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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

Expense Ratio

VDEQX has an expense ratio of 0.35%, placing it in the medium range.


Expense ratio chart for VDEQX: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VDEQX: 0.35%

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.


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.


200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
192.09%
361.16%
VDEQX (Vanguard Diversified Equity Fund)
Benchmark (^GSPC)

Returns By Period

Vanguard Diversified Equity Fund had a return of -6.63% year-to-date (YTD) and 2.42% in the last 12 months. Over the past 10 years, Vanguard Diversified Equity Fund had an annualized return of 4.39%, while the S&P 500 had an annualized return of 10.15%, indicating that Vanguard Diversified Equity Fund did not perform as well as the benchmark.


VDEQX

YTD

-6.63%

1M

-2.90%

6M

-8.21%

1Y

2.42%

5Y*

7.75%

10Y*

4.39%

^GSPC (Benchmark)

YTD

-6.06%

1M

-2.95%

6M

-4.87%

1Y

8.34%

5Y*

13.98%

10Y*

10.15%

*Annualized

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
20254.03%-3.04%-6.49%-1.00%-6.63%
20240.89%5.57%3.21%-4.47%3.94%2.54%1.38%2.29%1.69%-0.91%6.79%-6.50%16.78%
20238.68%-2.50%2.30%0.44%0.74%6.83%4.00%-2.57%-4.84%-3.17%10.16%2.00%22.93%
2022-6.75%-2.24%2.06%-10.05%-0.75%-8.85%9.81%-3.54%-9.22%7.99%4.86%-16.37%-31.05%
2021-0.15%4.00%2.00%5.48%-0.12%3.33%1.22%2.57%-4.36%6.35%-2.45%-3.80%14.26%
20200.21%-7.53%-14.42%14.37%6.93%3.20%5.99%6.99%-3.52%-1.54%13.81%0.02%22.73%
20199.36%4.04%0.82%4.30%-6.80%7.35%1.37%-2.45%1.20%2.21%4.45%-3.24%23.77%
20185.98%-3.19%-1.65%0.48%2.85%0.49%3.09%3.60%0.15%-8.40%1.81%-14.16%-10.26%
20172.26%3.54%0.53%1.22%1.48%1.06%1.99%0.12%2.56%2.18%2.76%-3.47%17.29%
2016-6.90%-0.76%6.85%0.81%1.89%-1.12%4.54%0.38%0.38%-2.44%4.13%-4.89%2.06%
2015-2.66%6.54%-0.60%0.36%1.76%-1.38%1.49%-6.24%-3.53%7.42%0.60%-9.50%-6.78%
2014-2.95%5.43%-0.35%-0.67%2.29%2.75%-2.28%4.25%-2.26%2.47%2.59%-3.92%7.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VDEQX is 32, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VDEQX is 3232
Overall Rank
The Sharpe Ratio Rank of VDEQX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of VDEQX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of VDEQX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of VDEQX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of VDEQX is 3232
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.


The chart of Sharpe ratio for VDEQX, currently valued at 0.14, compared to the broader market-1.000.001.002.003.00
VDEQX: 0.14
^GSPC: 0.46
The chart of Sortino ratio for VDEQX, currently valued at 0.34, compared to the broader market-2.000.002.004.006.008.00
VDEQX: 0.34
^GSPC: 0.77
The chart of Omega ratio for VDEQX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.00
VDEQX: 1.05
^GSPC: 1.11
The chart of Calmar ratio for VDEQX, currently valued at 0.12, compared to the broader market0.002.004.006.008.0010.00
VDEQX: 0.12
^GSPC: 0.47
The chart of Martin ratio for VDEQX, currently valued at 0.46, compared to the broader market0.0010.0020.0030.0040.0050.00
VDEQX: 0.46
^GSPC: 1.94

The current Vanguard Diversified Equity Fund Sharpe ratio is 0.14. 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.14
0.46
VDEQX (Vanguard Diversified Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Diversified Equity Fund provided a 1.00% dividend yield over the last twelve months, with an annual payout of $0.48 per share. The fund has been increasing its distributions for 2 consecutive years.


0.60%0.80%1.00%1.20%1.40%$0.00$0.10$0.20$0.30$0.40$0.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.48$0.48$0.40$0.26$0.32$0.35$0.37$0.38$0.36$0.41$0.36$0.34

Dividend yield

1.00%0.93%0.92%0.71%0.60%0.75%0.97%1.24%1.02%1.38%1.21%1.06%

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
2025$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.48
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$0.34$0.34

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.38%
-10.07%
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 59.37%, occurring on Mar 9, 2009. Recovery took 982 trading sessions.

The current Vanguard Diversified Equity Fund drawdown is 15.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.37%Oct 10, 2007354Mar 9, 2009982Feb 1, 20131336
-38.03%Nov 17, 2021280Dec 28, 2022
-35.66%Dec 27, 201959Mar 23, 202092Aug 3, 2020151
-24.8%Jun 24, 2015161Feb 11, 2016361Jul 19, 2017522
-22.13%Sep 21, 201871Jan 3, 2019220Nov 15, 2019291

Volatility

Volatility Chart

The current Vanguard Diversified Equity Fund volatility is 14.58%, 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.58%
14.23%
VDEQX (Vanguard Diversified Equity Fund)
Benchmark (^GSPC)