{"schemaVersion":1,"ticker":"VDC","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/vdc/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, VDC against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/vdc/"},"benchmark":{"ticker":"FSTA","name":"MSCI US Investable Market Index (IMI)/Consumer Staples 25/50","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"VDC","b":"FSTA","window":{"from":"2013-11-01","to":"2026-10-23","firstReturn":"2013-11-08","weeklyReturns":677,"years":12.97,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01962546,"perWeek":0.0003774127,"days":3244,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":2.02524532,"b":2.01294969,"edge":"Tie"},"annualised":{"a":0.08874697,"b":0.08840644,"edge":"Tie"},"price":{"a":1.17096189,"b":1.17303196,"edge":"Tie"},"volatility":{"a":0.13516676,"b":0.13546014,"edge":"Tie"},"downsideDeviation":{"a":0.09711708,"b":0.09733694,"edge":"Tie"},"maxDrawdown":{"a":-0.22928553,"b":-0.22640827,"edge":"Tie","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.0746799,"b":0.07440546,"edge":"Tie"},"sharpe":{"a":0.55250196,"b":0.54927938,"edge":"Tie"},"sortino":{"a":0.76896776,"b":0.76441131,"edge":"Tie"},"calmar":{"a":0.38705873,"b":0.39047357,"edge":"Tie"}},"relative":{"VDC":{"on":"FSTA","beta":0.99646354,"r2":0.99725453,"alpha":0.00053757,"alphaT":0.27288012,"alphaLow":-0.00333048,"alphaHigh":0.00440563,"upsideCapture":0.99448963,"downsideCapture":0.99592145,"treynor":0.07494494,"trackingError":0.00709855,"informationRatio":0.03866149,"upWeeks":393,"downWeeks":282,"treynorReference":0.07440546,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"Tie"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"VDC","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"VDC":{"kept":"2026-10-26","distributions":47,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":677,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.02524532}},"FSTA":{"kept":"2026-10-26","distributions":54,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2020-03-20","amount":0.248,"vendor":0.263507}],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":677,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.01294969}}}}