VONE vs. VCR
VONE (Vanguard Russell 1000 ETF) and VCR (Vanguard Consumer Discretionary ETF) are both exchange-traded funds - VONE is a Large Cap Blend Equities fund tracking the Russell 1000 Index, while VCR is a Consumer Discretionary Equities fund tracking the MSCI US Investable Market Consumer Discretionary 25/50 Index. Both are passively managed. Over the past 10 years, VONE returned 15.46%/yr vs 13.79%/yr for VCR. Their correlation of 0.87 suggests significant overlap in exposure. VONE charges 0.08%/yr vs 0.10%/yr for VCR.
Performance
VONE vs. VCR - Performance Comparison
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Returns By Period
In the year-to-date period, VONE achieves a 9.48% return, which is significantly higher than VCR's -1.51% return. Over the past 10 years, VONE has outperformed VCR with an annualized return of 15.46%, while VCR has yielded a comparatively lower 13.79% annualized return.
VONE
- 1D
- -0.27%
- 1M
- 0.31%
- YTD
- 9.48%
- 6M
- 9.01%
- 1Y
- 25.90%
- 3Y*
- 21.09%
- 5Y*
- 12.72%
- 10Y*
- 15.46%
VCR
- 1D
- -1.81%
- 1M
- -1.91%
- YTD
- -1.51%
- 6M
- -3.86%
- 1Y
- 10.99%
- 3Y*
- 12.87%
- 5Y*
- 5.42%
- 10Y*
- 13.79%
VONE vs. VCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VONE Vanguard Russell 1000 ETF | 9.48% | 17.21% | 24.51% | 26.41% | -19.14% | 26.49% | 20.95% | 31.12% | -4.84% | 21.55% |
VCR Vanguard Consumer Discretionary ETF | -1.51% | 5.77% | 24.27% | 40.38% | -35.15% | 24.86% | 48.36% | 27.45% | -2.31% | 22.82% |
Correlation
The correlation between VONE and VCR is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2010 | 0.87 |
The correlation between VONE and VCR has been stable across timeframes, ranging from 0.79 to 0.87 - a consistent structural relationship.
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Return for Risk
VONE vs. VCR — Risk / Return Rank
VONE
VCR
VONE vs. VCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 ETF (VONE) 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.
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.
| VONE | VCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.50 | ||
| Sortino ratioReturn per unit of downside risk | +1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.11 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 0.71 | +2.23 |
| Martin ratioReturn relative to average drawdown | 13.14 | 2.16 | +10.98 |
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Drawdowns
VONE vs. VCR - Drawdown Comparison
The maximum VONE drawdown since its inception was -34.66%, smaller than the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for VONE and VCR.
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Drawdown Indicators
| VONE | VCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.66% | -61.54% | +26.88% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -15.59% | +6.74% |
Max Drawdown (3Y)Largest decline over 3 years | -19.06% | -27.36% | +8.30% |
Max Drawdown (5Y)Largest decline over 5 years | -25.12% | -39.20% | +14.08% |
Max Drawdown (10Y)Largest decline over 10 years | -34.66% | -39.20% | +4.54% |
Current DrawdownCurrent decline from peak | -1.67% | -5.99% | +4.32% |
Average DrawdownAverage peak-to-trough decline | -3.90% | -9.39% | +5.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 5.10% | -3.12% |
Volatility
VONE vs. VCR - Volatility Comparison
The current volatility for Vanguard Russell 1000 ETF (VONE) is 4.51%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 6.35%. This indicates that VONE 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.
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Volatility by Period
| VONE | VCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 6.35% | -1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 13.92% | -4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.52% | 18.87% | -6.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 24.10% | -6.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 22.47% | -4.18% |
VONE vs. VCR - Expense Ratio Comparison
VONE has a 0.08% expense ratio, which is lower than VCR's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VONE vs. VCR - Dividend Comparison
VONE's dividend yield for the trailing twelve months is around 1.03%, more than VCR's 0.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCR Vanguard Consumer Discretionary ETF | 0.74% | 0.74% | 0.74% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% |
VONE Vanguard Russell 1000 ETF | 1.03% | 1.07% | 1.20% | 1.40% | 1.59% | 1.16% | 1.45% | 1.65% | 1.96% | 1.69% | 1.89% | 1.89% |
Frequently Asked Questions
VONE and VCR have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VCR has higher volatility (6.35%) compared to VONE (4.51%). In terms of maximum drawdown, VONE dropped -34.66% vs VCR's -61.54%.
On 10-year performance, VONE leads with 15.46% vs 13.79% for VCR. On fees, VONE is cheaper at 0.08% per year. On volatility, VONE has been the lower-risk option at 4.51%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VONE has performed better with a 15.46% return vs 13.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VONE is cheaper with a 0.08% expense ratio, compared with 0.10% for VCR.
VONE has the higher dividend yield at 1.03%, compared with 0.74% for VCR.
VONE is categorized as Large Cap Blend Equities, while VCR is Consumer Discretionary Equities. VONE tracks Russell 1000 Index, while VCR tracks MSCI US Investable Market Consumer Discretionary 25/50 Index. Their fees differ too: 0.08% for VONE and 0.10% for VCR.
VONE currently has the higher Sharpe Ratio (2.08 vs 0.59), 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.
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