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VEIPX vs. VMGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEIPX vs. VMGRX - Performance Comparison

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

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VEIPX vs. VMGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEIPX
Vanguard Equity Income Fund Investor Shares
-0.15%17.14%14.80%7.66%-0.16%25.41%2.97%25.21%-5.75%17.60%
VMGRX
Vanguard Mid-Cap Growth Fund
-15.94%8.80%17.73%24.15%-30.13%9.21%33.40%32.06%-3.52%21.60%

Returns By Period

In the year-to-date period, VEIPX achieves a -0.15% return, which is significantly higher than VMGRX's -15.94% return. Over the past 10 years, VEIPX has outperformed VMGRX with an annualized return of 11.06%, while VMGRX has yielded a comparatively lower 8.01% annualized return.


VEIPX

1D
0.05%
1M
-6.02%
YTD
-0.15%
6M
3.42%
1Y
13.87%
3Y*
13.89%
5Y*
10.46%
10Y*
11.06%

VMGRX

1D
-0.95%
1M
-11.63%
YTD
-15.94%
6M
-15.80%
1Y
1.40%
3Y*
6.85%
5Y*
0.27%
10Y*
8.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEIPX vs. VMGRX - Expense Ratio Comparison

VEIPX has a 0.28% expense ratio, which is lower than VMGRX's 0.33% expense ratio.


Return for Risk

VEIPX vs. VMGRX — Risk / Return Rank

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

VEIPX
VEIPX Risk / Return Rank: 5656
Overall Rank
VEIPX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VEIPX Sortino Ratio Rank: 5555
Sortino Ratio Rank
VEIPX Omega Ratio Rank: 5959
Omega Ratio Rank
VEIPX Calmar Ratio Rank: 5353
Calmar Ratio Rank
VEIPX Martin Ratio Rank: 5858
Martin Ratio Rank

VMGRX
VMGRX Risk / Return Rank: 66
Overall Rank
VMGRX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
VMGRX Sortino Ratio Rank: 77
Sortino Ratio Rank
VMGRX Omega Ratio Rank: 77
Omega Ratio Rank
VMGRX Calmar Ratio Rank: 66
Calmar Ratio Rank
VMGRX Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VEIPX vs. VMGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Equity Income Fund Investor Shares (VEIPX) and Vanguard Mid-Cap Growth Fund (VMGRX). 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.


VEIPXVMGRXDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.04

+0.95

Sortino ratio

Return per unit of downside risk

1.45

0.23

+1.22

Omega ratio

Gain probability vs. loss probability

1.22

1.03

+0.19

Calmar ratio

Return relative to maximum drawdown

1.26

-0.06

+1.33

Martin ratio

Return relative to average drawdown

5.61

-0.21

+5.82

VEIPX vs. VMGRX - Sharpe Ratio Comparison

The current VEIPX Sharpe Ratio is 1.00, which is higher than the VMGRX Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of VEIPX and VMGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VEIPXVMGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.04

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.01

+0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.36

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.33

+0.32

Correlation

The correlation between VEIPX and VMGRX is 0.73, 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

VEIPX vs. VMGRX - Dividend Comparison

VEIPX's dividend yield for the trailing twelve months is around 11.02%, less than VMGRX's 21.11% yield.


TTM20252024202320222021202020192018201720162015
VEIPX
Vanguard Equity Income Fund Investor Shares
11.02%10.94%9.74%7.87%8.69%7.62%2.77%4.36%10.87%2.98%3.78%6.39%
VMGRX
Vanguard Mid-Cap Growth Fund
21.11%17.74%1.80%0.39%0.26%34.53%6.30%10.43%14.53%3.13%0.67%8.20%

Drawdowns

VEIPX vs. VMGRX - Drawdown Comparison

The maximum VEIPX drawdown since its inception was -54.12%, smaller than the maximum VMGRX drawdown of -71.74%. Use the drawdown chart below to compare losses from any high point for VEIPX and VMGRX.


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Drawdown Indicators


VEIPXVMGRXDifference

Max Drawdown

Largest peak-to-trough decline

-54.12%

-71.74%

+17.62%

Max Drawdown (1Y)

Largest decline over 1 year

-10.97%

-19.09%

+8.12%

Max Drawdown (5Y)

Largest decline over 5 years

-15.16%

-39.71%

+24.55%

Max Drawdown (10Y)

Largest decline over 10 years

-35.26%

-39.71%

+4.45%

Current Drawdown

Current decline from peak

-6.85%

-19.09%

+12.24%

Average Drawdown

Average peak-to-trough decline

-5.52%

-24.60%

+19.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

5.51%

-3.04%

Volatility

VEIPX vs. VMGRX - Volatility Comparison

The current volatility for Vanguard Equity Income Fund Investor Shares (VEIPX) is 3.14%, while Vanguard Mid-Cap Growth Fund (VMGRX) has a volatility of 6.95%. This indicates that VEIPX experiences smaller price fluctuations and is considered to be less risky than VMGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEIPXVMGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

6.95%

-3.81%

Volatility (6M)

Calculated over the trailing 6-month period

7.69%

14.66%

-6.97%

Volatility (1Y)

Calculated over the trailing 1-year period

15.00%

24.32%

-9.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

23.18%

-9.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.29%

22.20%

-5.91%