VGELX vs. VEU
Compare and contrast key facts about Vanguard Energy Fund Admiral Shares (VGELX) and Vanguard FTSE All-World ex-US ETF (VEU).
VGELX is managed by Vanguard. It was launched on Nov 12, 2001. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGELX or VEU.
Key characteristics
| VGELX | VEU | |
|---|---|---|
| YTD Return | 11.47% | 9.12% |
| 1Y Return | 14.31% | 20.09% |
| 3Y Return (Ann) | 13.56% | 1.50% |
| 5Y Return (Ann) | 5.93% | 5.84% |
| 10Y Return (Ann) | 1.01% | 5.16% |
| Sharpe Ratio | 1.15 | 1.55 |
| Sortino Ratio | 1.61 | 2.20 |
| Omega Ratio | 1.20 | 1.27 |
| Calmar Ratio | 0.52 | 1.40 |
| Martin Ratio | 4.99 | 9.09 |
| Ulcer Index | 2.84% | 2.18% |
| Daily Std Dev | 12.26% | 12.75% |
| Max Drawdown | -69.48% | -61.52% |
| Current Drawdown | -14.57% | -5.29% |
Correlation
The correlation between VGELX and VEU is 0.74, 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. VEU - Performance Comparison
In the year-to-date period, VGELX achieves a 11.47% return, which is significantly higher than VEU's 9.12% return. Over the past 10 years, VGELX has underperformed VEU with an annualized return of 1.01%, while VEU has yielded a comparatively higher 5.16% 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. VEU - Expense Ratio Comparison
VGELX has a 0.33% expense ratio, which is higher than VEU's 0.07% expense ratio.
Risk-Adjusted Performance
VGELX vs. VEU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy Fund Admiral Shares (VGELX) and Vanguard FTSE All-World ex-US ETF (VEU). 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. VEU - Dividend Comparison
VGELX's dividend yield for the trailing twelve months is around 3.77%, more than VEU's 2.92% 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% |
VEU Vanguard FTSE All-World ex-US ETF | 2.92% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
Drawdowns
VGELX vs. VEU - Drawdown Comparison
The maximum VGELX drawdown since its inception was -69.48%, which is greater than VEU's maximum drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for VGELX and VEU. For additional features, visit the drawdowns tool.
Volatility
VGELX vs. VEU - Volatility Comparison
The current volatility for Vanguard Energy Fund Admiral Shares (VGELX) is 3.07%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 3.95%. This indicates that VGELX experiences smaller price fluctuations and is considered to be less risky than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.