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.
Performance
VGELX vs. VEU - Performance Comparison
Returns By Period
In the year-to-date period, VGELX achieves a 13.92% return, which is significantly higher than VEU's 7.08% return. Over the past 10 years, VGELX has underperformed VEU with an annualized return of 1.31%, while VEU has yielded a comparatively higher 4.82% annualized return.
VGELX
13.92%
2.56%
7.39%
13.21%
6.76%
1.31%
VEU
7.08%
-2.58%
0.07%
12.95%
5.62%
4.82%
Key characteristics
| VGELX | VEU | |
|---|---|---|
| Sharpe Ratio | 1.09 | 1.03 |
| Sortino Ratio | 1.51 | 1.49 |
| Omega Ratio | 1.19 | 1.18 |
| Calmar Ratio | 0.49 | 1.25 |
| Martin Ratio | 4.65 | 4.97 |
| Ulcer Index | 2.84% | 2.61% |
| Daily Std Dev | 12.09% | 12.61% |
| Max Drawdown | -69.48% | -61.52% |
| Current Drawdown | -12.70% | -7.07% |
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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.
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.
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 3.69%, more than VEU's 2.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGELX Vanguard Energy Fund Admiral Shares | 3.69% | 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 | 2.98% | 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 3.08%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 3.76%. 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.