VGELX vs. SWTSX
Compare and contrast key facts about Vanguard Energy Fund Admiral Shares (VGELX) and Schwab Total Stock Market Index Fund (SWTSX).
VGELX is managed by Vanguard. It was launched on Nov 12, 2001. SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGELX or SWTSX.
Key characteristics
| VGELX | SWTSX | |
|---|---|---|
| YTD Return | 10.82% | 26.23% |
| 1Y Return | 12.15% | 38.45% |
| 3Y Return (Ann) | 14.06% | 8.72% |
| 5Y Return (Ann) | 6.12% | 15.28% |
| 10Y Return (Ann) | 1.06% | 12.83% |
| Sharpe Ratio | 1.01 | 3.01 |
| Sortino Ratio | 1.42 | 4.00 |
| Omega Ratio | 1.18 | 1.56 |
| Calmar Ratio | 0.46 | 4.46 |
| Martin Ratio | 4.39 | 19.52 |
| Ulcer Index | 2.84% | 1.96% |
| Daily Std Dev | 12.27% | 12.76% |
| Max Drawdown | -69.48% | -54.60% |
| Current Drawdown | -15.07% | -0.39% |
Correlation
The correlation between VGELX and SWTSX is 0.66, 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.
Performance
VGELX vs. SWTSX - Performance Comparison
In the year-to-date period, VGELX achieves a 10.82% return, which is significantly lower than SWTSX's 26.23% return. Over the past 10 years, VGELX has underperformed SWTSX with an annualized return of 1.06%, while SWTSX has yielded a comparatively higher 12.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VGELX vs. SWTSX - Expense Ratio Comparison
VGELX has a 0.33% expense ratio, which is higher than SWTSX's 0.03% expense ratio.
Risk-Adjusted Performance
VGELX vs. SWTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy Fund Admiral Shares (VGELX) and Schwab Total Stock Market Index Fund (SWTSX). 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.
Dividends
VGELX vs. SWTSX - Dividend Comparison
VGELX's dividend yield for the trailing twelve months is around 3.80%, more than SWTSX's 1.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGELX Vanguard Energy Fund Admiral Shares | 3.80% | 4.28% | 4.71% | 3.69% | 4.54% | 3.38% | 3.07% | 3.05% | 1.91% | 2.70% | 2.34% | 1.98% |
SWTSX Schwab Total Stock Market Index Fund | 1.11% | 1.41% | 1.62% | 1.17% | 1.63% | 1.68% | 2.06% | 1.61% | 1.85% | 1.95% | 1.66% | 1.51% |
Drawdowns
VGELX vs. SWTSX - Drawdown Comparison
The maximum VGELX drawdown since its inception was -69.48%, which is greater than SWTSX's maximum drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for VGELX and SWTSX. For additional features, visit the drawdowns tool.
Volatility
VGELX vs. SWTSX - Volatility Comparison
The current volatility for Vanguard Energy Fund Admiral Shares (VGELX) is 3.22%, while Schwab Total Stock Market Index Fund (SWTSX) has a volatility of 4.05%. This indicates that VGELX experiences smaller price fluctuations and is considered to be less risky than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.