VDEQX vs. FDTEX
Compare and contrast key facts about Vanguard Diversified Equity Fund (VDEQX) and Fidelity Advisor Diversified Stock Fund Class M (FDTEX).
VDEQX is managed by Vanguard. It was launched on Jun 10, 2005. FDTEX is managed by Fidelity. It was launched on Jul 12, 2005.
Performance
VDEQX vs. FDTEX - Performance Comparison
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VDEQX vs. FDTEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VDEQX Vanguard Diversified Equity Fund | -5.73% | 15.26% | 24.63% | 27.51% | -22.59% | 21.69% | 29.01% | 31.44% | -5.40% | 21.47% |
FDTEX Fidelity Advisor Diversified Stock Fund Class M | -2.53% | 13.31% | 48.66% | 27.49% | -20.43% | 27.39% | 26.58% | 27.30% | -6.27% | 17.69% |
Returns By Period
In the year-to-date period, VDEQX achieves a -5.73% return, which is significantly lower than FDTEX's -2.53% return. Over the past 10 years, VDEQX has underperformed FDTEX with an annualized return of 13.21%, while FDTEX has yielded a comparatively higher 15.90% annualized return.
VDEQX
- 1D
- 3.07%
- 1M
- -5.43%
- YTD
- -5.73%
- 6M
- -3.49%
- 1Y
- 14.75%
- 3Y*
- 16.79%
- 5Y*
- 8.64%
- 10Y*
- 13.21%
FDTEX
- 1D
- 3.52%
- 1M
- -5.44%
- YTD
- -2.53%
- 6M
- -0.24%
- 1Y
- 18.43%
- 3Y*
- 25.21%
- 5Y*
- 14.27%
- 10Y*
- 15.90%
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VDEQX vs. FDTEX - Expense Ratio Comparison
VDEQX has a 0.35% expense ratio, which is lower than FDTEX's 1.13% expense ratio.
Return for Risk
VDEQX vs. FDTEX — Risk / Return Rank
VDEQX
FDTEX
VDEQX vs. FDTEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Diversified Equity Fund (VDEQX) and Fidelity Advisor Diversified Stock Fund Class M (FDTEX). 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.
| VDEQX | FDTEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.98 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.47 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.55 | -0.33 |
Martin ratioReturn relative to average drawdown | 4.98 | 6.78 | -1.80 |
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
| VDEQX | FDTEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.98 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.60 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.73 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.48 | +0.01 |
Correlation
The correlation between VDEQX and FDTEX is 0.96, 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
VDEQX vs. FDTEX - Dividend Comparison
VDEQX's dividend yield for the trailing twelve months is around 9.72%, more than FDTEX's 6.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDEQX Vanguard Diversified Equity Fund | 9.72% | 9.17% | 7.53% | 4.65% | 12.92% | 7.13% | 5.82% | 7.20% | 6.61% | 4.63% | 7.67% | 9.42% |
FDTEX Fidelity Advisor Diversified Stock Fund Class M | 6.64% | 6.47% | 28.65% | 3.15% | 8.76% | 17.04% | 4.97% | 2.62% | 13.14% | 7.87% | 1.03% | 7.93% |
Drawdowns
VDEQX vs. FDTEX - Drawdown Comparison
The maximum VDEQX drawdown since its inception was -56.28%, smaller than the maximum FDTEX drawdown of -63.20%. Use the drawdown chart below to compare losses from any high point for VDEQX and FDTEX.
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Drawdown Indicators
| VDEQX | FDTEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.28% | -63.20% | +6.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -12.60% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -29.26% | -27.44% | -1.82% |
Max Drawdown (10Y)Largest decline over 10 years | -35.47% | -30.43% | -5.04% |
Current DrawdownCurrent decline from peak | -8.12% | -6.89% | -1.23% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -8.77% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 2.87% | +0.22% |
Volatility
VDEQX vs. FDTEX - Volatility Comparison
The current volatility for Vanguard Diversified Equity Fund (VDEQX) is 5.72%, while Fidelity Advisor Diversified Stock Fund Class M (FDTEX) has a volatility of 6.64%. This indicates that VDEQX experiences smaller price fluctuations and is considered to be less risky than FDTEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VDEQX | FDTEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 6.64% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 10.49% | 11.66% | -1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.32% | 19.47% | -0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.63% | 23.88% | -5.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.29% | 21.74% | -2.45% |