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

Correlation

The correlation between VENAX and VFIAX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

VENAX vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Energy Index Fund Admiral Shares (VENAX) 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%700.00%NovemberDecember2025FebruaryMarchApril
280.23%
639.93%
VENAX
VFIAX

Key characteristics

Sharpe Ratio

VENAX:

-0.47

VFIAX:

0.60

Sortino Ratio

VENAX:

-0.47

VFIAX:

0.96

Omega Ratio

VENAX:

0.93

VFIAX:

1.14

Calmar Ratio

VENAX:

-0.55

VFIAX:

0.62

Martin Ratio

VENAX:

-1.53

VFIAX:

2.51

Ulcer Index

VENAX:

7.71%

VFIAX:

4.63%

Daily Std Dev

VENAX:

25.30%

VFIAX:

19.42%

Max Drawdown

VENAX:

-74.42%

VFIAX:

-55.20%

Current Drawdown

VENAX:

-14.57%

VFIAX:

-9.28%

Returns By Period

In the year-to-date period, VENAX achieves a -4.31% return, which is significantly higher than VFIAX's -5.08% return. Over the past 10 years, VENAX has underperformed VFIAX with an annualized return of 3.40%, while VFIAX has yielded a comparatively higher 12.17% annualized return.


VENAX

YTD

-4.31%

1M

-10.33%

6M

-4.83%

1Y

-11.69%

5Y*

22.61%

10Y*

3.40%

VFIAX

YTD

-5.08%

1M

-0.28%

6M

-4.05%

1Y

10.12%

5Y*

15.59%

10Y*

12.17%

*Annualized

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VENAX vs. VFIAX - Expense Ratio Comparison

VENAX has a 0.10% expense ratio, which is higher than VFIAX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for VENAX: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VENAX: 0.10%
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

VENAX vs. VFIAX — Risk-Adjusted Performance Rank

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

VENAX
The Risk-Adjusted Performance Rank of VENAX is 33
Overall Rank
The Sharpe Ratio Rank of VENAX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of VENAX is 55
Sortino Ratio Rank
The Omega Ratio Rank of VENAX is 55
Omega Ratio Rank
The Calmar Ratio Rank of VENAX is 11
Calmar Ratio Rank
The Martin Ratio Rank of VENAX is 11
Martin Ratio Rank

VFIAX
The Risk-Adjusted Performance Rank of VFIAX is 6565
Overall Rank
The Sharpe Ratio Rank of VFIAX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIAX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VFIAX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VFIAX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VFIAX is 6464
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.

VENAX vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy Index Fund Admiral Shares (VENAX) 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 VENAX, currently valued at -0.47, compared to the broader market-1.000.001.002.003.00
VENAX: -0.47
VFIAX: 0.60
The chart of Sortino ratio for VENAX, currently valued at -0.47, compared to the broader market-2.000.002.004.006.008.00
VENAX: -0.47
VFIAX: 0.96
The chart of Omega ratio for VENAX, currently valued at 0.93, compared to the broader market0.501.001.502.002.503.00
VENAX: 0.93
VFIAX: 1.14
The chart of Calmar ratio for VENAX, currently valued at -0.55, compared to the broader market0.002.004.006.008.0010.00
VENAX: -0.55
VFIAX: 0.62
The chart of Martin ratio for VENAX, currently valued at -1.53, compared to the broader market0.0010.0020.0030.0040.0050.00
VENAX: -1.53
VFIAX: 2.51

The current VENAX Sharpe Ratio is -0.47, which is lower than the VFIAX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of VENAX 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.47
0.60
VENAX
VFIAX

Dividends

VENAX vs. VFIAX - Dividend Comparison

VENAX's dividend yield for the trailing twelve months is around 3.40%, more than VFIAX's 1.36% yield.


TTM20242023202220212020201920182017201620152014
VENAX
Vanguard Energy Index Fund Admiral Shares
3.40%3.24%3.34%3.65%4.14%4.76%3.41%3.35%2.90%2.31%3.17%1.98%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.36%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%

Drawdowns

VENAX vs. VFIAX - Drawdown Comparison

The maximum VENAX drawdown since its inception was -74.42%, which is greater than VFIAX's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for VENAX and VFIAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.57%
-9.28%
VENAX
VFIAX

Volatility

VENAX vs. VFIAX - Volatility Comparison

Vanguard Energy Index Fund Admiral Shares (VENAX) has a higher volatility of 17.60% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 14.10%. This indicates that VENAX's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.60%
14.10%
VENAX
VFIAX