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VGENX vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.4

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.

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-9.98%
4.75%
VGENX
BRK-B

Key characteristics

Sharpe Ratio

VGENX:

0.01

BRK-B:

1.92

Sortino Ratio

VGENX:

0.11

BRK-B:

2.70

Omega Ratio

VGENX:

1.02

BRK-B:

1.34

Calmar Ratio

VGENX:

0.01

BRK-B:

3.37

Martin Ratio

VGENX:

0.03

BRK-B:

8.13

Ulcer Index

VGENX:

4.46%

BRK-B:

3.47%

Daily Std Dev

VGENX:

17.50%

BRK-B:

14.68%

Max Drawdown

VGENX:

-69.53%

BRK-B:

-53.86%

Current Drawdown

VGENX:

-25.98%

BRK-B:

-4.20%

Returns By Period

In the year-to-date period, VGENX achieves a 4.59% return, which is significantly higher than BRK-B's 2.10% return. Over the past 10 years, VGENX has underperformed BRK-B with an annualized return of 1.64%, while BRK-B has yielded a comparatively higher 12.01% annualized return.


VGENX

YTD

4.59%

1M

-8.67%

6M

-9.98%

1Y

1.48%

5Y*

2.41%

10Y*

1.64%

BRK-B

YTD

2.10%

1M

1.57%

6M

4.75%

1Y

28.81%

5Y*

15.04%

10Y*

12.01%

*Annualized

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Risk-Adjusted Performance

VGENX vs. BRK-B — Risk-Adjusted Performance Rank

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

VGENX
The Risk-Adjusted Performance Rank of VGENX is 77
Overall Rank
The Sharpe Ratio Rank of VGENX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of VGENX is 77
Sortino Ratio Rank
The Omega Ratio Rank of VGENX is 88
Omega Ratio Rank
The Calmar Ratio Rank of VGENX is 77
Calmar Ratio Rank
The Martin Ratio Rank of VGENX is 77
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 9191
Overall Rank
The Sharpe Ratio Rank of BRK-B is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VGENX vs. BRK-B - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for VGENX, currently valued at 0.01, compared to the broader market-1.000.001.002.003.004.000.011.92
The chart of Sortino ratio for VGENX, currently valued at 0.11, compared to the broader market0.002.004.006.008.0010.0012.000.112.70
The chart of Omega ratio for VGENX, currently valued at 1.02, compared to the broader market1.002.003.004.001.021.34
The chart of Calmar ratio for VGENX, currently valued at 0.01, compared to the broader market0.005.0010.0015.0020.000.013.37
The chart of Martin ratio for VGENX, currently valued at 0.03, compared to the broader market0.0020.0040.0060.0080.000.038.13
VGENX
BRK-B

The current VGENX Sharpe Ratio is 0.01, which is lower than the BRK-B Sharpe Ratio of 1.92. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.01
1.92
VGENX
BRK-B

Dividends

VGENX vs. BRK-B - Dividend Comparison

VGENX's dividend yield for the trailing twelve months is around 0.12%, while BRK-B has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
VGENX
Vanguard Energy Fund Investor Shares
0.12%0.12%4.20%4.63%3.63%4.46%3.30%2.97%2.96%1.84%2.62%2.92%
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 -69.53%, 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. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-25.98%
-4.20%
VGENX
BRK-B

Volatility

VGENX vs. BRK-B - Volatility Comparison

Vanguard Energy Fund Investor Shares (VGENX) has a higher volatility of 14.58% compared to Berkshire Hathaway Inc. (BRK-B) at 4.49%. This indicates that VGENX's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
14.58%
4.49%
VGENX
BRK-B
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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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