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

Correlation

The correlation between VGELX and XLE is 0.94, 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.


-0.50.00.51.00.9

Performance

VGELX vs. XLE - Performance Comparison

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

-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-0.80%
-7.06%
VGELX
XLE

Key characteristics

Sharpe Ratio

VGELX:

0.28

XLE:

0.12

Sortino Ratio

VGELX:

0.44

XLE:

0.28

Omega Ratio

VGELX:

1.06

XLE:

1.03

Calmar Ratio

VGELX:

0.12

XLE:

0.15

Martin Ratio

VGELX:

1.08

XLE:

0.35

Ulcer Index

VGELX:

3.11%

XLE:

6.08%

Daily Std Dev

VGELX:

12.14%

XLE:

17.89%

Max Drawdown

VGELX:

-69.48%

XLE:

-71.54%

Current Drawdown

VGELX:

-19.63%

XLE:

-13.50%

Returns By Period

In the year-to-date period, VGELX achieves a 4.88% return, which is significantly higher than XLE's 2.82% return. Over the past 10 years, VGELX has underperformed XLE with an annualized return of 1.99%, while XLE has yielded a comparatively higher 4.44% annualized return.


VGELX

YTD

4.88%

1M

-8.07%

6M

1.06%

1Y

2.25%

5Y*

4.11%

10Y*

1.99%

XLE

YTD

2.82%

1M

-13.36%

6M

-4.72%

1Y

1.44%

5Y*

11.59%

10Y*

4.44%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VGELX vs. XLE - Expense Ratio Comparison

VGELX has a 0.33% expense ratio, which is higher than XLE's 0.13% expense ratio.


VGELX
Vanguard Energy Fund Admiral Shares
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%
Expense ratio chart for XLE: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

VGELX vs. XLE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy Fund Admiral Shares (VGELX) and Energy Select Sector SPDR Fund (XLE). 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.


Sharpe ratio
The chart of Sharpe ratio for VGELX, currently valued at 0.28, compared to the broader market-1.000.001.002.003.004.000.280.12
The chart of Sortino ratio for VGELX, currently valued at 0.44, compared to the broader market-2.000.002.004.006.008.0010.000.440.28
The chart of Omega ratio for VGELX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.003.501.061.03
The chart of Calmar ratio for VGELX, currently valued at 0.12, compared to the broader market0.002.004.006.008.0010.0012.0014.000.120.15
The chart of Martin ratio for VGELX, currently valued at 1.08, compared to the broader market0.0020.0040.0060.001.080.35
VGELX
XLE

The current VGELX Sharpe Ratio is 0.28, which is higher than the XLE Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of VGELX and XLE, 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.28
0.12
VGELX
XLE

Dividends

VGELX vs. XLE - Dividend Comparison

VGELX's dividend yield for the trailing twelve months is around 4.01%, more than XLE's 2.59% yield.


TTM20232022202120202019201820172016201520142013
VGELX
Vanguard Energy Fund Admiral Shares
4.01%4.28%4.71%3.69%4.54%3.38%3.07%3.05%1.91%2.70%2.34%1.98%
XLE
Energy Select Sector SPDR Fund
2.59%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%1.73%

Drawdowns

VGELX vs. XLE - Drawdown Comparison

The maximum VGELX drawdown since its inception was -69.48%, roughly equal to the maximum XLE drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for VGELX and XLE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.63%
-13.50%
VGELX
XLE

Volatility

VGELX vs. XLE - Volatility Comparison

The current volatility for Vanguard Energy Fund Admiral Shares (VGELX) is 3.69%, while Energy Select Sector SPDR Fund (XLE) has a volatility of 5.01%. This indicates that VGELX experiences smaller price fluctuations and is considered to be less risky than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.69%
5.01%
VGELX
XLE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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