DESGX vs. VITPX
Compare and contrast key facts about DWS ESG Core Equity Fund (DESGX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX).
DESGX is managed by DWS. It was launched on Jul 31, 2005. VITPX is managed by Vanguard. It was launched on May 31, 2001.
Performance
DESGX vs. VITPX - Performance Comparison
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DESGX vs. VITPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DESGX DWS ESG Core Equity Fund | -3.89% | 18.92% | 23.55% | 26.68% | -15.56% | 28.99% | 19.13% | 28.18% | -17.30% | 13.02% |
VITPX Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares | -3.97% | 17.17% | 25.43% | 26.01% | -19.48% | 25.76% | 20.95% | 30.87% | -5.59% | 20.51% |
Returns By Period
The year-to-date returns for both stocks are quite close, with DESGX having a -3.89% return and VITPX slightly lower at -3.97%. Over the past 10 years, DESGX has underperformed VITPX with an annualized return of 11.70%, while VITPX has yielded a comparatively higher 13.67% annualized return.
DESGX
- 1D
- 3.01%
- 1M
- -5.15%
- YTD
- -3.89%
- 6M
- 0.59%
- 1Y
- 21.52%
- 3Y*
- 18.19%
- 5Y*
- 12.39%
- 10Y*
- 11.70%
VITPX
- 1D
- 2.97%
- 1M
- -5.09%
- YTD
- -3.97%
- 6M
- -1.95%
- 1Y
- 17.76%
- 3Y*
- 18.40%
- 5Y*
- 10.81%
- 10Y*
- 13.67%
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DESGX vs. VITPX - Expense Ratio Comparison
DESGX has a 0.64% expense ratio, which is higher than VITPX's 0.02% expense ratio.
Return for Risk
DESGX vs. VITPX — Risk / Return Rank
DESGX
VITPX
DESGX vs. VITPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS ESG Core Equity Fund (DESGX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DESGX | VITPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 0.98 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.50 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 1.51 | +0.03 |
Martin ratioReturn relative to average drawdown | 7.36 | 7.25 | +0.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DESGX | VITPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 0.98 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.63 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.75 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.47 | +0.02 |
Correlation
The correlation between DESGX and VITPX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DESGX vs. VITPX - Dividend Comparison
DESGX's dividend yield for the trailing twelve months is around 5.99%, more than VITPX's 2.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DESGX DWS ESG Core Equity Fund | 5.99% | 5.76% | 7.94% | 2.80% | 4.21% | 12.80% | 4.06% | 7.61% | 21.12% | 3.53% | 6.49% | 7.25% |
VITPX Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares | 2.61% | 2.64% | 4.14% | 2.41% | 6.48% | 5.38% | 11.57% | 2.91% | 3.93% | 1.90% | 2.80% | 2.30% |
Drawdowns
DESGX vs. VITPX - Drawdown Comparison
The maximum DESGX drawdown since its inception was -58.26%, which is greater than VITPX's maximum drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for DESGX and VITPX.
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Drawdown Indicators
| DESGX | VITPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.26% | -55.28% | -2.98% |
Max Drawdown (1Y)Largest decline over 1 year | -13.18% | -12.41% | -0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -22.01% | -25.31% | +3.30% |
Max Drawdown (10Y)Largest decline over 10 years | -34.68% | -34.99% | +0.31% |
Current DrawdownCurrent decline from peak | -6.66% | -6.21% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -8.17% | -8.07% | -0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 2.59% | +0.17% |
Volatility
DESGX vs. VITPX - Volatility Comparison
DWS ESG Core Equity Fund (DESGX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX) have volatilities of 5.33% and 5.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DESGX | VITPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 5.49% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.97% | 9.79% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.79% | 18.61% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 17.37% | -0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 18.40% | -0.19% |