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VENAX vs. FLOWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VENAX vs. FLOWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Energy Index Fund Admiral Shares (VENAX) and Fidelity Water Sustainability Fund (FLOWX). The values are adjusted to include any dividend payments, if applicable.

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VENAX vs. FLOWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VENAX
Vanguard Energy Index Fund Admiral Shares
39.76%7.29%6.57%0.05%62.94%55.57%32.13%
FLOWX
Fidelity Water Sustainability Fund
-0.36%18.02%8.78%18.58%-19.94%28.52%35.89%

Returns By Period

In the year-to-date period, VENAX achieves a 39.76% return, which is significantly higher than FLOWX's -0.36% return.


VENAX

1D
-1.12%
1M
11.69%
YTD
39.76%
6M
41.02%
1Y
39.10%
3Y*
18.90%
5Y*
25.11%
10Y*
11.29%

FLOWX

1D
0.10%
1M
-10.56%
YTD
-0.36%
6M
0.59%
1Y
17.74%
3Y*
12.88%
5Y*
8.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VENAX vs. FLOWX - Expense Ratio Comparison

VENAX has a 0.10% expense ratio, which is lower than FLOWX's 1.00% expense ratio.


Return for Risk

VENAX vs. FLOWX — Risk / Return Rank

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

VENAX
VENAX Risk / Return Rank: 7979
Overall Rank
VENAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VENAX Sortino Ratio Rank: 8181
Sortino Ratio Rank
VENAX Omega Ratio Rank: 8080
Omega Ratio Rank
VENAX Calmar Ratio Rank: 8484
Calmar Ratio Rank
VENAX Martin Ratio Rank: 6363
Martin Ratio Rank

FLOWX
FLOWX Risk / Return Rank: 6161
Overall Rank
FLOWX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FLOWX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FLOWX Omega Ratio Rank: 5656
Omega Ratio Rank
FLOWX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FLOWX Martin Ratio Rank: 5858
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.

VENAX vs. FLOWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy Index Fund Admiral Shares (VENAX) and Fidelity Water Sustainability Fund (FLOWX). 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.


VENAXFLOWXDifference

Sharpe ratio

Return per unit of total volatility

1.63

1.11

+0.52

Sortino ratio

Return per unit of downside risk

2.05

1.65

+0.40

Omega ratio

Gain probability vs. loss probability

1.31

1.22

+0.09

Calmar ratio

Return relative to maximum drawdown

2.09

1.46

+0.62

Martin ratio

Return relative to average drawdown

5.98

5.54

+0.44

VENAX vs. FLOWX - Sharpe Ratio Comparison

The current VENAX Sharpe Ratio is 1.63, which is higher than the FLOWX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of VENAX and FLOWX, 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


VENAXFLOWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

1.11

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.48

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.74

-0.46

Correlation

The correlation between VENAX and FLOWX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VENAX vs. FLOWX - Dividend Comparison

VENAX's dividend yield for the trailing twelve months is around 2.25%, less than FLOWX's 2.94% yield.


TTM20252024202320222021202020192018201720162015
VENAX
Vanguard Energy Index Fund Admiral Shares
2.25%3.10%3.24%3.34%3.65%3.80%4.76%3.41%3.35%2.90%2.31%3.17%
FLOWX
Fidelity Water Sustainability Fund
2.94%2.93%2.51%0.42%0.08%1.41%1.49%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VENAX vs. FLOWX - Drawdown Comparison

The maximum VENAX drawdown since its inception was -74.42%, which is greater than FLOWX's maximum drawdown of -30.63%. Use the drawdown chart below to compare losses from any high point for VENAX and FLOWX.


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Drawdown Indicators


VENAXFLOWXDifference

Max Drawdown

Largest peak-to-trough decline

-74.42%

-30.63%

-43.79%

Max Drawdown (1Y)

Largest decline over 1 year

-19.04%

-11.27%

-7.77%

Max Drawdown (5Y)

Largest decline over 5 years

-26.59%

-30.63%

+4.04%

Max Drawdown (10Y)

Largest decline over 10 years

-69.58%

Current Drawdown

Current decline from peak

-1.12%

-10.72%

+9.60%

Average Drawdown

Average peak-to-trough decline

-20.09%

-7.36%

-12.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.64%

2.98%

+3.66%

Volatility

VENAX vs. FLOWX - Volatility Comparison

Vanguard Energy Index Fund Admiral Shares (VENAX) and Fidelity Water Sustainability Fund (FLOWX) have volatilities of 5.01% and 5.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VENAXFLOWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

5.21%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

13.94%

9.44%

+4.50%

Volatility (1Y)

Calculated over the trailing 1-year period

24.99%

16.04%

+8.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.55%

17.74%

+8.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.17%

18.15%

+12.02%