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

Correlation

The correlation between VDEQX and VIGAX is 0.96, 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.


-0.50.00.51.01.0

Performance

VDEQX vs. VIGAX - Performance Comparison

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

500.00%600.00%700.00%800.00%900.00%JulyAugustSeptemberOctoberNovemberDecember
556.66%
912.23%
VDEQX
VIGAX

Key characteristics

Sharpe Ratio

VDEQX:

1.60

VIGAX:

2.10

Sortino Ratio

VDEQX:

2.21

VIGAX:

2.72

Omega Ratio

VDEQX:

1.31

VIGAX:

1.38

Calmar Ratio

VDEQX:

2.65

VIGAX:

2.81

Martin Ratio

VDEQX:

9.68

VIGAX:

10.96

Ulcer Index

VDEQX:

2.48%

VIGAX:

3.32%

Daily Std Dev

VDEQX:

14.98%

VIGAX:

17.32%

Max Drawdown

VDEQX:

-56.27%

VIGAX:

-50.66%

Current Drawdown

VDEQX:

-3.66%

VIGAX:

-2.50%

Returns By Period

In the year-to-date period, VDEQX achieves a 21.73% return, which is significantly lower than VIGAX's 34.75% return. Over the past 10 years, VDEQX has underperformed VIGAX with an annualized return of 12.07%, while VIGAX has yielded a comparatively higher 15.86% annualized return.


VDEQX

YTD

21.73%

1M

-0.93%

6M

8.90%

1Y

16.76%

5Y*

13.59%

10Y*

12.07%

VIGAX

YTD

34.75%

1M

3.33%

6M

12.01%

1Y

34.89%

5Y*

18.88%

10Y*

15.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VDEQX vs. VIGAX - Expense Ratio Comparison

VDEQX has a 0.35% expense ratio, which is higher than VIGAX's 0.05% expense ratio.


VDEQX
Vanguard Diversified Equity Fund
Expense ratio chart for VDEQX: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for VIGAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

VDEQX vs. VIGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Diversified Equity Fund (VDEQX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.


Sharpe ratio
The chart of Sharpe ratio for VDEQX, currently valued at 1.60, compared to the broader market-1.000.001.002.003.004.001.602.10
The chart of Sortino ratio for VDEQX, currently valued at 2.21, compared to the broader market-2.000.002.004.006.008.0010.002.212.72
The chart of Omega ratio for VDEQX, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.003.501.311.38
The chart of Calmar ratio for VDEQX, currently valued at 2.65, compared to the broader market0.002.004.006.008.0010.0012.0014.002.652.81
The chart of Martin ratio for VDEQX, currently valued at 9.68, compared to the broader market0.0020.0040.0060.009.6810.96
VDEQX
VIGAX

The current VDEQX Sharpe Ratio is 1.60, which is comparable to the VIGAX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of VDEQX and VIGAX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.60
2.10
VDEQX
VIGAX

Dividends

VDEQX vs. VIGAX - Dividend Comparison

VDEQX's dividend yield for the trailing twelve months is around 0.75%, more than VIGAX's 0.32% yield.


TTM20232022202120202019201820172016201520142013
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%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.32%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%1.19%

Drawdowns

VDEQX vs. VIGAX - Drawdown Comparison

The maximum VDEQX drawdown since its inception was -56.27%, which is greater than VIGAX's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VDEQX and VIGAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.66%
-2.50%
VDEQX
VIGAX

Volatility

VDEQX vs. VIGAX - Volatility Comparison

The current volatility for Vanguard Diversified Equity Fund (VDEQX) is 4.33%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 4.92%. This indicates that VDEQX experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.33%
4.92%
VDEQX
VIGAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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