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VDEQX vs. VDC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VDEQX and VDC is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

VDEQX vs. VDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Diversified Equity Fund (VDEQX) and Vanguard Consumer Staples ETF (VDC). The values are adjusted to include any dividend payments, if applicable.

460.00%480.00%500.00%520.00%540.00%560.00%580.00%JulyAugustSeptemberOctoberNovemberDecember
550.64%
507.54%
VDEQX
VDC

Key characteristics

Sharpe Ratio

VDEQX:

1.46

VDC:

1.69

Sortino Ratio

VDEQX:

2.02

VDC:

2.44

Omega Ratio

VDEQX:

1.28

VDC:

1.29

Calmar Ratio

VDEQX:

2.42

VDC:

2.63

Martin Ratio

VDEQX:

8.92

VDC:

10.54

Ulcer Index

VDEQX:

2.46%

VDC:

1.55%

Daily Std Dev

VDEQX:

15.06%

VDC:

9.65%

Max Drawdown

VDEQX:

-56.27%

VDC:

-34.24%

Current Drawdown

VDEQX:

-4.54%

VDC:

-3.34%

Returns By Period

In the year-to-date period, VDEQX achieves a 20.62% return, which is significantly higher than VDC's 15.22% return. Over the past 10 years, VDEQX has outperformed VDC with an annualized return of 12.01%, while VDC has yielded a comparatively lower 8.27% annualized return.


VDEQX

YTD

20.62%

1M

-0.38%

6M

7.64%

1Y

20.98%

5Y*

13.41%

10Y*

12.01%

VDC

YTD

15.22%

1M

0.66%

6M

6.36%

1Y

15.88%

5Y*

8.60%

10Y*

8.27%

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. VDC - Expense Ratio Comparison

VDEQX has a 0.35% expense ratio, which is higher than VDC's 0.10% expense ratio.


VDEQX
Vanguard Diversified Equity Fund
Expense ratio chart for VDEQX: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for VDC: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

VDEQX vs. VDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Diversified Equity Fund (VDEQX) and Vanguard Consumer Staples ETF (VDC). 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 VDEQX, currently valued at 1.46, compared to the broader market-1.000.001.002.003.004.001.461.69
The chart of Sortino ratio for VDEQX, currently valued at 2.02, compared to the broader market-2.000.002.004.006.008.0010.002.022.44
The chart of Omega ratio for VDEQX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.281.29
The chart of Calmar ratio for VDEQX, currently valued at 2.42, compared to the broader market0.005.0010.0015.002.422.63
The chart of Martin ratio for VDEQX, currently valued at 8.92, compared to the broader market0.0020.0040.0060.008.9210.54
VDEQX
VDC

The current VDEQX Sharpe Ratio is 1.46, which is comparable to the VDC Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of VDEQX and VDC, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.46
1.69
VDEQX
VDC

Dividends

VDEQX vs. VDC - Dividend Comparison

VDEQX's dividend yield for the trailing twelve months is around 0.76%, less than VDC's 2.29% yield.


TTM20232022202120202019201820172016201520142013
VDEQX
Vanguard Diversified Equity Fund
0.76%0.92%0.71%0.60%0.75%0.97%1.24%1.02%1.38%1.21%1.06%0.93%
VDC
Vanguard Consumer Staples ETF
2.29%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%2.21%

Drawdowns

VDEQX vs. VDC - Drawdown Comparison

The maximum VDEQX drawdown since its inception was -56.27%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for VDEQX and VDC. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.54%
-3.34%
VDEQX
VDC

Volatility

VDEQX vs. VDC - Volatility Comparison

Vanguard Diversified Equity Fund (VDEQX) has a higher volatility of 4.23% compared to Vanguard Consumer Staples ETF (VDC) at 2.89%. This indicates that VDEQX's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.23%
2.89%
VDEQX
VDC
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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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