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VEIPX vs. VFIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEIPX and VFIAX is 0.92, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VEIPX vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Equity Income Fund Investor Shares (VEIPX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
254.35%
531.57%
VEIPX
VFIAX

Key characteristics

Sharpe Ratio

VEIPX:

0.11

VFIAX:

0.56

Sortino Ratio

VEIPX:

0.26

VFIAX:

0.91

Omega Ratio

VEIPX:

1.04

VFIAX:

1.13

Calmar Ratio

VEIPX:

0.11

VFIAX:

0.58

Martin Ratio

VEIPX:

0.33

VFIAX:

2.42

Ulcer Index

VEIPX:

5.94%

VFIAX:

4.51%

Daily Std Dev

VEIPX:

17.70%

VFIAX:

19.43%

Max Drawdown

VEIPX:

-56.84%

VFIAX:

-55.20%

Current Drawdown

VEIPX:

-11.73%

VFIAX:

-10.52%

Returns By Period

In the year-to-date period, VEIPX achieves a -0.87% return, which is significantly higher than VFIAX's -6.38% return. Over the past 10 years, VEIPX has underperformed VFIAX with an annualized return of 5.62%, while VFIAX has yielded a comparatively higher 12.00% annualized return.


VEIPX

YTD

-0.87%

1M

-3.81%

6M

-8.70%

1Y

1.19%

5Y*

8.72%

10Y*

5.62%

VFIAX

YTD

-6.38%

1M

-4.97%

6M

-4.98%

1Y

9.57%

5Y*

15.87%

10Y*

12.00%

*Annualized

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VEIPX vs. VFIAX - Expense Ratio Comparison

VEIPX has a 0.28% expense ratio, which is higher than VFIAX's 0.04% expense ratio.


Expense ratio chart for VEIPX: current value is 0.28%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEIPX: 0.28%
Expense ratio chart for VFIAX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VFIAX: 0.04%

Risk-Adjusted Performance

VEIPX vs. VFIAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VEIPX
The Risk-Adjusted Performance Rank of VEIPX is 3333
Overall Rank
The Sharpe Ratio Rank of VEIPX is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of VEIPX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VEIPX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of VEIPX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of VEIPX is 3232
Martin Ratio Rank

VFIAX
The Risk-Adjusted Performance Rank of VFIAX is 6565
Overall Rank
The Sharpe Ratio Rank of VFIAX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIAX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VFIAX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VFIAX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VFIAX is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VEIPX vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Equity Income Fund Investor Shares (VEIPX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.


The chart of Sharpe ratio for VEIPX, currently valued at 0.11, compared to the broader market-1.000.001.002.003.00
VEIPX: 0.11
VFIAX: 0.56
The chart of Sortino ratio for VEIPX, currently valued at 0.26, compared to the broader market-2.000.002.004.006.008.00
VEIPX: 0.26
VFIAX: 0.91
The chart of Omega ratio for VEIPX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.00
VEIPX: 1.04
VFIAX: 1.13
The chart of Calmar ratio for VEIPX, currently valued at 0.11, compared to the broader market0.002.004.006.008.0010.00
VEIPX: 0.11
VFIAX: 0.58
The chart of Martin ratio for VEIPX, currently valued at 0.33, compared to the broader market0.0010.0020.0030.0040.0050.00
VEIPX: 0.33
VFIAX: 2.42

The current VEIPX Sharpe Ratio is 0.11, which is lower than the VFIAX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of VEIPX and VFIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.11
0.56
VEIPX
VFIAX

Dividends

VEIPX vs. VFIAX - Dividend Comparison

VEIPX's dividend yield for the trailing twelve months is around 2.95%, more than VFIAX's 1.38% yield.


TTM20242023202220212020201920182017201620152014
VEIPX
Vanguard Equity Income Fund Investor Shares
2.95%2.81%2.94%2.93%2.40%2.62%2.63%3.15%2.45%2.74%2.96%2.69%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.38%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%

Drawdowns

VEIPX vs. VFIAX - Drawdown Comparison

The maximum VEIPX drawdown since its inception was -56.84%, roughly equal to the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for VEIPX and VFIAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.73%
-10.52%
VEIPX
VFIAX

Volatility

VEIPX vs. VFIAX - Volatility Comparison

The current volatility for Vanguard Equity Income Fund Investor Shares (VEIPX) is 11.24%, while Vanguard 500 Index Fund Admiral Shares (VFIAX) has a volatility of 14.21%. This indicates that VEIPX experiences smaller price fluctuations and is considered to be less risky than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.24%
14.21%
VEIPX
VFIAX