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Vanguard Diversified Equity Fund (VDEQX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9219394015

CUSIP

921939401

Issuer

Vanguard

Inception Date

Jun 10, 2005

Region

North America (U.S.)

Min. Investment

$3,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VDEQX vs. VGELX VDEQX vs. VOO VDEQX vs. VGWAX VDEQX vs. LGILX VDEQX vs. XLE VDEQX vs. VYM VDEQX vs. VDC VDEQX vs. VDIGX VDEQX vs. VIGAX VDEQX vs. VPU
Popular comparisons:
VDEQX vs. VGELX VDEQX vs. VOO VDEQX vs. VGWAX VDEQX vs. LGILX VDEQX vs. XLE VDEQX vs. VYM VDEQX vs. VDC VDEQX vs. VDIGX VDEQX vs. VIGAX VDEQX vs. VPU

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Diversified Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.51%
12.32%
VDEQX (Vanguard Diversified Equity Fund)
Benchmark (^GSPC)

Returns By Period

Vanguard Diversified Equity Fund had a return of 21.89% year-to-date (YTD) and 30.43% in the last 12 months. Over the past 10 years, Vanguard Diversified Equity Fund had an annualized return of 12.18%, outperforming the S&P 500 benchmark which had an annualized return of 11.13%.


VDEQX

YTD

21.89%

1M

1.77%

6M

10.52%

1Y

30.43%

5Y (annualized)

14.52%

10Y (annualized)

12.18%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of VDEQX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.89%5.57%3.21%-4.47%3.94%2.54%1.38%2.29%1.69%-0.91%21.89%
20238.68%-2.50%2.30%0.43%0.74%6.83%4.00%-2.57%-4.84%-3.17%10.16%5.80%27.51%
2022-6.75%-2.24%2.06%-10.05%-0.75%-8.85%9.81%-3.54%-9.22%7.99%4.86%-6.11%-22.59%
2021-0.15%4.00%2.00%5.48%-0.12%3.33%1.22%2.57%-4.36%6.35%-2.45%2.45%21.69%
20200.21%-7.53%-14.42%14.37%6.93%3.20%5.99%6.99%-3.52%-1.54%13.81%5.14%29.01%
20199.36%4.04%0.82%4.30%-6.80%7.35%1.37%-2.45%1.20%2.21%4.45%2.76%31.44%
20185.98%-3.19%-1.65%0.48%2.85%0.49%3.09%3.60%0.15%-8.40%1.81%-9.52%-5.40%
20172.26%3.54%0.53%1.22%1.48%1.06%1.99%0.12%2.56%2.18%2.76%0.99%22.71%
2016-6.90%-0.76%6.85%0.81%1.88%-1.12%4.54%0.38%0.38%-2.44%4.13%1.02%8.39%
2015-2.66%6.54%-0.60%0.36%1.76%-1.38%1.49%-6.24%-3.53%7.42%0.60%-2.11%0.83%
2014-2.95%5.43%-0.35%-0.67%2.30%2.75%-2.28%4.25%-2.26%2.47%2.59%-0.30%11.09%
20135.55%0.94%3.87%1.33%3.48%-1.20%5.71%-2.47%4.04%3.77%3.19%2.80%35.38%

Expense Ratio

VDEQX features an expense ratio of 0.35%, falling within the medium range.


Expense ratio chart for VDEQX: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VDEQX is 67, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VDEQX is 6767
Combined Rank
The Sharpe Ratio Rank of VDEQX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VDEQX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VDEQX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VDEQX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VDEQX is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Diversified Equity Fund (VDEQX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VDEQX, currently valued at 2.04, compared to the broader market-1.000.001.002.003.004.005.002.042.46
The chart of Sortino ratio for VDEQX, currently valued at 2.80, compared to the broader market0.005.0010.002.803.31
The chart of Omega ratio for VDEQX, currently valued at 1.39, compared to the broader market1.002.003.004.001.391.46
The chart of Calmar ratio for VDEQX, currently valued at 2.98, compared to the broader market0.005.0010.0015.0020.0025.002.983.55
The chart of Martin ratio for VDEQX, currently valued at 12.32, compared to the broader market0.0020.0040.0060.0080.00100.0012.3215.76
VDEQX
^GSPC

The current Vanguard Diversified Equity Fund Sharpe ratio is 2.04. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Diversified Equity Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.04
2.46
VDEQX (Vanguard Diversified Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Diversified Equity Fund provided a 0.75% dividend yield over the last twelve months, with an annual payout of $0.40 per share.


0.60%0.80%1.00%1.20%1.40%$0.00$0.10$0.20$0.30$0.4020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.40$0.40$0.26$0.32$0.35$0.37$0.38$0.36$0.41$0.36$0.34$0.28

Dividend yield

0.75%0.92%0.71%0.60%0.75%0.97%1.24%1.02%1.38%1.21%1.06%0.93%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Diversified Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.40
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.37$0.37
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38$0.38
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41$0.41
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2013$0.28$0.28

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.60%
-1.40%
VDEQX (Vanguard Diversified Equity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Diversified Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard Diversified Equity Fund was 56.27%, occurring on Mar 9, 2009. Recovery took 769 trading sessions.

The current Vanguard Diversified Equity Fund drawdown is 1.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.27%Oct 10, 2007354Mar 9, 2009769Mar 26, 20121123
-35.47%Feb 20, 202023Mar 23, 202092Aug 3, 2020115
-29.26%Nov 17, 2021229Oct 14, 2022299Dec 22, 2023528
-21.33%Sep 21, 201865Dec 24, 201881Apr 23, 2019146
-18.66%Jun 24, 2015161Feb 11, 2016144Sep 7, 2016305

Volatility

Volatility Chart

The current Vanguard Diversified Equity Fund volatility is 4.48%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.48%
4.07%
VDEQX (Vanguard Diversified Equity Fund)
Benchmark (^GSPC)