Ulcer Index | 4.24% | 3.50% |
| Daily Std Dev | 21.20% | 17.73% |
| Max Drawdown | -54.81% | -61.54% |
| Current Drawdown | -3.55% | -2.91% |
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VITAX vs. VCR - Expense Ratio Comparison
Both VITAX 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%.
Correlation
The correlation between VITAX and VCR is 0.80, 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.
Risk-Adjusted Performance
VITAX vs. VCR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Information Technology Index Fund Admiral Shares (VITAX) 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
VITAX vs. VCR - Dividend Comparison
VITAX's dividend yield for the trailing twelve months is around 0.62%, less than VCR's 0.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VITAX Vanguard Information Technology Index Fund Admiral Shares | 0.62% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.30% | 0.99% | 1.31% | 1.28% | 1.12% | 1.04% |
VCR Vanguard Consumer Discretionary ETF | 0.76% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% | 1.23% | 0.84% |
Drawdowns
VITAX vs. VCR - Drawdown Comparison
The maximum VITAX drawdown since its inception was -54.81%, smaller than the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for VITAX and VCR. For additional features, visit the drawdowns tool.
Volatility
VITAX vs. VCR - Volatility Comparison
Vanguard Information Technology Index Fund Admiral Shares (VITAX) and Vanguard Consumer Discretionary ETF (VCR) have volatilities of 6.51% and 6.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.