VDEQX vs. VOO
Compare and contrast key facts about Vanguard Diversified Equity Fund (VDEQX) and Vanguard S&P 500 ETF (VOO).
VDEQX is managed by Vanguard. It was launched on Jun 10, 2005. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VDEQX or VOO.
Key characteristics
| VDEQX | VOO | |
|---|---|---|
| YTD Return | 23.87% | 27.26% |
| 1Y Return | 37.01% | 37.86% |
| 3Y Return (Ann) | 6.26% | 10.35% |
| 5Y Return (Ann) | 15.11% | 16.03% |
| 10Y Return (Ann) | 12.50% | 13.45% |
| Sharpe Ratio | 2.63 | 3.25 |
| Sortino Ratio | 3.55 | 4.31 |
| Omega Ratio | 1.51 | 1.61 |
| Calmar Ratio | 3.00 | 4.74 |
| Martin Ratio | 16.13 | 21.63 |
| Ulcer Index | 2.42% | 1.85% |
| Daily Std Dev | 14.80% | 12.25% |
| Max Drawdown | -56.27% | -33.99% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VDEQX and VOO is 0.97, 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. VOO - Performance Comparison
In the year-to-date period, VDEQX achieves a 23.87% return, which is significantly lower than VOO's 27.26% return. Over the past 10 years, VDEQX has underperformed VOO with an annualized return of 12.50%, while VOO has yielded a comparatively higher 13.45% 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. VOO - Expense Ratio Comparison
VDEQX has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
VDEQX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Diversified Equity Fund (VDEQX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
VDEQX's dividend yield for the trailing twelve months is around 0.74%, less than VOO's 1.23% 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% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VDEQX vs. VOO - Drawdown Comparison
The maximum VDEQX drawdown since its inception was -56.27%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VDEQX and VOO. For additional features, visit the drawdowns tool.
Volatility
VDEQX vs. VOO - Volatility Comparison
Vanguard Diversified Equity Fund (VDEQX) has a higher volatility of 4.19% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that VDEQX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.