VEIRX vs. REAYX
VEIRX (Vanguard Equity Income Fund Admiral Shares) and REAYX (Russell Investments Equity Income Fund) are both Dividend funds. Over the past 5 years, VEIRX returned 11.73%/yr vs 10.71%/yr for REAYX. Their correlation of 0.94 means they have usually moved in the same direction. VEIRX charges 0.19%/yr vs 0.66%/yr for REAYX.
Performance
VEIRX vs. REAYX - Performance Comparison
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Returns By Period
In the year-to-date period, VEIRX achieves a 11.85% return, which is significantly lower than REAYX's 17.91% return.
VEIRX
- 1D
- -0.01%
- 1M
- 1.91%
- 6M
- 7.76%
- YTD
- 11.85%
- 1Y
- 23.30%
- 3Y*
- 15.64%
- 5Y*
- 11.73%
- 10Y*
- 11.87%
- ALL TIME*
- 9.07%
REAYX
- 1D
- 0.34%
- 1M
- 2.58%
- 6M
- 13.23%
- YTD
- 17.91%
- 1Y
- 27.93%
- 3Y*
- 16.02%
- 5Y*
- 10.71%
- 10Y*
- —
- ALL TIME*
- 11.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VEIRX vs. REAYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEIRX Vanguard Equity Income Fund Admiral Shares | 11.85% | 17.25% | 14.91% | 7.76% | -0.08% | 25.49% | 3.08% | 25.34% | -5.68% | 12.60% |
REAYX Russell Investments Equity Income Fund | 17.91% | 14.66% | 11.90% | 12.50% | -8.86% | 27.01% | 9.06% | 29.57% | -8.60% | 13.19% |
Correlation
The correlation between VEIRX and REAYX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2017 | 0.94 |
The correlation between VEIRX and REAYX has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
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Return for Risk
VEIRX vs. REAYX — Risk / Return Rank
VEIRX
REAYX
VEIRX vs. REAYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Equity Income Fund Admiral Shares (VEIRX) and Russell Investments Equity Income Fund (REAYX). 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.
| VEIRX | REAYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.46 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 4.04 | -0.92 |
| Martin ratioReturn relative to average drawdown | 11.78 | 15.85 | -4.07 |
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Drawdowns
VEIRX vs. REAYX - Drawdown Comparison
The maximum VEIRX drawdown since its inception was -54.02%, which is greater than REAYX's maximum drawdown of -36.87%. Use the drawdown chart below to compare losses from any high point for VEIRX and REAYX.
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Drawdown Indicators
| VEIRX | REAYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.02% | -36.87% | -17.15% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -6.66% | -0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -13.36% | -20.66% | +7.30% |
Max Drawdown (5Y)Largest decline over 5 years | -15.12% | -20.66% | +5.54% |
Max Drawdown (10Y)Largest decline over 10 years | -35.26% | — | — |
Current DrawdownCurrent decline from peak | -0.86% | -0.34% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -6.46% | -4.85% | -1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 1.69% | +0.20% |
Volatility
VEIRX vs. REAYX - Volatility Comparison
The current volatility for Vanguard Equity Income Fund Admiral Shares (VEIRX) is 2.57%, while Russell Investments Equity Income Fund (REAYX) has a volatility of 3.02%. This indicates that VEIRX experiences smaller price fluctuations and is considered to be less risky than REAYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEIRX | REAYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.57% | 3.02% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 7.37% | 7.84% | -0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.27% | 10.44% | -0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.84% | 16.73% | -2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.25% | 18.45% | -2.20% |
VEIRX vs. REAYX - Expense Ratio Comparison
VEIRX has a 0.19% expense ratio, which is lower than REAYX's 0.66% expense ratio.
Dividends
VEIRX vs. REAYX - Dividend Comparison
VEIRX's dividend yield for the trailing twelve months is around 9.92%, less than REAYX's 12.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REAYX Russell Investments Equity Income Fund | 12.80% | 15.24% | 15.38% | 13.55% | 19.72% | 10.47% | 3.61% | 1.86% | 45.26% | 14.47% | 0.00% | 0.00% |
VEIRX Vanguard Equity Income Fund Admiral Shares | 9.92% | 11.03% | 9.83% | 7.96% | 8.79% | 7.71% | 2.86% | 4.45% | 10.98% | 3.04% | 3.87% | 6.48% |
Frequently Asked Questions
With a correlation of 0.91, VEIRX and REAYX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
REAYX has higher volatility (3.02%) compared to VEIRX (2.57%). In terms of maximum drawdown, VEIRX dropped -54.02% vs REAYX's -36.87%.
REAYX currently has the higher Sharpe Ratio (2.59 vs 2.19), 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.
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