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

Correlation

The correlation between VGENX and VDE is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

VGENX vs. VDE - Performance Comparison

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

100.00%150.00%200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
107.07%
281.52%
VGENX
VDE

Key characteristics

Sharpe Ratio

VGENX:

-0.20

VDE:

-0.46

Sortino Ratio

VGENX:

-0.13

VDE:

-0.45

Omega Ratio

VGENX:

0.98

VDE:

0.94

Calmar Ratio

VGENX:

-0.13

VDE:

-0.54

Martin Ratio

VGENX:

-0.49

VDE:

-1.51

Ulcer Index

VGENX:

7.48%

VDE:

7.64%

Daily Std Dev

VGENX:

18.41%

VDE:

25.31%

Max Drawdown

VGENX:

-69.53%

VDE:

-74.16%

Current Drawdown

VGENX:

-22.64%

VDE:

-14.90%

Returns By Period

In the year-to-date period, VGENX achieves a 5.68% return, which is significantly higher than VDE's -4.81% return. Over the past 10 years, VGENX has underperformed VDE with an annualized return of 0.88%, while VDE has yielded a comparatively higher 3.44% annualized return.


VGENX

YTD

5.68%

1M

-3.31%

6M

-8.14%

1Y

-3.83%

5Y*

12.79%

10Y*

0.88%

VDE

YTD

-4.81%

1M

-10.72%

6M

-7.12%

1Y

-11.38%

5Y*

23.88%

10Y*

3.44%

*Annualized

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VGENX vs. VDE - Expense Ratio Comparison

VGENX has a 0.41% expense ratio, which is higher than VDE's 0.10% expense ratio.


Expense ratio chart for VGENX: current value is 0.41%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGENX: 0.41%
Expense ratio chart for VDE: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VDE: 0.10%

Risk-Adjusted Performance

VGENX vs. VDE — 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 1414
Overall Rank
The Sharpe Ratio Rank of VGENX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of VGENX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of VGENX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of VGENX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of VGENX is 1414
Martin Ratio Rank

VDE
The Risk-Adjusted Performance Rank of VDE is 44
Overall Rank
The Sharpe Ratio Rank of VDE is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of VDE is 66
Sortino Ratio Rank
The Omega Ratio Rank of VDE is 66
Omega Ratio Rank
The Calmar Ratio Rank of VDE is 22
Calmar Ratio Rank
The Martin Ratio Rank of VDE is 22
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. VDE - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for VGENX, currently valued at -0.20, compared to the broader market-1.000.001.002.003.00
VGENX: -0.20
VDE: -0.46
The chart of Sortino ratio for VGENX, currently valued at -0.13, compared to the broader market-2.000.002.004.006.008.00
VGENX: -0.13
VDE: -0.45
The chart of Omega ratio for VGENX, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.00
VGENX: 0.98
VDE: 0.94
The chart of Calmar ratio for VGENX, currently valued at -0.13, compared to the broader market0.002.004.006.008.0010.00
VGENX: -0.13
VDE: -0.54
The chart of Martin ratio for VGENX, currently valued at -0.49, compared to the broader market0.0010.0020.0030.0040.0050.00
VGENX: -0.49
VDE: -1.51

The current VGENX Sharpe Ratio is -0.20, which is higher than the VDE Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of VGENX and VDE, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.20
-0.46
VGENX
VDE

Dividends

VGENX vs. VDE - Dividend Comparison

VGENX's dividend yield for the trailing twelve months is around 3.66%, more than VDE's 3.42% yield.


TTM20242023202220212020201920182017201620152014
VGENX
Vanguard Energy Fund Investor Shares
3.66%3.91%4.20%4.63%3.63%4.46%3.30%2.97%2.96%1.84%2.62%2.92%
VDE
Vanguard Energy ETF
3.42%3.23%3.34%3.65%4.13%4.76%3.59%3.35%2.90%2.31%3.17%1.98%

Drawdowns

VGENX vs. VDE - Drawdown Comparison

The maximum VGENX drawdown since its inception was -69.53%, smaller than the maximum VDE drawdown of -74.16%. Use the drawdown chart below to compare losses from any high point for VGENX and VDE. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.64%
-14.90%
VGENX
VDE

Volatility

VGENX vs. VDE - Volatility Comparison

The current volatility for Vanguard Energy Fund Investor Shares (VGENX) is 10.54%, while Vanguard Energy ETF (VDE) has a volatility of 17.51%. This indicates that VGENX experiences smaller price fluctuations and is considered to be less risky than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
10.54%
17.51%
VGENX
VDE