VDEQX vs. VDC
Compare and contrast key facts about Vanguard Diversified Equity Fund (VDEQX) and Vanguard Consumer Staples ETF (VDC).
VDEQX is managed by Vanguard. It was launched on Jun 10, 2005. VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VDEQX or VDC.
Key characteristics
| VDEQX | VDC | |
|---|---|---|
| YTD Return | 23.26% | 15.20% |
| 1Y Return | 38.33% | 22.52% |
| 3Y Return (Ann) | 6.04% | 7.15% |
| 5Y Return (Ann) | 14.98% | 9.60% |
| 10Y Return (Ann) | 12.43% | 8.55% |
| Sharpe Ratio | 2.50 | 2.21 |
| Sortino Ratio | 3.39 | 3.17 |
| Omega Ratio | 1.48 | 1.38 |
| Calmar Ratio | 2.61 | 2.28 |
| Martin Ratio | 15.35 | 14.78 |
| Ulcer Index | 2.42% | 1.49% |
| Daily Std Dev | 14.86% | 9.92% |
| Max Drawdown | -56.27% | -34.24% |
| Current Drawdown | 0.00% | -1.77% |
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.
Performance
VDEQX vs. VDC - Performance Comparison
In the year-to-date period, VDEQX achieves a 23.26% return, which is significantly higher than VDC's 15.20% return. Over the past 10 years, VDEQX has outperformed VDC with an annualized return of 12.43%, while VDC has yielded a comparatively lower 8.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VDEQX vs. VDC - Expense Ratio Comparison
VDEQX has a 0.35% expense ratio, which is higher than VDC's 0.10% expense ratio.
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.
Dividends
VDEQX vs. VDC - Dividend Comparison
VDEQX's dividend yield for the trailing twelve months is around 0.74%, less than VDC's 2.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDEQX Vanguard Diversified Equity Fund | 0.74% | 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 | 2.55% | 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.
Volatility
VDEQX vs. VDC - Volatility Comparison
Vanguard Diversified Equity Fund (VDEQX) has a higher volatility of 4.24% compared to Vanguard Consumer Staples ETF (VDC) at 2.83%. 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.