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Vanguard Strategic Equity Fund (VSEQX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US9220381043
CUSIP
922038104
Issuer
Vanguard
Inception Date
Aug 14, 1995
Region
North America (U.S.)
Min. Investment
$3,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Strategic 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.


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S&P 500 Index

Returns By Period

Vanguard Strategic Equity Fund (VSEQX) has returned -1.09% so far this year and 21.96% over the past 12 months. Over the last ten years, VSEQX has returned 11.49% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Vanguard Strategic Equity Fund

1D
-0.83%
1M
-6.67%
YTD
-1.09%
6M
1.46%
1Y
21.96%
3Y*
15.42%
5Y*
9.89%
10Y*
11.49%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 1, 1995, VSEQX's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, your investment would double in approximately 6.2 years.

Historically, 61% of months were positive and 39% were negative. The best month was Oct 2011 with a return of +15.6%, while the worst month was Mar 2020 at -22.8%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VSEQX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +11.9%, while the worst single day was Mar 16, 2020 at -13.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.28%2.61%-6.67%-1.09%
20254.43%-4.56%-6.16%-1.89%6.69%4.55%2.11%5.35%2.11%-0.27%2.22%0.62%15.32%
2024-1.02%5.03%5.46%-6.00%3.90%-1.17%7.21%0.44%2.30%-1.10%9.57%-7.63%16.67%
20239.41%-1.40%-4.27%-1.39%-2.02%9.83%4.24%-3.55%-4.66%-5.82%9.25%10.40%19.31%
2022-5.86%0.82%1.88%-6.99%0.92%-10.43%10.50%-2.61%-9.49%11.60%5.14%-5.17%-11.90%
20213.15%6.40%4.05%5.05%1.66%0.54%0.02%3.04%-3.74%4.95%-3.05%5.71%30.83%

Benchmark Metrics

Vanguard Strategic Equity Fund has an annualized alpha of 1.89%, beta of 1.02, and R² of 0.84 versus S&P 500 Index. Calculated based on daily prices since September 05, 1995.

  • This fund captured 111.90% of S&P 500 Index gains and 103.45% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.02 and R² of 0.84, 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
1.89%
Beta
1.02
0.84
Upside Capture
111.90%
Downside Capture
103.45%

Expense Ratio

VSEQX has an expense ratio of 0.17%, which is considered low.


Return for Risk

Risk / Return Rank

VSEQX ranks 60 for risk / return — better than 60% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


VSEQX Risk / Return Rank: 6060
Overall Rank
VSEQX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VSEQX Sortino Ratio Rank: 6060
Sortino Ratio Rank
VSEQX Omega Ratio Rank: 5656
Omega Ratio Rank
VSEQX Calmar Ratio Rank: 5858
Calmar Ratio Rank
VSEQX Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard Strategic Equity Fund (VSEQX) and compare them to a chosen benchmark (S&P 500 Index).


VSEQXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.90

+0.18

Sortino ratio

Return per unit of downside risk

1.59

1.39

+0.21

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

1.40

1.40

0.00

Martin ratio

Return relative to average drawdown

6.70

6.61

+0.09

Explore VSEQX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Vanguard Strategic Equity Fund provided a 11.28% dividend yield over the last twelve months, with an annual payout of $4.19 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%20.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.19$4.19$4.11$2.10$3.60$8.28$0.64$0.98$2.81$2.39$1.01$3.47

Dividend yield

11.28%11.16%11.36%6.11%11.77%21.36%1.77%2.92%10.34%7.05%3.13%12.28%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$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$4.19$4.19
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.11$4.11
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.10$2.10
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.60$3.60
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$8.28$8.28

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Strategic 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 Strategic Equity Fund was 63.55%, occurring on Mar 9, 2009. Recovery took 973 trading sessions.

The current Vanguard Strategic Equity Fund drawdown is 7.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.55%Jun 5, 2007444Mar 9, 2009973Jan 17, 20131417
-44.08%Jan 17, 202045Mar 23, 2020171Nov 23, 2020216
-37.78%Oct 8, 1997253Oct 8, 1998308Dec 29, 1999561
-28.13%Apr 17, 2002123Oct 9, 2002185Jul 7, 2003308
-26.1%Aug 30, 201880Dec 24, 2018249Dec 19, 2019329

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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