VDEQX vs. VTSAX
Compare and contrast key facts about Vanguard Diversified Equity Fund (VDEQX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VDEQX is managed by Vanguard. It was launched on Jun 10, 2005. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
VDEQX vs. VTSAX - Performance Comparison
Loading graphics...
VDEQX vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VDEQX Vanguard Diversified Equity Fund | -5.73% | 15.26% | 24.63% | 27.51% | -22.59% | 21.69% | 29.01% | 31.44% | -5.40% | 21.47% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | -3.97% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 30.79% | -5.18% | 21.16% |
Returns By Period
In the year-to-date period, VDEQX achieves a -5.73% return, which is significantly lower than VTSAX's -3.97% return. Both investments have delivered pretty close results over the past 10 years, with VDEQX having a 13.21% annualized return and VTSAX not far ahead at 13.60%.
VDEQX
- 1D
- 3.07%
- 1M
- -5.43%
- YTD
- -5.73%
- 6M
- -3.49%
- 1Y
- 14.75%
- 3Y*
- 16.79%
- 5Y*
- 8.64%
- 10Y*
- 13.21%
VTSAX
- 1D
- 2.97%
- 1M
- -5.09%
- YTD
- -3.97%
- 6M
- -1.96%
- 1Y
- 17.71%
- 3Y*
- 17.84%
- 5Y*
- 10.48%
- 10Y*
- 13.60%
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. VTSAX - Expense Ratio Comparison
VDEQX has a 0.35% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Return for Risk
VDEQX vs. VTSAX — Risk / Return Rank
VDEQX
VTSAX
VDEQX vs. VTSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Diversified Equity Fund (VDEQX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
| VDEQX | VTSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.98 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.50 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.51 | -0.29 |
Martin ratioReturn relative to average drawdown | 4.98 | 7.24 | -2.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VDEQX | VTSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.98 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.61 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.74 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.44 | +0.05 |
Correlation
The correlation between VDEQX and VTSAX is 0.99, 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.
Dividends
VDEQX vs. VTSAX - Dividend Comparison
VDEQX's dividend yield for the trailing twelve months is around 9.72%, more than VTSAX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDEQX Vanguard Diversified Equity Fund | 9.72% | 9.17% | 7.53% | 4.65% | 12.92% | 7.13% | 5.82% | 7.20% | 6.61% | 4.63% | 7.67% | 9.42% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.16% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
Drawdowns
VDEQX vs. VTSAX - Drawdown Comparison
The maximum VDEQX drawdown since its inception was -56.28%, roughly equal to the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for VDEQX and VTSAX.
Loading graphics...
Drawdown Indicators
| VDEQX | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.28% | -55.33% | -0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -12.41% | -0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -29.26% | -25.36% | -3.90% |
Max Drawdown (10Y)Largest decline over 10 years | -35.47% | -34.97% | -0.50% |
Current DrawdownCurrent decline from peak | -8.12% | -6.22% | -1.90% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -9.06% | +0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 2.59% | +0.50% |
Volatility
VDEQX vs. VTSAX - Volatility Comparison
Vanguard Diversified Equity Fund (VDEQX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 5.72% and 5.49%, 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.
Loading graphics...
Volatility by Period
| VDEQX | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 5.49% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.49% | 9.79% | +0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.32% | 18.61% | +0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.63% | 17.37% | +1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.29% | 18.39% | +0.90% |