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

Correlation

The correlation between VDEQX and VGWAX is 0.86, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VDEQX vs. VGWAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Diversified Equity Fund (VDEQX) and Vanguard Global Wellington Fund Admiral Shares (VGWAX). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
43.85%
51.39%
VDEQX
VGWAX

Key characteristics

Sharpe Ratio

VDEQX:

0.14

VGWAX:

0.22

Sortino Ratio

VDEQX:

0.34

VGWAX:

0.34

Omega Ratio

VDEQX:

1.05

VGWAX:

1.06

Calmar Ratio

VDEQX:

0.12

VGWAX:

0.22

Martin Ratio

VDEQX:

0.46

VGWAX:

0.64

Ulcer Index

VDEQX:

6.35%

VGWAX:

3.68%

Daily Std Dev

VDEQX:

20.81%

VGWAX:

10.71%

Max Drawdown

VDEQX:

-59.37%

VGWAX:

-25.28%

Current Drawdown

VDEQX:

-15.38%

VGWAX:

-5.48%

Returns By Period

In the year-to-date period, VDEQX achieves a -6.63% return, which is significantly lower than VGWAX's 2.35% return.


VDEQX

YTD

-6.63%

1M

-3.44%

6M

-8.21%

1Y

3.55%

5Y*

8.17%

10Y*

4.35%

VGWAX

YTD

2.35%

1M

-1.90%

6M

-3.97%

1Y

2.42%

5Y*

7.67%

10Y*

N/A

*Annualized

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VDEQX vs. VGWAX - Expense Ratio Comparison

VDEQX has a 0.35% expense ratio, which is higher than VGWAX's 0.29% expense ratio.


Expense ratio chart for VDEQX: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VDEQX: 0.35%
Expense ratio chart for VGWAX: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGWAX: 0.29%

Risk-Adjusted Performance

VDEQX vs. VGWAX — Risk-Adjusted Performance Rank

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

VDEQX
The Risk-Adjusted Performance Rank of VDEQX is 3131
Overall Rank
The Sharpe Ratio Rank of VDEQX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of VDEQX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of VDEQX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of VDEQX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of VDEQX is 3131
Martin Ratio Rank

VGWAX
The Risk-Adjusted Performance Rank of VGWAX is 3535
Overall Rank
The Sharpe Ratio Rank of VGWAX is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of VGWAX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of VGWAX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of VGWAX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of VGWAX is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VDEQX vs. VGWAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Diversified Equity Fund (VDEQX) and Vanguard Global Wellington Fund Admiral Shares (VGWAX). 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.


The chart of Sharpe ratio for VDEQX, currently valued at 0.14, compared to the broader market-1.000.001.002.003.00
VDEQX: 0.14
VGWAX: 0.22
The chart of Sortino ratio for VDEQX, currently valued at 0.34, compared to the broader market-2.000.002.004.006.008.00
VDEQX: 0.34
VGWAX: 0.34
The chart of Omega ratio for VDEQX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.00
VDEQX: 1.05
VGWAX: 1.06
The chart of Calmar ratio for VDEQX, currently valued at 0.12, compared to the broader market0.002.004.006.008.0010.00
VDEQX: 0.12
VGWAX: 0.22
The chart of Martin ratio for VDEQX, currently valued at 0.46, compared to the broader market0.0010.0020.0030.0040.00
VDEQX: 0.46
VGWAX: 0.64

The current VDEQX Sharpe Ratio is 0.14, which is lower than the VGWAX Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of VDEQX and VGWAX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.14
0.22
VDEQX
VGWAX

Dividends

VDEQX vs. VGWAX - Dividend Comparison

VDEQX's dividend yield for the trailing twelve months is around 1.00%, less than VGWAX's 3.30% yield.


TTM20242023202220212020201920182017201620152014
VDEQX
Vanguard Diversified Equity Fund
1.00%0.93%0.92%0.71%0.60%0.75%0.97%1.24%1.02%1.38%1.21%1.06%
VGWAX
Vanguard Global Wellington Fund Admiral Shares
3.30%3.32%2.62%2.05%1.80%1.64%1.92%2.42%0.23%0.00%0.00%0.00%

Drawdowns

VDEQX vs. VGWAX - Drawdown Comparison

The maximum VDEQX drawdown since its inception was -59.37%, which is greater than VGWAX's maximum drawdown of -25.28%. Use the drawdown chart below to compare losses from any high point for VDEQX and VGWAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.38%
-5.48%
VDEQX
VGWAX

Volatility

VDEQX vs. VGWAX - Volatility Comparison

Vanguard Diversified Equity Fund (VDEQX) has a higher volatility of 14.58% compared to Vanguard Global Wellington Fund Admiral Shares (VGWAX) at 6.44%. This indicates that VDEQX's price experiences larger fluctuations and is considered to be riskier than VGWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.58%
6.44%
VDEQX
VGWAX