VDEQX vs. VGELX
Compare and contrast key facts about Vanguard Diversified Equity Fund (VDEQX) and Vanguard Energy Fund Admiral Shares (VGELX).
VDEQX is managed by Vanguard. It was launched on Jun 10, 2005. VGELX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VDEQX or VGELX.
Performance
VDEQX vs. VGELX - Performance Comparison
Returns By Period
In the year-to-date period, VDEQX achieves a 22.87% return, which is significantly higher than VGELX's 14.08% return. Over the past 10 years, VDEQX has outperformed VGELX with an annualized return of 12.21%, while VGELX has yielded a comparatively lower 1.18% annualized return.
VDEQX
22.87%
2.76%
12.41%
30.81%
14.69%
12.21%
VGELX
14.08%
2.63%
8.06%
13.37%
6.80%
1.18%
Key characteristics
| VDEQX | VGELX | |
|---|---|---|
| Sharpe Ratio | 2.14 | 1.06 |
| Sortino Ratio | 2.92 | 1.47 |
| Omega Ratio | 1.41 | 1.19 |
| Calmar Ratio | 3.28 | 0.48 |
| Martin Ratio | 12.92 | 4.52 |
| Ulcer Index | 2.44% | 2.84% |
| Daily Std Dev | 14.70% | 12.10% |
| Max Drawdown | -56.27% | -69.48% |
| Current Drawdown | -0.81% | -12.58% |
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VDEQX vs. VGELX - Expense Ratio Comparison
VDEQX has a 0.35% expense ratio, which is higher than VGELX's 0.33% expense ratio.
Correlation
The correlation between VDEQX and VGELX 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.
Risk-Adjusted Performance
VDEQX vs. VGELX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Diversified Equity Fund (VDEQX) and Vanguard Energy Fund Admiral Shares (VGELX). 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. VGELX - Dividend Comparison
VDEQX's dividend yield for the trailing twelve months is around 0.75%, less than VGELX's 3.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDEQX Vanguard Diversified Equity Fund | 0.75% | 0.92% | 0.71% | 0.60% | 0.75% | 0.97% | 1.24% | 1.02% | 1.38% | 1.21% | 1.06% | 0.93% |
VGELX Vanguard Energy Fund Admiral Shares | 3.69% | 4.28% | 4.71% | 3.69% | 4.54% | 3.38% | 3.07% | 3.05% | 1.91% | 2.70% | 2.34% | 1.98% |
Drawdowns
VDEQX vs. VGELX - Drawdown Comparison
The maximum VDEQX drawdown since its inception was -56.27%, smaller than the maximum VGELX drawdown of -69.48%. Use the drawdown chart below to compare losses from any high point for VDEQX and VGELX. For additional features, visit the drawdowns tool.
Volatility
VDEQX vs. VGELX - Volatility Comparison
Vanguard Diversified Equity Fund (VDEQX) has a higher volatility of 4.39% compared to Vanguard Energy Fund Admiral Shares (VGELX) at 3.07%. This indicates that VDEQX's price experiences larger fluctuations and is considered to be riskier than VGELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.