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

Key characteristics


VGELXVGENX
YTD Return10.82%10.76%
1Y Return12.15%12.07%
3Y Return (Ann)14.06%13.93%
5Y Return (Ann)6.12%6.03%
10Y Return (Ann)1.06%1.05%
Sharpe Ratio1.011.01
Sortino Ratio1.421.42
Omega Ratio1.181.18
Calmar Ratio0.460.45
Martin Ratio4.394.35
Ulcer Index2.84%2.84%
Daily Std Dev12.27%12.27%
Max Drawdown-69.48%-69.53%
Current Drawdown-15.07%-15.51%

Correlation

-0.50.00.51.01.0

The correlation between VGELX and VGENX is 1.00, 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. VGENX - Performance Comparison

The year-to-date returns for both stocks are quite close, with VGELX having a 10.82% return and VGENX slightly lower at 10.76%. Both investments have delivered pretty close results over the past 10 years, with VGELX having a 1.06% annualized return and VGENX not far behind at 1.05%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%JuneJulyAugustSeptemberOctoberNovember
2.89%
2.84%
VGELX
VGENX

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VGELX vs. VGENX - Expense Ratio Comparison

VGELX has a 0.33% expense ratio, which is lower than VGENX's 0.41% expense ratio.


VGENX
Vanguard Energy Fund Investor Shares
Expense ratio chart for VGENX: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%
Expense ratio chart for VGELX: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%

Risk-Adjusted Performance

VGELX vs. VGENX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy Fund Admiral Shares (VGELX) and Vanguard Energy Fund Investor Shares (VGENX). 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.


VGELX
Sharpe ratio
The chart of Sharpe ratio for VGELX, currently valued at 1.01, compared to the broader market0.002.004.001.01
Sortino ratio
The chart of Sortino ratio for VGELX, currently valued at 1.42, compared to the broader market0.005.0010.001.42
Omega ratio
The chart of Omega ratio for VGELX, currently valued at 1.18, compared to the broader market1.002.003.004.001.18
Calmar ratio
The chart of Calmar ratio for VGELX, currently valued at 0.46, compared to the broader market0.005.0010.0015.0020.0025.000.46
Martin ratio
The chart of Martin ratio for VGELX, currently valued at 4.39, compared to the broader market0.0020.0040.0060.0080.00100.004.39
VGENX
Sharpe ratio
The chart of Sharpe ratio for VGENX, currently valued at 1.01, compared to the broader market0.002.004.001.01
Sortino ratio
The chart of Sortino ratio for VGENX, currently valued at 1.42, compared to the broader market0.005.0010.001.42
Omega ratio
The chart of Omega ratio for VGENX, currently valued at 1.18, compared to the broader market1.002.003.004.001.18
Calmar ratio
The chart of Calmar ratio for VGENX, currently valued at 0.45, compared to the broader market0.005.0010.0015.0020.0025.000.45
Martin ratio
The chart of Martin ratio for VGENX, currently valued at 4.35, compared to the broader market0.0020.0040.0060.0080.00100.004.35

VGELX vs. VGENX - Sharpe Ratio Comparison

The current VGELX Sharpe Ratio is 1.01, which is comparable to the VGENX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of VGELX and VGENX, 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 Ratio0.400.600.801.001.201.401.60JuneJulyAugustSeptemberOctoberNovember
1.01
1.01
VGELX
VGENX

Dividends

VGELX vs. VGENX - Dividend Comparison

VGELX's dividend yield for the trailing twelve months is around 3.80%, more than VGENX's 3.72% yield.


TTM20232022202120202019201820172016201520142013
VGELX
Vanguard Energy Fund Admiral Shares
3.80%4.28%4.71%3.69%4.54%3.38%3.07%3.05%1.91%2.70%2.34%1.98%
VGENX
Vanguard Energy Fund Investor Shares
3.72%4.20%4.63%3.63%4.46%3.30%2.97%2.96%1.84%2.62%2.92%1.90%

Drawdowns

VGELX vs. VGENX - Drawdown Comparison

The maximum VGELX drawdown since its inception was -69.48%, roughly equal to the maximum VGENX drawdown of -69.53%. Use the drawdown chart below to compare losses from any high point for VGELX and VGENX. For additional features, visit the drawdowns tool.


-22.00%-20.00%-18.00%-16.00%-14.00%JuneJulyAugustSeptemberOctoberNovember
-15.07%
-15.51%
VGELX
VGENX

Volatility

VGELX vs. VGENX - Volatility Comparison

Vanguard Energy Fund Admiral Shares (VGELX) and Vanguard Energy Fund Investor Shares (VGENX) have volatilities of 3.22% and 3.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%JuneJulyAugustSeptemberOctoberNovember
3.22%
3.22%
VGELX
VGENX