KBIWX vs. VGENX

Last updated Jun 5, 2026

KBIWX (KBI Global Investors Aquarius Fund) and VGENX (Vanguard Energy Fund Investor Shares) are both Energy Equities funds. Over the past 5 years, KBIWX returned 6.06%/yr vs 22.02%/yr for VGENX. A 0.57 correlation means they provide meaningful diversification when combined. KBIWX charges 1.10%/yr vs 0.41%/yr for VGENX.

Performance

KBIWX vs. VGENX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KBI Global Investors Aquarius Fund (KBIWX) and Vanguard Energy Fund Investor Shares (VGENX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KBIWX achieves a 2.19% return, which is significantly lower than VGENX's 20.38% return.

KBIWX

• 1D: 0.18%
• 1M: -2.52%
• YTD: 2.19%
• 6M: 1.29%
• 1Y: 5.95%
• 3Y*: 10.19%
• 5Y*: 6.06%
• 10Y*: —

VGENX

• 1D: 0.29%
• 1M: -3.35%
• YTD: 20.38%
• 6M: 18.61%
• 1Y: 35.05%
• 3Y*: 28.28%
• 5Y*: 22.02%
• 10Y*: 9.47%

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

KBIWX vs. VGENX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
KBIWX KBI Global Investors Aquarius Fund	2.19%	13.98%	3.89%	19.47%	-14.44%	27.34%	13.48%	24.31%	-6.76%
VGENX Vanguard Energy Fund Investor Shares	20.38%	20.67%	30.25%	8.78%	23.59%	27.71%	-30.85%	13.23%	-20.40%

Correlation

The correlation between KBIWX and VGENX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.49
Correlation (All Time) Calculated using the full available price history since Oct 15, 2018	0.57

Over the past year, the correlation between KBIWX and VGENX has dropped to 0.24 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

Return for Risk

KBIWX vs. VGENX — Risk / Return Rank

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

KBIWX

KBIWX Risk / Return Rank: 6
KBIWX Sharpe Ratio Rank: 6
KBIWX Sortino Ratio Rank: 6
KBIWX Omega Ratio Rank: 6
KBIWX Calmar Ratio Rank: 6
KBIWX Martin Ratio Rank: 6

VGENX

VGENX Risk / Return Rank: 85
VGENX Sharpe Ratio Rank: 84
VGENX Sortino Ratio Rank: 78
VGENX Omega Ratio Rank: 73
VGENX Calmar Ratio Rank: 95
VGENX Martin Ratio Rank: 93

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.

KBIWX vs. VGENX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KBI Global Investors Aquarius Fund (KBIWX) 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.

	KBIWX	VGENX	Difference
Sharpe ratio: Return per unit of total volatility	0.42	2.76	-2.35
Sortino ratio: Return per unit of downside risk	0.70	3.76	-3.06
Omega ratio: Gain probability vs. loss probability	1.08	1.49	-0.41
Calmar ratio: Return relative to maximum drawdown	0.47	5.85	-5.38
Martin ratio: Return relative to average drawdown	1.28	20.00	-18.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KBIWX vs. VGENX - Sharpe Ratio Comparison

The current KBIWX Sharpe Ratio is 0.42, which is lower than the VGENX Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of KBIWX and VGENX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	KBIWX	VGENX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.42	2.76	-2.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.34	1.18	-0.85
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.41	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.44	+0.07

Drawdowns

KBIWX vs. VGENX - Drawdown Comparison

The maximum KBIWX drawdown since its inception was -39.00%, smaller than the maximum VGENX drawdown of -65.37%. Use the drawdown chart below to compare losses from any high point for KBIWX and VGENX.

Drawdown Indicators

	KBIWX	VGENX	Difference
Max Drawdown Largest peak-to-trough decline	-39.00%	-65.37%	+26.37%
Max Drawdown (1Y) Largest decline over 1 year	-12.25%	-5.71%	-6.54%
Max Drawdown (3Y) Largest decline over 3 years	-22.30%	-12.30%	-10.00%
Max Drawdown (5Y) Largest decline over 5 years	-26.88%	-19.72%	-7.16%
Max Drawdown (10Y) Largest decline over 10 years	—	-61.19%	—
Current Drawdown Current decline from peak	-8.50%	-3.97%	-4.53%
Average Drawdown Average peak-to-trough decline	-6.75%	-14.93%	+8.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.53%	1.67%	+2.86%

Volatility

KBIWX vs. VGENX - Volatility Comparison

KBI Global Investors Aquarius Fund (KBIWX) and Vanguard Energy Fund Investor Shares (VGENX) have volatilities of 4.77% and 4.94%, 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.

Volatility by Period

	KBIWX	VGENX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	4.94%	-0.17%
Volatility (6M) Calculated over the trailing 6-month period	10.81%	10.18%	+0.63%
Volatility (1Y) Calculated over the trailing 1-year period	13.94%	12.11%	+1.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.14%	18.71%	-0.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.70%	23.19%	-3.49%

KBIWX vs. VGENX - Expense Ratio Comparison

KBIWX has a 1.10% expense ratio, which is higher than VGENX's 0.41% expense ratio.

Dividends

KBIWX vs. VGENX - Dividend Comparison

KBIWX's dividend yield for the trailing twelve months is around 8.73%, more than VGENX's 7.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KBIWX KBI Global Investors Aquarius Fund	8.73%	8.93%	19.35%	5.40%	7.76%	19.57%	2.13%	2.79%	0.06%	0.00%	0.00%	0.00%
VGENX Vanguard Energy Fund Investor Shares	7.12%	4.71%	33.96%	6.83%	4.63%	3.63%	4.46%	3.30%	2.96%	2.96%	1.84%	2.63%

Frequently Asked Questions

Can I hold both KBIWX and VGENX in my portfolio?

KBIWX and VGENX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KBIWX or VGENX?

VGENX has higher volatility (4.94%) compared to KBIWX (4.77%). In terms of maximum drawdown, KBIWX dropped -39.00% vs VGENX's -65.37%.

Which has better risk-adjusted returns?

VGENX currently has the higher Sharpe Ratio (2.76 vs 0.42), 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.