ESE vs. VFINX

Last updated Apr 1, 2026

Compare and contrast key facts about ESCO Technologies Inc. (ESE) and Vanguard 500 Index Fund Investor Shares (VFINX).

VFINX is managed by Vanguard.

Performance

ESE vs. VFINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ESCO Technologies Inc. (ESE) and Vanguard 500 Index Fund Investor Shares (VFINX). The values are adjusted to include any dividend payments, if applicable.

ESE vs. VFINX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ESE ESCO Technologies Inc.	44.06%	46.96%	14.15%	34.13%	-2.30%	-12.59%	12.01%	41.00%	10.04%	6.79%
VFINX Vanguard 500 Index Fund Investor Shares	-7.09%	17.71%	24.84%	26.12%	-18.24%	28.53%	18.20%	31.33%	-4.55%	21.66%

Returns By Period

In the year-to-date period, ESE achieves a 44.06% return, which is significantly higher than VFINX's -7.09% return. Over the past 10 years, ESE has outperformed VFINX with an annualized return of 22.28%, while VFINX has yielded a comparatively lower 13.60% annualized return.

ESE

• 1D: 4.60%
• 1M: 1.47%
• YTD: 44.06%
• 6M: 33.39%
• 1Y: 77.13%
• 3Y*: 43.70%
• 5Y*: 20.83%
• 10Y*: 22.28%

VFINX

• 1D: -0.39%
• 1M: -7.69%
• YTD: -7.09%
• 6M: -4.65%
• 1Y: 14.30%
• 3Y*: 17.02%
• 5Y*: 11.26%
• 10Y*: 13.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ESE vs. VFINX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESE

ESE Risk / Return Rank: 94
ESE Sharpe Ratio Rank: 94
ESE Sortino Ratio Rank: 93
ESE Omega Ratio Rank: 90
ESE Calmar Ratio Rank: 96
ESE Martin Ratio Rank: 96

VFINX

VFINX Risk / Return Rank: 45
VFINX Sharpe Ratio Rank: 41
VFINX Sortino Ratio Rank: 45
VFINX Omega Ratio Rank: 49
VFINX Calmar Ratio Rank: 40
VFINX Martin Ratio Rank: 52

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.

ESE vs. VFINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ESCO Technologies Inc. (ESE) and Vanguard 500 Index Fund Investor Shares (VFINX). 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.

	ESE	VFINX	Difference
Sharpe ratio Return per unit of total volatility	2.46	0.83	+1.63
Sortino ratio Return per unit of downside risk	3.18	1.29	+1.89
Omega ratio Gain probability vs. loss probability	1.39	1.20	+0.19
Calmar ratio Return relative to maximum drawdown	6.29	1.05	+5.25
Martin ratio Return relative to average drawdown	17.11	5.08	+12.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESE vs. VFINX - Sharpe Ratio Comparison

The current ESE Sharpe Ratio is 2.46, which is higher than the VFINX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of ESE and VFINX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ESE	VFINX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.46	0.83	+1.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.67	+0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.76	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.59	-0.18

Correlation

The correlation between ESE and VFINX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ESE vs. VFINX - Dividend Comparison

ESE's dividend yield for the trailing twelve months is around 0.11%, less than VFINX's 1.11% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ESE ESCO Technologies Inc.	0.11%	0.16%	0.24%	0.27%	0.37%	0.27%	0.31%	0.43%	0.49%	0.40%	0.56%	0.89%
VFINX Vanguard 500 Index Fund Investor Shares	1.11%	1.02%	1.14%	1.36%	1.57%	1.15%	1.45%	1.77%	1.94%	1.69%	1.92%	1.99%

Drawdowns

ESE vs. VFINX - Drawdown Comparison

The maximum ESE drawdown since its inception was -58.54%, which is greater than VFINX's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ESE and VFINX.

Drawdown Indicators

	ESE	VFINX	Difference
Max Drawdown Largest peak-to-trough decline	-58.54%	-55.25%	-3.29%
Max Drawdown (1Y) Largest decline over 1 year	-12.91%	-12.12%	-0.79%
Max Drawdown (5Y) Largest decline over 5 years	-45.57%	-24.59%	-20.98%
Max Drawdown (10Y) Largest decline over 10 years	-45.97%	-33.83%	-12.14%
Current Drawdown Current decline from peak	-2.56%	-8.92%	+6.36%
Average Drawdown Average peak-to-trough decline	-20.33%	-8.31%	-12.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.75%	2.50%	+2.25%

Volatility

ESE vs. VFINX - Volatility Comparison

ESCO Technologies Inc. (ESE) has a higher volatility of 11.23% compared to Vanguard 500 Index Fund Investor Shares (VFINX) at 4.24%. This indicates that ESE's price experiences larger fluctuations and is considered to be riskier than VFINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESE	VFINX	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.23%	4.24%	+6.99%
Volatility (6M) Calculated over the trailing 6-month period	22.23%	9.08%	+13.15%
Volatility (1Y) Calculated over the trailing 1-year period	31.55%	18.13%	+13.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.83%	16.86%	+12.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.12%	18.03%	+12.09%