Correlation
The correlation between DESGX and VSMPX 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.
DESGX vs. VSMPX
Compare and contrast key facts about DWS ESG Core Equity Fund (DESGX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX).
DESGX is managed by DWS. It was launched on Jul 31, 2005. VSMPX is managed by Vanguard. It was launched on Apr 28, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DESGX or VSMPX.
Performance
DESGX vs. VSMPX - Performance Comparison
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Key characteristics
DESGX:
0.43
VSMPX:
0.69
DESGX:
0.64
VSMPX:
1.00
DESGX:
1.09
VSMPX:
1.14
DESGX:
0.34
VSMPX:
0.64
DESGX:
1.20
VSMPX:
2.40
DESGX:
6.00%
VSMPX:
5.17%
DESGX:
20.24%
VSMPX:
20.08%
DESGX:
-58.25%
VSMPX:
-34.97%
DESGX:
-5.84%
VSMPX:
-3.90%
Returns By Period
In the year-to-date period, DESGX achieves a -1.71% return, which is significantly lower than VSMPX's 0.53% return. Over the past 10 years, DESGX has underperformed VSMPX with an annualized return of 9.47%, while VSMPX has yielded a comparatively higher 12.15% annualized return.
DESGX
-1.71%
6.50%
-5.06%
8.72%
13.92%
16.39%
9.47%
VSMPX
0.53%
6.34%
-2.51%
13.82%
13.73%
15.25%
12.15%
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DESGX vs. VSMPX - Expense Ratio Comparison
DESGX has a 0.64% expense ratio, which is higher than VSMPX's 0.02% expense ratio.
Risk-Adjusted Performance
DESGX vs. VSMPX — Risk-Adjusted Performance Rank
DESGX
VSMPX
DESGX vs. VSMPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS ESG Core Equity Fund (DESGX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX). 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.
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Dividends
DESGX vs. VSMPX - Dividend Comparison
DESGX's dividend yield for the trailing twelve months is around 8.08%, more than VSMPX's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DESGX DWS ESG Core Equity Fund | 8.08% | 7.94% | 2.80% | 4.21% | 12.80% | 4.06% | 7.61% | 21.12% | 3.53% | 6.50% | 7.59% | 4.15% |
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares | 1.29% | 1.27% | 1.44% | 1.67% | 1.22% | 1.43% | 1.78% | 2.05% | 1.73% | 1.95% | 1.52% | 0.00% |
Drawdowns
DESGX vs. VSMPX - Drawdown Comparison
The maximum DESGX drawdown since its inception was -58.25%, which is greater than VSMPX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for DESGX and VSMPX.
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Volatility
DESGX vs. VSMPX - Volatility Comparison
DWS ESG Core Equity Fund (DESGX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX) have volatilities of 4.84% and 4.96%, 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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