Correlation
The correlation between VDEQX and VPU is 0.54, 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.
VDEQX vs. VPU
Compare and contrast key facts about Vanguard Diversified Equity Fund (VDEQX) and Vanguard Utilities ETF (VPU).
VDEQX is managed by Vanguard. It was launched on Jun 10, 2005. VPU is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Utilities 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VDEQX or VPU.
Performance
VDEQX vs. VPU - Performance Comparison
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Key characteristics
VDEQX:
0.61
VPU:
1.13
VDEQX:
0.94
VPU:
1.37
VDEQX:
1.14
VPU:
1.18
VDEQX:
0.58
VPU:
1.57
VDEQX:
2.11
VPU:
4.18
VDEQX:
5.67%
VPU:
3.85%
VDEQX:
20.65%
VPU:
16.76%
VDEQX:
-56.26%
VPU:
-46.31%
VDEQX:
-2.43%
VPU:
-2.45%
Returns By Period
In the year-to-date period, VDEQX achieves a 2.56% return, which is significantly lower than VPU's 7.51% return. Over the past 10 years, VDEQX has outperformed VPU with an annualized return of 11.74%, while VPU has yielded a comparatively lower 10.03% annualized return.
VDEQX
2.56%
6.51%
-1.37%
12.43%
15.81%
13.45%
11.74%
VPU
7.51%
0.52%
4.04%
18.74%
7.30%
8.80%
10.03%
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VDEQX vs. VPU - Expense Ratio Comparison
VDEQX has a 0.35% expense ratio, which is higher than VPU's 0.10% expense ratio.
Risk-Adjusted Performance
VDEQX vs. VPU — Risk-Adjusted Performance Rank
VDEQX
VPU
VDEQX vs. VPU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Diversified Equity Fund (VDEQX) and Vanguard Utilities ETF (VPU). 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.
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Dividends
VDEQX vs. VPU - Dividend Comparison
VDEQX's dividend yield for the trailing twelve months is around 4.13%, more than VPU's 2.90% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDEQX Vanguard Diversified Equity Fund | 4.13% | 4.24% | 4.65% | 12.92% | 7.13% | 5.82% | 7.20% | 6.61% | 5.66% | 7.68% | 9.42% | 4.87% |
VPU Vanguard Utilities ETF | 2.90% | 3.02% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% |
Drawdowns
VDEQX vs. VPU - Drawdown Comparison
The maximum VDEQX drawdown since its inception was -56.26%, which is greater than VPU's maximum drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for VDEQX and VPU.
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Volatility
VDEQX vs. VPU - Volatility Comparison
Vanguard Diversified Equity Fund (VDEQX) and Vanguard Utilities ETF (VPU) have volatilities of 4.69% and 4.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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