VCR vs JMBS

Comparison between VANGUARD CONSUMER DISCRETIONARY INDEX FUND ETF SHARES (VCR, ETF) and JANUS HENDERSON MORTGAGE-BACKED SECURITIES ETF (JMBS, ETF).

5-Year PerformanceVCR has outperformed JMBS, delivering a return of +6.0% compared to +0.7%

VCR vs JMBS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	VCR(ETF)	JMBS(ETF)
Net Assets	$6.80B	$6.80B
Expense Ratio	0.09%	0.21%
Max Drawdown	62.72%	22.48%
Sharpe Ratio	0.38	0.56
5Y Beta	1.19	0.04
P/E Ratio	34.02	N/A
Forward P/E	23.26	N/A
5Y Dividends CAGR	-3.62%	13.79%
5Y EPS CAGR	16.66%	N/A
Debt to Equity	-124.32%	N/A
P/S Ratio	1.66	N/A
P/B Ratio	5.12	N/A

Net Assets

VCR

$6.80B

JMBS

$6.80B

Expense Ratio

Winner

VCR

0.09%

JMBS

0.21%

Max Drawdown

VCR

62.72%

Winner

JMBS

22.48%

Sharpe Ratio

VCR

0.38

Winner

JMBS

0.56

5Y Beta

VCR

1.19

Winner

JMBS

0.04

P/E Ratio

VCR

34.02

JMBS

N/A

Forward P/E

VCR

23.26

JMBS

N/A

5Y Dividends CAGR

VCR

-3.62%

Winner

JMBS

13.79%

5Y EPS CAGR

VCR

16.66%

JMBS

N/A

Debt to Equity

VCR

-124.32%

JMBS

N/A

P/S Ratio

VCR

1.66

JMBS

N/A

P/B Ratio

VCR

5.12

JMBS

N/A

VCR vs JMBS - Historical Returns

Returns include dividend reinvestment.

Period	VCR	JMBS
1 month	+0.44%	-0.61%
3 months	+2.33%	-0.43%
6 months	-1.76%	+0.18%
1 year	+9.46%	+6.15%
5 years(CAGR)	+6.03%	+0.72%
10 years(CAGR)	+13.41%	N/A
Max(CAGR)	+11.08%	+2.28%

Winner

VCR

+0.44%

JMBS

-0.61%

Winner

VCR

+2.33%

JMBS

-0.43%

VCR

-1.76%

Winner

JMBS

+0.18%

Winner

VCR

+9.46%

JMBS

+6.15%

5Y(CAGR)

Winner

VCR

+6.03%

JMBS

+0.72%

10Y(CAGR)

VCR

+13.41%

JMBS

N/A

Max(CAGR)

Winner

VCR

+11.08%

JMBS

+2.28%

VCR vs JMBS - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

Year	VCR	JMBS
2026	+1.88%	+0.82%
2025	+6.83%	+8.67%
2024	+25.49%	+2.14%
2023	+41.16%	+5.34%
2022	-36.56%	-11.28%
2021	+26.48%	-0.50%
2020	+46.60%	+5.74%
2019	+26.51%	+6.91%
2018	-3.60%	+1.53%
2017	+22.26%	N/A
2016	+8.62%	N/A
2015	+7.15%	N/A
2014	+10.05%	N/A
2013	+40.65%	N/A
2012	+23.48%	N/A
2011	+2.42%	N/A
2010	+29.54%	N/A
2009	+40.62%	N/A
2008	-36.57%	N/A
2007	-11.96%	N/A
2006	+15.78%	N/A
2005	-3.23%	N/A
2004	+14.42%	N/A

VCR vs JMBS Drawdown Comparison

The maximum drawdown for VCR was -61.53%, occurring on Nov 20, 2008. Recovery took 928 trading sessions.

The maximum drawdown for JMBS was -16.68%, occurring on Oct 20, 2022. Recovery took 1027 trading sessions.

The current VCR drawdown is -3.31%. The current JMBS drawdown is -1.58%.

Rank	VCR	JMBS
#1	-61.53% Jun 4, 2007 - Feb 7, 2011	-16.68% Aug 3, 2021 - Sep 5, 2025
#2	-39.20% Nov 19, 2021 - Nov 6, 2024	-4.28% Mar 9, 2020 - May 1, 2020
#3	-37.68% Feb 20, 2020 - Jun 8, 2020	-3.06% Feb 27, 2026 - May 19, 2026
#4	-27.35% Dec 17, 2024 - Sep 15, 2025	-1.46% Sep 13, 2018 - Dec 4, 2018
#5	-22.61% Sep 4, 2018 - Apr 16, 2019	-0.97% Feb 3, 2021 - Aug 2, 2021
#6	-20.49% Jul 7, 2011 - Feb 3, 2012	-0.93% Oct 28, 2025 - Nov 25, 2025
#7	-16.70% Nov 3, 2015 - Jul 12, 2016	-0.78% Sep 15, 2025 - Oct 10, 2025
#8	-15.58% Jan 9, 2026 - Mar 30, 2026	-0.68% Nov 26, 2025 - Dec 18, 2025
#9	-12.46% Jul 28, 2005 - May 9, 2006	-0.67% Jun 11, 2020 - Aug 4, 2020
#10	-11.77% Mar 5, 2004 - Nov 2, 2004	-0.65% Jan 14, 2026 - Feb 5, 2026
#11	-11.33% Dec 30, 2004 - Jul 19, 2005	-0.58% Mar 27, 2019 - May 7, 2019
#12	-11.18% Jul 31, 2015 - Nov 3, 2015	-0.53% Sep 4, 2019 - Oct 2, 2019
#13	-11.01% May 9, 2006 - Oct 4, 2006	-0.49% Jan 4, 2019 - Jan 31, 2019
#14	-10.07% May 2, 2012 - Sep 6, 2012	-0.48% Dec 30, 2025 - Jan 9, 2026
#15	-9.71% Jan 26, 2018 - Jun 6, 2018	-0.44% Oct 7, 2019 - Nov 5, 2019

Correlation

Correlation between VCR and JMBS is 0.61 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.61

-101

Dividend Comparison (2004 - 2026)

VCR vs JMBS dividend yield comparison.

Year	VCR	JMBS
2026	0.36%	2.63%
2025	0.74%	5.03%
2024	0.74%	5.53%
2023	0.84%	4.38%
2022	0.98%	2.73%
2021	0.79%	1.16%
2020	1.71%	2.92%
2019	1.17%	3.64%
2018	1.37%	0.89%
2017	1.21%	0.00%
2016	1.60%	0.00%
2015	1.32%	0.00%
2014	1.23%	0.00%
2013	0.84%	0.00%
2012	1.52%	0.00%
2011	1.38%	0.00%
2010	0.99%	0.00%
2009	0.93%	0.00%
2008	2.44%	0.00%
2007	0.86%	0.00%
2006	0.77%	0.00%
2005	0.59%	0.00%
2004	0.63%	0.00%