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VGENX vs. BRK-B
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGENX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Energy Fund Investor Shares (VGENX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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VGENX vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGENX
Vanguard Energy Fund Investor Shares
24.08%20.67%30.25%8.78%23.59%27.71%-30.85%13.23%-17.19%3.22%
BRK-B
Berkshire Hathaway Inc.
-4.80%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Returns By Period

In the year-to-date period, VGENX achieves a 24.08% return, which is significantly higher than BRK-B's -4.80% return. Over the past 10 years, VGENX has underperformed BRK-B with an annualized return of 10.86%, while BRK-B has yielded a comparatively higher 12.78% annualized return.


VGENX

1D
0.03%
1M
3.95%
YTD
24.08%
6M
28.47%
1Y
35.43%
3Y*
28.99%
5Y*
24.44%
10Y*
10.86%

BRK-B

1D
-0.15%
1M
-0.35%
YTD
-4.80%
6M
-3.95%
1Y
-10.22%
3Y*
15.72%
5Y*
13.13%
10Y*
12.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VGENX vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VGENX
VGENX Risk / Return Rank: 9595
Overall Rank
VGENX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VGENX Sortino Ratio Rank: 9494
Sortino Ratio Rank
VGENX Omega Ratio Rank: 9494
Omega Ratio Rank
VGENX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VGENX Martin Ratio Rank: 9696
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 1717
Overall Rank
BRK-B Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 1616
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 1616
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 1717
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VGENX vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy Fund Investor Shares (VGENX) and Berkshire Hathaway Inc. (BRK-B). 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.


VGENXBRK-BDifference

Sharpe ratio

Return per unit of total volatility

2.44

-0.56

+3.00

Sortino ratio

Return per unit of downside risk

3.03

-0.65

+3.68

Omega ratio

Gain probability vs. loss probability

1.48

0.91

+0.57

Calmar ratio

Return relative to maximum drawdown

3.01

-0.68

+3.69

Martin ratio

Return relative to average drawdown

14.64

-1.16

+15.81

VGENX vs. BRK-B - Sharpe Ratio Comparison

The current VGENX Sharpe Ratio is 2.44, which is higher than the BRK-B Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of VGENX and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VGENXBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

-0.56

+3.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.32

0.77

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.66

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.48

-0.03

Correlation

The correlation between VGENX and BRK-B is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VGENX vs. BRK-B - Dividend Comparison

VGENX's dividend yield for the trailing twelve months is around 6.91%, while BRK-B has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
VGENX
Vanguard Energy Fund Investor Shares
6.91%4.71%33.96%6.83%4.63%3.63%4.46%3.30%2.96%2.96%1.84%2.63%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VGENX vs. BRK-B - Drawdown Comparison

The maximum VGENX drawdown since its inception was -65.37%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for VGENX and BRK-B.


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Drawdown Indicators


VGENXBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-65.37%

-53.86%

-11.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.30%

-14.95%

+2.65%

Max Drawdown (5Y)

Largest decline over 5 years

-19.72%

-26.58%

+6.86%

Max Drawdown (10Y)

Largest decline over 10 years

-61.19%

-29.57%

-31.62%

Current Drawdown

Current decline from peak

0.00%

-11.36%

+11.36%

Average Drawdown

Average peak-to-trough decline

-14.99%

-11.07%

-3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

8.72%

-6.19%

Volatility

VGENX vs. BRK-B - Volatility Comparison

The current volatility for Vanguard Energy Fund Investor Shares (VGENX) is 3.79%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.33%. This indicates that VGENX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGENXBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

4.33%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

8.57%

11.14%

-2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

14.79%

18.30%

-3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.64%

17.20%

+1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.26%

19.45%

+3.81%