- ISIN
- US9219394015
- CUSIP
- 921939401
- Issuer
- Vanguard
- Inception Date
- Jun 10, 2005
- Region
- North America (U.S.)
- Category
- Large Cap Growth Equities
- Min. Investment
- $3,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $3B
Share Price Chart
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Performance
VDEQX Performance Chart
Vanguard Diversified Equity Fund (VDEQX) is up 6.6% since the beginning of the year. VDEQX is currently trading at $57 per share. Investors who bought $1,000 worth of VDEQX shares 5 years ago would now be looking at an investment worth $1,647.
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Returns By Period
Vanguard Diversified Equity Fund (VDEQX) has returned 6.55% so far this year and 20.91% over the past 12 months. Over the last decade, VDEQX has posted an annualized return of 14.49%, slightly higher than the S&P 500 Index benchmark’s 13.88%.
Vanguard Diversified Equity Fund
- 1D
- 1.08%
- 1M
- 0.92%
- YTD
- 6.55%
- 6M
- 5.58%
- 1Y
- 20.91%
- 3Y*
- 18.90%
- 5Y*
- 10.49%
- 10Y*
- 14.49%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
VDEQX Monthly Returns History
Based on dividend-adjusted daily data since Jun 10, 2005, VDEQX's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +14.4%, while the worst month was Oct 2008 at -18.0%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.
On a daily basis, VDEQX closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +11.6%, while the worst single day was Mar 16, 2020 at -12.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.65% | -1.11% | -5.29% | 9.32% | 4.24% | -0.81% | 6.55% | ||||||
| 2025 | 4.03% | -3.04% | -6.49% | -0.25% | 6.62% | 5.35% | 1.67% | 2.36% | 2.16% | 2.05% | 0.05% | 0.47% | 15.26% |
| 2024 | 0.89% | 5.57% | 3.21% | -4.47% | 3.94% | 2.54% | 1.38% | 2.29% | 1.69% | -0.91% | 6.79% | -0.21% | 24.63% |
| 2023 | 8.68% | -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% |
Benchmark Metrics
Vanguard Diversified Equity Fund has an annualized alpha of 1.16%, beta of 1.03, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since June 10, 2005.
- This fund captured 108.35% of S&P 500 Index gains and 101.89% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.03 and R2 of 0.97, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.16%
- Beta
- 1.03
- R²
- 0.97
- Upside Capture
- 108.35%
- Downside Capture
- 101.89%
Expense Ratio
VDEQX has an expense ratio of 0.35%, placing it in the medium range.
Return for Risk
Risk / Return Rank
VDEQX ranks 32 for risk / return — below 32% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Vanguard Diversified Equity Fund (VDEQX) and compare them to S&P 500 Index.
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.
| VDEQX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 2.78 | -0.88 |
| Martin ratioReturn relative to average drawdown | 7.65 | 12.44 | -4.79 |
Dividends
Dividend History
Vanguard Diversified Equity Fund provided a 8.60% dividend yield over the last twelve months, with an annual payout of $4.93 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $4.93 | $4.93 | $3.83 | $2.04 | $4.66 | $3.75 | $2.70 | $2.74 | $2.05 | $1.62 | $2.31 | $2.81 |
Dividend yield | 8.60% | 9.17% | 7.53% | 4.65% | 12.92% | 7.13% | 5.82% | 7.20% | 6.61% | 4.63% | 7.67% | 9.42% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.93 | $4.93 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.83 | $3.83 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.04 | $2.04 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.66 | $4.66 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.75 | $3.75 |
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.
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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 56.28%, occurring on Mar 9, 2009. Recovery took 769 trading sessions.
The current Vanguard Diversified Equity Fund drawdown is 1.34%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -56.28%Mar 2009 | 1y 5mo | 3y 18d | 4y 5moOct 2007 - Mar 2012 |
COVID crash2020 | -35.47%Mar 2020 | 1mo 2d | 4mo 13d | 5mo 15dFeb 2020 - Aug 2020 |
Bear market2022 | -29.26%Oct 2022 | 11mo 1d | 1y 3mo | 2y 2moNov 2021 - Feb 2024 |
Rate-hike selloffLate 2018 | -21.33%Dec 2018 | 3mo 4d | 4mo | 7mo 4dSep 2018 - Apr 2019 |
2025 selloff2025 | -20.50%Apr 2025 | 1mo 18d | 2mo 20d | 4mo 8dFeb 2025 - Jun 2025 |
Drawdown Indicators
| VDEQX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.28% | -56.78% | +0.50% |
Max Drawdown (1Y)Largest decline over 1 year | -10.86% | -9.10% | -1.76% |
Max Drawdown (3Y)Largest decline over 3 years | -20.50% | -18.90% | -1.60% |
Max Drawdown (5Y)Largest decline over 5 years | -29.26% | -25.43% | -3.83% |
Max Drawdown (10Y)Largest decline over 10 years | -35.47% | -33.92% | -1.55% |
Current DrawdownCurrent decline from peak | -1.34% | -1.80% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -8.26% | -10.71% | +2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 2.03% | +0.66% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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