VDEQX vs. VYM
Compare and contrast key facts about Vanguard Diversified Equity Fund (VDEQX) and Vanguard High Dividend Yield ETF (VYM).
VDEQX is managed by Vanguard. It was launched on Jun 10, 2005. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VDEQX or VYM.
Key characteristics
| VDEQX | VYM | |
|---|---|---|
| YTD Return | 23.26% | 21.19% |
| 1Y Return | 38.33% | 34.50% |
| 3Y Return (Ann) | 6.04% | 9.69% |
| 5Y Return (Ann) | 14.98% | 11.14% |
| 10Y Return (Ann) | 12.43% | 10.17% |
| Sharpe Ratio | 2.50 | 3.10 |
| Sortino Ratio | 3.39 | 4.40 |
| Omega Ratio | 1.48 | 1.57 |
| Calmar Ratio | 2.61 | 4.55 |
| Martin Ratio | 15.35 | 20.45 |
| Ulcer Index | 2.42% | 1.63% |
| Daily Std Dev | 14.86% | 10.75% |
| Max Drawdown | -56.27% | -56.98% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VDEQX and VYM is 0.87, 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. VYM - Performance Comparison
In the year-to-date period, VDEQX achieves a 23.26% return, which is significantly higher than VYM's 21.19% return. Over the past 10 years, VDEQX has outperformed VYM with an annualized return of 12.43%, while VYM has yielded a comparatively lower 10.17% 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. VYM - Expense Ratio Comparison
VDEQX has a 0.35% expense ratio, which is higher than VYM's 0.06% expense ratio.
Risk-Adjusted Performance
VDEQX vs. VYM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Diversified Equity Fund (VDEQX) and Vanguard High Dividend Yield ETF (VYM). 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. VYM - Dividend Comparison
VDEQX's dividend yield for the trailing twelve months is around 0.74%, less than VYM's 2.74% 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% |
VYM Vanguard High Dividend Yield ETF | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
VDEQX vs. VYM - Drawdown Comparison
The maximum VDEQX drawdown since its inception was -56.27%, roughly equal to the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for VDEQX and VYM. For additional features, visit the drawdowns tool.
Volatility
VDEQX vs. VYM - Volatility Comparison
Vanguard Diversified Equity Fund (VDEQX) has a higher volatility of 4.24% compared to Vanguard High Dividend Yield ETF (VYM) at 3.91%. This indicates that VDEQX's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.