PortfoliosLab logoPortfoliosLab logo
VEIRX vs. EOS-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

VEIRX vs. EOS-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Equity Income Fund Admiral Shares (VEIRX) and EOS (EOS-USD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VEIRX achieves a 8.11% return, which is significantly higher than EOS-USD's -61.85% return.


VEIRX

1D
-0.03%
1M
-0.35%
YTD
8.11%
6M
7.05%
1Y
20.31%
3Y*
16.89%
5Y*
11.14%
10Y*
12.01%

EOS-USD

1D
-2.64%
1M
-23.16%
YTD
-61.85%
6M
-60.55%
1Y
-88.12%
3Y*
-56.15%
5Y*
-55.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEIRX vs. EOS-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEIRX
Vanguard Equity Income Fund Admiral Shares
8.11%17.25%14.91%7.76%-0.08%25.49%3.08%25.34%-5.68%9.85%
EOS-USD
EOS
-61.85%-79.52%-8.35%-1.89%-71.60%16.76%0.93%0.16%-70.72%2,091.49%

Correlation

The correlation between VEIRX and EOS-USD is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2017

0.17

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VEIRX vs. EOS-USD — Risk / Return Rank

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

VEIRX
VEIRX Risk / Return Rank: 6161
Overall Rank
VEIRX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VEIRX Sortino Ratio Rank: 6262
Sortino Ratio Rank
VEIRX Omega Ratio Rank: 5757
Omega Ratio Rank
VEIRX Calmar Ratio Rank: 6868
Calmar Ratio Rank
VEIRX Martin Ratio Rank: 5959
Martin Ratio Rank

EOS-USD
EOS-USD Risk / Return Rank: 55
Overall Rank
EOS-USD Sharpe Ratio Rank: 00
Sharpe Ratio Rank
EOS-USD Sortino Ratio Rank: 00
Sortino Ratio Rank
EOS-USD Omega Ratio Rank: 00
Omega Ratio Rank
EOS-USD Calmar Ratio Rank: 33
Calmar Ratio Rank
EOS-USD Martin Ratio Rank: 2020
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.

VEIRX vs. EOS-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Equity Income Fund Admiral Shares (VEIRX) and EOS (EOS-USD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VEIRXEOS-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.06

Sortino ratioReturn per unit of downside risk

+5.81

Omega ratioGain probability vs. loss probability

1.34

0.68

+0.66

Calmar ratioReturn relative to maximum drawdown

2.75

-0.99

+3.74

Martin ratioReturn relative to average drawdown

10.20

-1.34

+11.54

VEIRX vs. EOS-USD - Sharpe Ratio Comparison

The current VEIRX Sharpe Ratio is 1.90, which is higher than the EOS-USD Sharpe Ratio of -1.16. The chart below compares the historical Sharpe Ratios of VEIRX and EOS-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

VEIRX vs. EOS-USD - Drawdown Comparison

The maximum VEIRX drawdown since its inception was -54.02%, smaller than the maximum EOS-USD drawdown of -99.72%. Use the drawdown chart below to compare losses from any high point for VEIRX and EOS-USD.


Loading charts...

Drawdown Indicators


VEIRXEOS-USDDifference

Max Drawdown

Largest peak-to-trough decline

-54.02%

-99.72%

+45.70%

Max Drawdown (1Y)

Largest decline over 1 year

-7.13%

-90.31%

+83.18%

Max Drawdown (3Y)

Largest decline over 3 years

-13.36%

-95.59%

+82.23%

Max Drawdown (5Y)

Largest decline over 5 years

-15.12%

-99.04%

+83.92%

Max Drawdown (10Y)

Largest decline over 10 years

-35.26%

Current Drawdown

Current decline from peak

-1.48%

-99.72%

+98.24%

Average Drawdown

Average peak-to-trough decline

-6.49%

-84.95%

+78.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

67.86%

-65.94%

Volatility

VEIRX vs. EOS-USD - Volatility Comparison

The current volatility for Vanguard Equity Income Fund Admiral Shares (VEIRX) is 2.62%, while EOS (EOS-USD) has a volatility of 30.03%. This indicates that VEIRX experiences smaller price fluctuations and is considered to be less risky than EOS-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VEIRXEOS-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

30.03%

-27.41%

Volatility (6M)

Calculated over the trailing 6-month period

7.59%

57.74%

-50.15%

Volatility (1Y)

Calculated over the trailing 1-year period

10.36%

63.84%

-53.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

71.77%

-57.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.27%

109.11%

-92.84%

Frequently Asked Questions


VEIRX and EOS-USD have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EOS-USD has higher volatility (30.03%) compared to VEIRX (2.62%). In terms of maximum drawdown, VEIRX dropped -54.02% vs EOS-USD's -99.72%.

VEIRX currently has the higher Sharpe Ratio (1.90 vs -1.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VEIRX and EOS-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer