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VGELX vs. VDE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VGELX and VDE 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

VGELX vs. VDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Energy Fund Admiral Shares (VGELX) and Vanguard Energy ETF (VDE). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
108.67%
281.52%
VGELX
VDE

Key characteristics

Sharpe Ratio

VGELX:

-0.20

VDE:

-0.46

Sortino Ratio

VGELX:

-0.13

VDE:

-0.45

Omega Ratio

VGELX:

0.98

VDE:

0.94

Calmar Ratio

VGELX:

-0.13

VDE:

-0.54

Martin Ratio

VGELX:

-0.48

VDE:

-1.51

Ulcer Index

VGELX:

7.48%

VDE:

7.64%

Daily Std Dev

VGELX:

18.43%

VDE:

25.31%

Max Drawdown

VGELX:

-69.48%

VDE:

-74.16%

Current Drawdown

VGELX:

-22.23%

VDE:

-14.90%

Returns By Period

In the year-to-date period, VGELX achieves a 5.70% return, which is significantly higher than VDE's -4.81% return. Over the past 10 years, VGELX has underperformed VDE with an annualized return of 0.94%, while VDE has yielded a comparatively higher 3.41% annualized return.


VGELX

YTD

5.70%

1M

-3.08%

6M

-8.13%

1Y

-3.78%

5Y*

13.16%

10Y*

0.94%

VDE

YTD

-4.81%

1M

-11.15%

6M

-7.12%

1Y

-11.38%

5Y*

24.41%

10Y*

3.41%

*Annualized

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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.


Expense ratio chart for VGELX: current value is 0.33%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGELX: 0.33%
Expense ratio chart for VDE: 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%
VDE: 0.10%

Risk-Adjusted Performance

VGELX vs. VDE — Risk-Adjusted Performance Rank

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

VGELX
The Risk-Adjusted Performance Rank of VGELX is 1414
Overall Rank
The Sharpe Ratio Rank of VGELX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of VGELX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of VGELX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of VGELX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of VGELX is 1414
Martin Ratio Rank

VDE
The Risk-Adjusted Performance Rank of VDE is 44
Overall Rank
The Sharpe Ratio Rank of VDE is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of VDE is 66
Sortino Ratio Rank
The Omega Ratio Rank of VDE is 66
Omega Ratio Rank
The Calmar Ratio Rank of VDE is 22
Calmar Ratio Rank
The Martin Ratio Rank of VDE is 22
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.

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.


The chart of Sharpe ratio for VGELX, currently valued at -0.20, compared to the broader market-1.000.001.002.003.00
VGELX: -0.20
VDE: -0.46
The chart of Sortino ratio for VGELX, currently valued at -0.13, compared to the broader market-2.000.002.004.006.008.00
VGELX: -0.13
VDE: -0.45
The chart of Omega ratio for VGELX, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.00
VGELX: 0.98
VDE: 0.94
The chart of Calmar ratio for VGELX, currently valued at -0.13, compared to the broader market0.002.004.006.008.0010.00
VGELX: -0.13
VDE: -0.54
The chart of Martin ratio for VGELX, currently valued at -0.48, compared to the broader market0.0010.0020.0030.0040.0050.00
VGELX: -0.48
VDE: -1.51

The current VGELX Sharpe Ratio is -0.20, which is higher than the VDE Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of VGELX and VDE, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.20
-0.46
VGELX
VDE

Dividends

VGELX vs. VDE - Dividend Comparison

VGELX's dividend yield for the trailing twelve months is around 3.74%, more than VDE's 3.42% yield.


TTM20242023202220212020201920182017201620152014
VGELX
Vanguard Energy Fund Admiral Shares
3.74%4.00%4.28%4.71%3.69%4.54%3.38%3.07%3.05%1.91%2.70%2.34%
VDE
Vanguard Energy ETF
3.42%3.23%3.34%3.65%4.13%4.76%3.59%3.35%2.90%2.31%3.17%1.98%

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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.23%
-14.90%
VGELX
VDE

Volatility

VGELX vs. VDE - Volatility Comparison

The current volatility for Vanguard Energy Fund Admiral Shares (VGELX) is 10.55%, while Vanguard Energy ETF (VDE) has a volatility of 17.51%. 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
10.55%
17.51%
VGELX
VDE