VDEQX vs. VDIGX
Compare and contrast key facts about Vanguard Diversified Equity Fund (VDEQX) and Vanguard Dividend Growth Fund (VDIGX).
VDEQX is managed by Vanguard. It was launched on Jun 10, 2005. VDIGX is managed by Vanguard. It was launched on May 15, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VDEQX or VDIGX.
Key characteristics
| VDEQX | VDIGX | |
|---|---|---|
| YTD Return | 23.26% | 12.90% |
| 1Y Return | 38.33% | 22.44% |
| 3Y Return (Ann) | 6.04% | 6.32% |
| 5Y Return (Ann) | 14.98% | 11.15% |
| 10Y Return (Ann) | 12.43% | 11.04% |
| Sharpe Ratio | 2.50 | 2.46 |
| Sortino Ratio | 3.39 | 3.37 |
| Omega Ratio | 1.48 | 1.44 |
| Calmar Ratio | 2.61 | 3.93 |
| Martin Ratio | 15.35 | 13.70 |
| Ulcer Index | 2.42% | 1.58% |
| Daily Std Dev | 14.86% | 8.79% |
| Max Drawdown | -56.27% | -45.23% |
| Current Drawdown | 0.00% | -2.30% |
Correlation
The correlation between VDEQX and VDIGX is 0.88, 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.
Performance
VDEQX vs. VDIGX - Performance Comparison
In the year-to-date period, VDEQX achieves a 23.26% return, which is significantly higher than VDIGX's 12.90% return. Over the past 10 years, VDEQX has outperformed VDIGX with an annualized return of 12.43%, while VDIGX has yielded a comparatively lower 11.04% 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. VDIGX - Expense Ratio Comparison
VDEQX has a 0.35% expense ratio, which is higher than VDIGX's 0.27% expense ratio.
Risk-Adjusted Performance
VDEQX vs. VDIGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Diversified Equity Fund (VDEQX) and Vanguard Dividend Growth Fund (VDIGX). 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. VDIGX - Dividend Comparison
VDEQX's dividend yield for the trailing twelve months is around 0.74%, less than VDIGX's 1.63% 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% |
VDIGX Vanguard Dividend Growth Fund | 1.63% | 1.69% | 1.67% | 1.46% | 1.62% | 1.72% | 2.15% | 1.92% | 1.92% | 1.93% | 1.91% | 1.80% |
Drawdowns
VDEQX vs. VDIGX - Drawdown Comparison
The maximum VDEQX drawdown since its inception was -56.27%, which is greater than VDIGX's maximum drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for VDEQX and VDIGX. For additional features, visit the drawdowns tool.
Volatility
VDEQX vs. VDIGX - Volatility Comparison
Vanguard Diversified Equity Fund (VDEQX) has a higher volatility of 4.24% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.66%. This indicates that VDEQX's price experiences larger fluctuations and is considered to be riskier than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.