IYE vs. VGENX
Compare and contrast key facts about iShares U.S. Energy ETF (IYE) and Vanguard Energy Fund Investor Shares (VGENX).
IYE is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Oil & Gas Index. It was launched on Jun 12, 2000. VGENX is managed by Vanguard. It was launched on May 23, 1984.
Performance
IYE vs. VGENX - Performance Comparison
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IYE vs. VGENX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IYE iShares U.S. Energy ETF | 32.07% | 7.33% | 6.06% | -2.21% | 60.21% | 53.42% | -33.49% | 10.03% | -19.37% | -1.80% |
VGENX Vanguard Energy Fund Investor Shares | 24.08% | 20.67% | 30.25% | 8.78% | 23.59% | 27.71% | -30.85% | 13.23% | -17.19% | 3.22% |
Returns By Period
In the year-to-date period, IYE achieves a 32.07% return, which is significantly higher than VGENX's 24.08% return. Over the past 10 years, IYE has underperformed VGENX with an annualized return of 9.94%, while VGENX has yielded a comparatively higher 10.86% annualized return.
IYE
- 1D
- -3.57%
- 1M
- 4.12%
- YTD
- 32.07%
- 6M
- 32.94%
- 1Y
- 29.50%
- 3Y*
- 15.68%
- 5Y*
- 22.04%
- 10Y*
- 9.94%
VGENX
- 1D
- 0.03%
- 1M
- 3.95%
- YTD
- 24.08%
- 6M
- 28.47%
- 1Y
- 35.43%
- 3Y*
- 28.99%
- 5Y*
- 24.44%
- 10Y*
- 10.86%
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IYE vs. VGENX - Expense Ratio Comparison
IYE has a 0.42% expense ratio, which is higher than VGENX's 0.41% expense ratio.
Return for Risk
IYE vs. VGENX — Risk / Return Rank
IYE
VGENX
IYE vs. VGENX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Energy ETF (IYE) and Vanguard Energy Fund Investor Shares (VGENX). 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.
| IYE | VGENX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 2.44 | -1.25 |
Sortino ratioReturn per unit of downside risk | 1.58 | 3.03 | -1.45 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.48 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 3.01 | -1.40 |
Martin ratioReturn relative to average drawdown | 4.46 | 14.64 | -10.18 |
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
| IYE | VGENX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 2.44 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 1.32 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.47 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.45 | -0.19 |
Correlation
The correlation between IYE and VGENX is 0.94, 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
IYE vs. VGENX - Dividend Comparison
IYE's dividend yield for the trailing twelve months is around 2.13%, less than VGENX's 6.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYE iShares U.S. Energy ETF | 2.13% | 2.85% | 2.75% | 2.99% | 3.37% | 2.98% | 4.75% | 6.60% | 3.16% | 2.66% | 2.11% | 3.39% |
VGENX Vanguard Energy Fund Investor Shares | 6.91% | 4.71% | 33.96% | 6.83% | 4.63% | 3.63% | 4.46% | 3.30% | 2.96% | 2.96% | 1.84% | 2.63% |
Drawdowns
IYE vs. VGENX - Drawdown Comparison
The maximum IYE drawdown since its inception was -73.74%, which is greater than VGENX's maximum drawdown of -65.37%. Use the drawdown chart below to compare losses from any high point for IYE and VGENX.
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Drawdown Indicators
| IYE | VGENX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.74% | -65.37% | -8.37% |
Max Drawdown (1Y)Largest decline over 1 year | -18.74% | -12.30% | -6.44% |
Max Drawdown (5Y)Largest decline over 5 years | -25.61% | -19.72% | -5.89% |
Max Drawdown (10Y)Largest decline over 10 years | -68.59% | -61.19% | -7.40% |
Current DrawdownCurrent decline from peak | -5.65% | 0.00% | -5.65% |
Average DrawdownAverage peak-to-trough decline | -19.44% | -14.99% | -4.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.76% | 2.53% | +4.23% |
Volatility
IYE vs. VGENX - Volatility Comparison
iShares U.S. Energy ETF (IYE) has a higher volatility of 6.28% compared to Vanguard Energy Fund Investor Shares (VGENX) at 3.79%. This indicates that IYE's price experiences larger fluctuations and is considered to be riskier than VGENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYE | VGENX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 3.79% | +2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 14.10% | 8.57% | +5.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.90% | 14.79% | +10.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.83% | 18.64% | +7.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.45% | 23.26% | +6.19% |