DTE vs. VIGAX
DTE (DTE Energy Company) is a stock, while VIGAX (Vanguard Growth Index Fund Admiral Shares) is Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. Over the past 10 years, DTE returned 10.01%/yr vs 17.97%/yr for VIGAX. At a 0.32 correlation, their price movements are largely independent.
Performance
DTE vs. VIGAX - Performance Comparison
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Returns By Period
In the year-to-date period, DTE achieves a 20.67% return, which is significantly higher than VIGAX's 3.18% return. Over the past 10 years, DTE has underperformed VIGAX with an annualized return of 10.01%, while VIGAX has yielded a comparatively higher 17.97% annualized return.
DTE
- 1D
- 1.13%
- 1M
- 6.79%
- YTD
- 20.67%
- 6M
- 20.85%
- 1Y
- 20.97%
- 3Y*
- 15.39%
- 5Y*
- 10.06%
- 10Y*
- 10.01%
VIGAX
- 1D
- -0.33%
- 1M
- -4.92%
- YTD
- 3.18%
- 6M
- 1.70%
- 1Y
- 17.47%
- 3Y*
- 22.60%
- 5Y*
- 12.70%
- 10Y*
- 17.97%
DTE vs. VIGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTE DTE Energy Company | 20.67% | 10.42% | 13.49% | -2.81% | 1.23% | 19.35% | -2.86% | 21.38% | 4.21% | 14.59% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 3.18% | 19.43% | 32.67% | 46.76% | -33.14% | 27.26% | 40.18% | 37.23% | -3.35% | 27.80% |
Correlation
The correlation between DTE and VIGAX is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2000 | 0.32 |
The correlation between DTE and VIGAX shifts across timeframes, from -0.15 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DTE vs. VIGAX — Risk / Return Rank
DTE
VIGAX
DTE vs. VIGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DTE Energy Company (DTE) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.
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.
| DTE | VIGAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | 1.09 | +0.99 |
| Martin ratioReturn relative to average drawdown | 4.81 | 3.71 | +1.10 |
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Drawdowns
DTE vs. VIGAX - Drawdown Comparison
The maximum DTE drawdown since its inception was -67.92%, which is greater than VIGAX's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for DTE and VIGAX.
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Drawdown Indicators
| DTE | VIGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.92% | -50.66% | -17.26% |
Max Drawdown (1Y)Largest decline over 1 year | -10.13% | -16.51% | +6.38% |
Max Drawdown (3Y)Largest decline over 3 years | -17.97% | -23.04% | +5.07% |
Max Drawdown (5Y)Largest decline over 5 years | -28.93% | -35.63% | +6.70% |
Max Drawdown (10Y)Largest decline over 10 years | -42.45% | -35.63% | -6.82% |
Current DrawdownCurrent decline from peak | 0.00% | -7.16% | +7.16% |
Average DrawdownAverage peak-to-trough decline | -17.21% | -11.94% | -5.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 4.84% | -0.47% |
Volatility
DTE vs. VIGAX - Volatility Comparison
The current volatility for DTE Energy Company (DTE) is 5.61%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 6.87%. This indicates that DTE experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTE | VIGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 6.87% | -1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 12.82% | 13.42% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.46% | 16.97% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.86% | 22.51% | -3.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.33% | 21.65% | +0.68% |
Dividends
DTE vs. VIGAX - Dividend Comparison
DTE's dividend yield for the trailing twelve months is around 3.26%, more than VIGAX's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTE DTE Energy Company | 3.26% | 3.44% | 3.44% | 3.52% | 3.07% | 2.98% | 3.40% | 2.96% | 3.26% | 3.07% | 3.10% | 3.54% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.38% | 0.40% | 0.46% | 0.57% | 0.69% | 0.47% | 0.66% | 0.94% | 1.31% | 1.14% | 1.39% | 1.31% |
Frequently Asked Questions
DTE and VIGAX have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIGAX has higher volatility (6.87%) compared to DTE (5.61%). In terms of maximum drawdown, DTE dropped -67.92% vs VIGAX's -50.66%.
DTE currently has the higher Sharpe Ratio (1.29 vs 1.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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