VDEQX vs. VDC

Last updated Jun 4, 2026

VDEQX (Vanguard Diversified Equity Fund) and VDC (Vanguard Consumer Staples ETF) are both funds - VDEQX is a Large Cap Growth Equities fund managed by Vanguard, while VDC is a Consumer Staples Equities fund tracking the MSCI US Investable Market Consumer Staples 25/50 Index. Over the past 10 years, VDEQX returned 14.48%/yr vs 7.59%/yr for VDC. A 0.64 correlation means they provide meaningful diversification when combined. VDEQX charges 0.35%/yr vs 0.09%/yr for VDC.

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.

Returns By Period

In the year-to-date period, VDEQX achieves a 7.82% return, which is significantly higher than VDC's 5.75% return. Over the past 10 years, VDEQX has outperformed VDC with an annualized return of 14.48%, while VDC has yielded a comparatively lower 7.59% annualized return.

VDEQX

• 1D: -0.17%
• 1M: 4.66%
• YTD: 7.82%
• 6M: 8.00%
• 1Y: 22.53%
• 3Y*: 20.50%
• 5Y*: 10.84%
• 10Y*: 14.48%

VDC

• 1D: 0.61%
• 1M: -3.32%
• YTD: 5.75%
• 6M: 4.31%
• 1Y: 1.24%
• 3Y*: 7.43%
• 5Y*: 6.06%
• 10Y*: 7.59%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VDEQX vs. VDC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VDEQX Vanguard Diversified Equity Fund	7.82%	15.26%	24.63%	27.51%	-22.59%	21.69%	29.01%	31.44%	-5.40%	21.47%
VDC Vanguard Consumer Staples ETF	5.75%	2.17%	13.30%	2.38%	-1.79%	17.64%	10.86%	26.11%	-7.79%	11.85%

Correlation

The correlation between VDEQX and VDC is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (10Y) Calculated over the trailing 10-year period	0.48
Correlation (All Time) Calculated using the full available price history since Jun 13, 2005	0.64

Over the past year, the correlation between VDEQX and VDC has dropped to 0.07 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

VDEQX vs. VDC - Sectors Allocation Comparison

Sectors	VDEQX	VDC
Technology	28.9%	-
Financial Services	13.7%	-
Healthcare	13.4%	0.0%
Consumer Cyclical	11.5%	1.8%
Communication Services	10.0%	-
Industrials	9.6%	0.3%
Energy	3.4%	-
Consumer Defensive	3.4%	97.5%
Basic Materials	2.6%	0.3%
Real Estate	1.8%	-
Utilities	1.7%	-

Return for Risk

VDEQX vs. VDC — Risk / Return Rank

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

VDEQX

VDEQX Risk / Return Rank: 38
VDEQX Sharpe Ratio Rank: 39
VDEQX Sortino Ratio Rank: 36
VDEQX Omega Ratio Rank: 38
VDEQX Calmar Ratio Rank: 33
VDEQX Martin Ratio Rank: 42

VDC

VDC Risk / Return Rank: 9
VDC Sharpe Ratio Rank: 10
VDC Sortino Ratio Rank: 9
VDC Omega Ratio Rank: 9
VDC Calmar Ratio Rank: 10
VDC Martin Ratio Rank: 10

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.

VDEQX vs. VDC - Risk-Adjusted Trends 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.

	VDEQX	VDC	Difference
Sharpe ratio: Return per unit of total volatility	1.81	0.10	+1.71
Sortino ratio: Return per unit of downside risk	2.50	0.23	+2.27
Omega ratio: Gain probability vs. loss probability	1.33	1.03	+0.30
Calmar ratio: Return relative to maximum drawdown	2.16	0.13	+2.03
Martin ratio: Return relative to average drawdown	8.84	0.28	+8.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VDEQX vs. VDC - Sharpe Ratio Comparison

The current VDEQX Sharpe Ratio is 1.81, which is higher than the VDC Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of VDEQX and VDC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VDEQX	VDC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.81	0.10	+1.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	0.46	+0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	0.52	+0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.66	-0.14

Drawdowns

VDEQX vs. VDC - Drawdown Comparison

The maximum VDEQX drawdown since its inception was -56.28%, 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.

Drawdown Indicators

	VDEQX	VDC	Difference
Max Drawdown Largest peak-to-trough decline	-56.28%	-34.24%	-22.04%
Max Drawdown (1Y) Largest decline over 1 year	-10.86%	-9.28%	-1.58%
Max Drawdown (3Y) Largest decline over 3 years	-20.50%	-11.78%	-8.72%
Max Drawdown (5Y) Largest decline over 5 years	-29.26%	-16.55%	-12.71%
Max Drawdown (10Y) Largest decline over 10 years	-35.47%	-25.31%	-10.16%
Current Drawdown Current decline from peak	-0.17%	-8.52%	+8.35%
Average Drawdown Average peak-to-trough decline	-8.28%	-3.73%	-4.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.65%	4.49%	-1.84%

Volatility

VDEQX vs. VDC - Volatility Comparison

The current volatility for Vanguard Diversified Equity Fund (VDEQX) is 2.85%, while Vanguard Consumer Staples ETF (VDC) has a volatility of 4.09%. This indicates that VDEQX experiences smaller price fluctuations and is considered to be less risky than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VDEQX	VDC	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.85%	4.09%	-1.24%
Volatility (6M) Calculated over the trailing 6-month period	9.71%	9.76%	-0.05%
Volatility (1Y) Calculated over the trailing 1-year period	12.94%	12.36%	+0.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.58%	13.13%	+5.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.29%	14.64%	+4.65%

VDEQX vs. VDC - Expense Ratio Comparison

VDEQX has a 0.35% expense ratio, which is higher than VDC's 0.09% expense ratio.

Dividends

VDEQX vs. VDC - Dividend Comparison

VDEQX's dividend yield for the trailing twelve months is around 8.50%, more than VDC's 2.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VDC Vanguard Consumer Staples ETF	2.17%	2.26%	2.33%	2.65%	2.37%	2.14%	2.50%	2.44%	2.78%	2.52%	2.39%	2.55%
VDEQX Vanguard Diversified Equity Fund	8.50%	9.17%	7.53%	4.65%	12.92%	7.13%	5.82%	7.20%	6.61%	4.63%	7.67%	9.42%

Frequently Asked Questions

Can I hold both VDEQX and VDC in my portfolio?

VDEQX and VDC have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VDEQX or VDC?

VDC has higher volatility (4.09%) compared to VDEQX (2.85%). In terms of maximum drawdown, VDEQX dropped -56.28% vs VDC's -34.24%.

Which has better risk-adjusted returns?

VDEQX currently has the higher Sharpe Ratio (1.81 vs 0.10), 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.