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VDADX vs. VEIRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VDADX and VEIRX is 0.91, 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.


-0.50.00.51.00.9

Performance

VDADX vs. VEIRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) and Vanguard Equity Income Fund Admiral Shares (VEIRX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
230.77%
95.06%
VDADX
VEIRX

Key characteristics

Sharpe Ratio

VDADX:

1.92

VEIRX:

0.59

Sortino Ratio

VDADX:

2.72

VEIRX:

0.76

Omega Ratio

VDADX:

1.35

VEIRX:

1.14

Calmar Ratio

VDADX:

3.83

VEIRX:

0.64

Martin Ratio

VDADX:

11.82

VEIRX:

3.74

Ulcer Index

VDADX:

1.62%

VEIRX:

2.22%

Daily Std Dev

VDADX:

9.98%

VEIRX:

14.12%

Max Drawdown

VDADX:

-31.70%

VEIRX:

-56.75%

Current Drawdown

VDADX:

-3.58%

VEIRX:

-12.06%

Returns By Period

In the year-to-date period, VDADX achieves a 17.33% return, which is significantly higher than VEIRX's 6.24% return. Over the past 10 years, VDADX has outperformed VEIRX with an annualized return of 11.29%, while VEIRX has yielded a comparatively lower 5.76% annualized return.


VDADX

YTD

17.33%

1M

-1.87%

6M

7.73%

1Y

17.94%

5Y*

11.64%

10Y*

11.29%

VEIRX

YTD

6.24%

1M

-10.70%

6M

-0.92%

1Y

6.94%

5Y*

4.85%

10Y*

5.76%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VDADX vs. VEIRX - Expense Ratio Comparison

VDADX has a 0.08% expense ratio, which is lower than VEIRX's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VEIRX
Vanguard Equity Income Fund Admiral Shares
Expense ratio chart for VEIRX: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for VDADX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VDADX vs. VEIRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) and Vanguard Equity Income Fund Admiral Shares (VEIRX). 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.


Sharpe ratio
The chart of Sharpe ratio for VDADX, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.001.920.59
The chart of Sortino ratio for VDADX, currently valued at 2.72, compared to the broader market-2.000.002.004.006.008.0010.002.720.76
The chart of Omega ratio for VDADX, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.003.501.351.14
The chart of Calmar ratio for VDADX, currently valued at 3.83, compared to the broader market0.002.004.006.008.0010.0012.0014.003.830.64
The chart of Martin ratio for VDADX, currently valued at 11.82, compared to the broader market0.0020.0040.0060.0011.823.74
VDADX
VEIRX

The current VDADX Sharpe Ratio is 1.92, which is higher than the VEIRX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of VDADX and VEIRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.92
0.59
VDADX
VEIRX

Dividends

VDADX vs. VEIRX - Dividend Comparison

VDADX's dividend yield for the trailing twelve months is around 1.25%, less than VEIRX's 2.16% yield.


TTM20232022202120202019201820172016201520142013
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
1.25%1.86%1.94%1.53%1.61%1.69%2.07%1.88%2.14%2.34%1.95%0.00%
VEIRX
Vanguard Equity Income Fund Admiral Shares
2.16%3.03%3.03%2.49%2.70%2.71%3.25%2.54%2.83%3.05%2.78%2.60%

Drawdowns

VDADX vs. VEIRX - Drawdown Comparison

The maximum VDADX drawdown since its inception was -31.70%, smaller than the maximum VEIRX drawdown of -56.75%. Use the drawdown chart below to compare losses from any high point for VDADX and VEIRX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.58%
-12.06%
VDADX
VEIRX

Volatility

VDADX vs. VEIRX - Volatility Comparison

The current volatility for Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) is 3.58%, while Vanguard Equity Income Fund Admiral Shares (VEIRX) has a volatility of 10.60%. This indicates that VDADX experiences smaller price fluctuations and is considered to be less risky than VEIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.58%
10.60%
VDADX
VEIRX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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