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VCORX vs. VSEQX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCORX vs. VSEQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Core Bond Fund Investor Shares (VCORX) and Vanguard Strategic Equity Fund (VSEQX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VCORX achieves a 0.72% return, which is significantly lower than VSEQX's 17.04% return. Over the past 10 years, VCORX has underperformed VSEQX with an annualized return of 2.16%, while VSEQX has yielded a comparatively higher 13.34% annualized return.


VCORX

1D
0.22%
1M
1.05%
YTD
0.72%
6M
0.83%
1Y
5.04%
3Y*
4.69%
5Y*
0.33%
10Y*
2.16%

VSEQX

1D
1.01%
1M
4.35%
YTD
17.04%
6M
15.59%
1Y
36.63%
3Y*
20.35%
5Y*
12.89%
10Y*
13.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCORX vs. VSEQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCORX
Vanguard Core Bond Fund Investor Shares
0.72%7.68%2.10%5.90%-13.27%-0.80%10.19%9.47%-0.92%4.34%
VSEQX
Vanguard Strategic Equity Fund
17.04%15.32%16.67%19.31%-11.90%30.83%10.26%26.76%-11.86%12.36%

Correlation

The correlation between VCORX and VSEQX is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Mar 30, 2016

-0.01

The correlation between VCORX and VSEQX shifts across timeframes, from -0.01 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VCORX vs. VSEQX — Risk / Return Rank

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

VCORX
VCORX Risk / Return Rank: 2929
Overall Rank
VCORX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VCORX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VCORX Omega Ratio Rank: 2828
Omega Ratio Rank
VCORX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VCORX Martin Ratio Rank: 2626
Martin Ratio Rank

VSEQX
VSEQX Risk / Return Rank: 8484
Overall Rank
VSEQX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VSEQX Sortino Ratio Rank: 7878
Sortino Ratio Rank
VSEQX Omega Ratio Rank: 7171
Omega Ratio Rank
VSEQX Calmar Ratio Rank: 9494
Calmar Ratio Rank
VSEQX Martin Ratio Rank: 9494
Martin Ratio Rank
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.

VCORX vs. VSEQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Bond Fund Investor Shares (VCORX) and Vanguard Strategic Equity Fund (VSEQX). 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.


VCORXVSEQXDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.25

1.41

-0.16

Calmar ratioReturn relative to maximum drawdown

1.92

4.84

-2.93

Martin ratioReturn relative to average drawdown

5.51

18.59

-13.08

VCORX vs. VSEQX - Sharpe Ratio Comparison

The current VCORX Sharpe Ratio is 1.39, which is lower than the VSEQX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of VCORX and VSEQX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VCORX vs. VSEQX - Drawdown Comparison

The maximum VCORX drawdown since its inception was -18.14%, smaller than the maximum VSEQX drawdown of -63.55%. Use the drawdown chart below to compare losses from any high point for VCORX and VSEQX.


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Drawdown Indicators


VCORXVSEQXDifference

Max Drawdown

Largest peak-to-trough decline

-18.14%

-63.55%

+45.41%

Max Drawdown (1Y)

Largest decline over 1 year

-2.64%

-7.60%

+4.96%

Max Drawdown (3Y)

Largest decline over 3 years

-5.99%

-24.73%

+18.74%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

-24.73%

+6.59%

Max Drawdown (10Y)

Largest decline over 10 years

-18.14%

-44.08%

+25.94%

Current Drawdown

Current decline from peak

-1.06%

-0.59%

-0.47%

Average Drawdown

Average peak-to-trough decline

-4.25%

-9.05%

+4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

1.98%

-1.06%

Volatility

VCORX vs. VSEQX - Volatility Comparison

The current volatility for Vanguard Core Bond Fund Investor Shares (VCORX) is 1.09%, while Vanguard Strategic Equity Fund (VSEQX) has a volatility of 4.63%. This indicates that VCORX experiences smaller price fluctuations and is considered to be less risky than VSEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCORXVSEQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

4.63%

-3.54%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

11.10%

-8.35%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

15.31%

-11.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.81%

19.98%

-14.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.81%

21.44%

-16.63%

VCORX vs. VSEQX - Expense Ratio Comparison

VCORX has a 0.20% expense ratio, which is higher than VSEQX's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VCORX vs. VSEQX - Dividend Comparison

VCORX's dividend yield for the trailing twelve months is around 4.63%, less than VSEQX's 9.53% yield.


PositionTTM20252024202320222021202020192018201720162015
VCORX
Vanguard Core Bond Fund Investor Shares
4.63%4.70%4.93%3.99%2.90%1.91%2.95%2.93%2.98%2.62%2.20%0.00%
VSEQX
Vanguard Strategic Equity Fund
9.53%11.16%11.36%6.11%11.77%21.36%1.77%2.92%10.34%7.05%3.13%12.28%

Frequently Asked Questions


VCORX and VSEQX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VSEQX has higher volatility (4.63%) compared to VCORX (1.09%). In terms of maximum drawdown, VCORX dropped -18.14% vs VSEQX's -63.55%.

VSEQX currently has the higher Sharpe Ratio (2.41 vs 1.39), 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.

Portfolio Optimizer

Find the right allocation for VCORX and VSEQX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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