VDEQX vs. SPY
Compare and contrast key facts about Vanguard Diversified Equity Fund (VDEQX) and State Street SPDR S&P 500 ETF (SPY).
VDEQX is managed by Vanguard. It was launched on Jun 10, 2005. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
VDEQX vs. SPY - Performance Comparison
Loading graphics...
VDEQX vs. SPY - 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% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, VDEQX achieves a -5.73% return, which is significantly lower than SPY's -3.65% return. Over the past 10 years, VDEQX has underperformed SPY with an annualized return of 13.21%, while SPY has yielded a comparatively higher 14.06% 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%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VDEQX vs. SPY - Expense Ratio Comparison
VDEQX has a 0.35% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
VDEQX vs. SPY — Risk / Return Rank
VDEQX
SPY
VDEQX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Diversified Equity Fund (VDEQX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.96 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.49 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.53 | -0.31 |
Martin ratioReturn relative to average drawdown | 4.98 | 7.27 | -2.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VDEQX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.96 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.70 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.79 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.56 | -0.07 |
Correlation
The correlation between VDEQX and SPY is 0.97, 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. SPY - Dividend Comparison
VDEQX's dividend yield for the trailing twelve months is around 9.72%, more than SPY's 1.13% 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% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
VDEQX vs. SPY - Drawdown Comparison
The maximum VDEQX drawdown since its inception was -56.28%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VDEQX and SPY.
Loading graphics...
Drawdown Indicators
| VDEQX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.28% | -55.19% | -1.09% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -12.05% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -29.26% | -24.50% | -4.76% |
Max Drawdown (10Y)Largest decline over 10 years | -35.47% | -33.72% | -1.75% |
Current DrawdownCurrent decline from peak | -8.12% | -5.53% | -2.59% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -9.09% | +0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 2.54% | +0.55% |
Volatility
VDEQX vs. SPY - Volatility Comparison
Vanguard Diversified Equity Fund (VDEQX) has a higher volatility of 5.72% compared to State Street SPDR S&P 500 ETF (SPY) at 5.35%. This indicates that VDEQX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VDEQX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 5.35% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 10.49% | 9.50% | +0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.32% | 19.06% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.63% | 17.06% | +1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.29% | 17.92% | +1.37% |