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.
Key characteristics
| VDEQX | VPU | |
|---|---|---|
| YTD Return | 23.26% | 27.61% |
| 1Y Return | 38.33% | 36.56% |
| 3Y Return (Ann) | 6.04% | 8.86% |
| 5Y Return (Ann) | 14.98% | 7.90% |
| 10Y Return (Ann) | 12.43% | 8.89% |
| Sharpe Ratio | 2.50 | 2.19 |
| Sortino Ratio | 3.39 | 3.05 |
| Omega Ratio | 1.48 | 1.38 |
| Calmar Ratio | 2.61 | 1.65 |
| Martin Ratio | 15.35 | 11.19 |
| Ulcer Index | 2.42% | 3.10% |
| Daily Std Dev | 14.86% | 15.86% |
| Max Drawdown | -56.27% | -46.31% |
| Current Drawdown | 0.00% | -3.55% |
Correlation
The correlation between VDEQX and VPU is 0.49, 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.
Performance
VDEQX vs. VPU - Performance Comparison
In the year-to-date period, VDEQX achieves a 23.26% return, which is significantly lower than VPU's 27.61% return. Over the past 10 years, VDEQX has outperformed VPU with an annualized return of 12.43%, while VPU has yielded a comparatively lower 8.89% 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. 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 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.
Dividends
VDEQX vs. VPU - Dividend Comparison
VDEQX's dividend yield for the trailing twelve months is around 0.74%, less than VPU's 2.91% 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% |
VPU Vanguard Utilities ETF | 2.91% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% | 3.76% |
Drawdowns
VDEQX vs. VPU - Drawdown Comparison
The maximum VDEQX drawdown since its inception was -56.27%, 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. For additional features, visit the drawdowns tool.
Volatility
VDEQX vs. VPU - Volatility Comparison
The current volatility for Vanguard Diversified Equity Fund (VDEQX) is 4.24%, while Vanguard Utilities ETF (VPU) has a volatility of 5.47%. This indicates that VDEQX experiences smaller price fluctuations and is considered to be less risky than VPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.