VGELX vs. VDEQX
Compare and contrast key facts about Vanguard Energy Fund Admiral Shares (VGELX) and Vanguard Diversified Equity Fund (VDEQX).
VGELX is managed by Vanguard. It was launched on Nov 12, 2001. VDEQX is managed by Vanguard. It was launched on Jun 10, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGELX or VDEQX.
Key characteristics
| VGELX | VDEQX | |
|---|---|---|
| YTD Return | 11.47% | 23.26% |
| 1Y Return | 14.31% | 38.33% |
| 3Y Return (Ann) | 13.56% | 6.04% |
| 5Y Return (Ann) | 5.93% | 14.98% |
| 10Y Return (Ann) | 1.01% | 12.43% |
| Sharpe Ratio | 1.15 | 2.50 |
| Sortino Ratio | 1.61 | 3.39 |
| Omega Ratio | 1.20 | 1.48 |
| Calmar Ratio | 0.52 | 2.61 |
| Martin Ratio | 4.99 | 15.35 |
| Ulcer Index | 2.84% | 2.42% |
| Daily Std Dev | 12.26% | 14.86% |
| Max Drawdown | -69.48% | -56.27% |
| Current Drawdown | -14.57% | 0.00% |
Correlation
The correlation between VGELX and VDEQX is 0.67, 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. VDEQX - Performance Comparison
In the year-to-date period, VGELX achieves a 11.47% return, which is significantly lower than VDEQX's 23.26% return. Over the past 10 years, VGELX has underperformed VDEQX with an annualized return of 1.01%, while VDEQX has yielded a comparatively higher 12.43% 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. VDEQX - Expense Ratio Comparison
VGELX has a 0.33% expense ratio, which is lower than VDEQX's 0.35% expense ratio.
Risk-Adjusted Performance
VGELX vs. VDEQX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy Fund Admiral Shares (VGELX) and Vanguard Diversified Equity Fund (VDEQX). 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. VDEQX - Dividend Comparison
VGELX's dividend yield for the trailing twelve months is around 3.77%, more than VDEQX's 0.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGELX Vanguard Energy Fund Admiral Shares | 3.77% | 4.28% | 4.71% | 3.69% | 4.54% | 3.38% | 3.07% | 3.05% | 1.91% | 2.70% | 2.34% | 1.98% |
VDEQX Vanguard Diversified Equity Fund | 0.74% | 0.92% | 0.71% | 0.60% | 0.75% | 0.97% | 1.24% | 1.02% | 1.38% | 1.21% | 1.06% | 0.93% |
Drawdowns
VGELX vs. VDEQX - Drawdown Comparison
The maximum VGELX drawdown since its inception was -69.48%, which is greater than VDEQX's maximum drawdown of -56.27%. Use the drawdown chart below to compare losses from any high point for VGELX and VDEQX. For additional features, visit the drawdowns tool.
Volatility
VGELX vs. VDEQX - Volatility Comparison
The current volatility for Vanguard Energy Fund Admiral Shares (VGELX) is 3.07%, while Vanguard Diversified Equity Fund (VDEQX) has a volatility of 4.24%. This indicates that VGELX experiences smaller price fluctuations and is considered to be less risky than VDEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.