VGENX vs. VDE
Compare and contrast key facts about Vanguard Energy Fund Investor Shares (VGENX) and Vanguard Energy ETF (VDE).
VGENX is managed by Vanguard. It was launched on May 23, 1984. VDE is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Energy 25/50 Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGENX or VDE.
Key characteristics
| VGENX | VDE | |
|---|---|---|
| YTD Return | 10.85% | 15.36% |
| 1Y Return | 10.24% | 14.64% |
| 3Y Return (Ann) | 13.94% | 22.10% |
| 5Y Return (Ann) | 5.87% | 15.64% |
| 10Y Return (Ann) | 1.06% | 4.36% |
| Sharpe Ratio | 0.99 | 0.87 |
| Sortino Ratio | 1.39 | 1.28 |
| Omega Ratio | 1.17 | 1.16 |
| Calmar Ratio | 0.44 | 1.17 |
| Martin Ratio | 4.27 | 2.84 |
| Ulcer Index | 2.84% | 5.56% |
| Daily Std Dev | 12.27% | 18.11% |
| Max Drawdown | -69.53% | -74.16% |
| Current Drawdown | -15.44% | -1.75% |
Correlation
The correlation between VGENX and VDE is 0.95, 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
VGENX vs. VDE - Performance Comparison
In the year-to-date period, VGENX achieves a 10.85% return, which is significantly lower than VDE's 15.36% return. Over the past 10 years, VGENX has underperformed VDE with an annualized return of 1.06%, while VDE has yielded a comparatively higher 4.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
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.
Dividends
VGENX vs. VDE - Dividend Comparison
VGENX's dividend yield for the trailing twelve months is around 3.72%, more than VDE's 3.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VDE Vanguard Energy ETF | 3.04% | 3.34% | 3.65% | 4.13% | 4.76% | 3.59% | 3.35% | 2.90% | 2.31% | 3.17% | 1.98% | 1.74% |
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.
Volatility
VGENX vs. VDE - Volatility Comparison
The current volatility for Vanguard Energy Fund Investor Shares (VGENX) is 2.86%, while Vanguard Energy ETF (VDE) has a volatility of 5.05%. 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.