VGELX vs. VDE
Compare and contrast key facts about Vanguard Energy Fund Admiral Shares (VGELX) and Vanguard Energy ETF (VDE).
VGELX is managed by Vanguard. It was launched on Nov 12, 2001. VDE is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Energy 25/50 Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGELX or VDE.
Key characteristics
| VGELX | VDE | |
|---|---|---|
| YTD Return | 12.01% | 15.48% |
| 1Y Return | 13.66% | 16.77% |
| 3Y Return (Ann) | 14.49% | 22.21% |
| 5Y Return (Ann) | 6.29% | 15.80% |
| 10Y Return (Ann) | 1.17% | 4.38% |
| Sharpe Ratio | 1.21 | 0.99 |
| Sortino Ratio | 1.68 | 1.42 |
| Omega Ratio | 1.21 | 1.18 |
| Calmar Ratio | 0.55 | 1.33 |
| Martin Ratio | 5.24 | 3.22 |
| Ulcer Index | 2.84% | 5.56% |
| Daily Std Dev | 12.25% | 18.14% |
| Max Drawdown | -69.48% | -74.16% |
| Current Drawdown | -14.16% | -1.65% |
Correlation
The correlation between VGELX and VDE is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VGELX vs. VDE - Performance Comparison
In the year-to-date period, VGELX achieves a 12.01% return, which is significantly lower than VDE's 15.48% return. Over the past 10 years, VGELX has underperformed VDE with an annualized return of 1.17%, while VDE has yielded a comparatively higher 4.38% 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. VDE - Expense Ratio Comparison
VGELX has a 0.33% expense ratio, which is higher than VDE's 0.10% expense ratio.
Risk-Adjusted Performance
VGELX vs. VDE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy Fund Admiral Shares (VGELX) and Vanguard Energy ETF (VDE). 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. VDE - Dividend Comparison
VGELX's dividend yield for the trailing twelve months is around 3.75%, more than VDE's 3.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGELX Vanguard Energy Fund Admiral Shares | 3.75% | 4.28% | 4.71% | 3.69% | 4.54% | 3.38% | 3.07% | 3.05% | 1.91% | 2.70% | 2.34% | 1.98% |
VDE Vanguard Energy ETF | 3.04% | 3.34% | 3.65% | 4.13% | 4.76% | 3.59% | 3.35% | 2.90% | 2.31% | 3.17% | 1.98% | 1.74% |
Drawdowns
VGELX vs. VDE - Drawdown Comparison
The maximum VGELX drawdown since its inception was -69.48%, smaller than the maximum VDE drawdown of -74.16%. Use the drawdown chart below to compare losses from any high point for VGELX and VDE. For additional features, visit the drawdowns tool.
Volatility
VGELX vs. VDE - Volatility Comparison
The current volatility for Vanguard Energy Fund Admiral Shares (VGELX) is 3.06%, while Vanguard Energy ETF (VDE) has a volatility of 6.07%. This indicates that VGELX experiences smaller price fluctuations and is considered to be less risky than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.