VGENX vs. VOO
Compare and contrast key facts about Vanguard Energy Fund Investor Shares (VGENX) and Vanguard S&P 500 ETF (VOO).
VGENX is managed by Vanguard. It was launched on May 23, 1984. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGENX or VOO.
Key characteristics
| VGENX | VOO | |
|---|---|---|
| YTD Return | 11.95% | 27.26% |
| 1Y Return | 13.58% | 37.86% |
| 3Y Return (Ann) | 14.36% | 10.35% |
| 5Y Return (Ann) | 6.19% | 16.03% |
| 10Y Return (Ann) | 1.16% | 13.45% |
| Sharpe Ratio | 1.20 | 3.25 |
| Sortino Ratio | 1.67 | 4.31 |
| Omega Ratio | 1.21 | 1.61 |
| Calmar Ratio | 0.54 | 4.74 |
| Martin Ratio | 5.19 | 21.63 |
| Ulcer Index | 2.84% | 1.85% |
| Daily Std Dev | 12.25% | 12.25% |
| Max Drawdown | -69.53% | -33.99% |
| Current Drawdown | -14.61% | 0.00% |
Correlation
The correlation between VGENX and VOO is 0.66, 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.
Performance
VGENX vs. VOO - Performance Comparison
In the year-to-date period, VGENX achieves a 11.95% return, which is significantly lower than VOO's 27.26% return. Over the past 10 years, VGENX has underperformed VOO with an annualized return of 1.16%, while VOO has yielded a comparatively higher 13.45% 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. VOO - Expense Ratio Comparison
VGENX has a 0.41% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
VGENX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy Fund Investor Shares (VGENX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
VGENX's dividend yield for the trailing twelve months is around 3.68%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGENX Vanguard Energy Fund Investor Shares | 3.68% | 4.20% | 4.63% | 3.63% | 4.46% | 3.30% | 2.97% | 2.96% | 1.84% | 2.62% | 2.92% | 1.90% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VGENX vs. VOO - Drawdown Comparison
The maximum VGENX drawdown since its inception was -69.53%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VGENX and VOO. For additional features, visit the drawdowns tool.
Volatility
VGENX vs. VOO - Volatility Comparison
The current volatility for Vanguard Energy Fund Investor Shares (VGENX) is 3.06%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.92%. This indicates that VGENX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.