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VGENX vs. VTSAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VGENX vs. VTSAX

Last updated Jun 24, 2026

VGENX (Vanguard Energy Opportunities Fund Investor Shares) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both mutual funds - VGENX is a Energy Equities fund actively managed by Vanguard, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, VGENX returned 9.08%/yr vs 15.29%/yr for VTSAX. A 0.63 correlation means they provide meaningful diversification when combined. VGENX charges 0.45%/yr vs 0.04%/yr for VTSAX.

Performance

VGENX vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Energy Opportunities Fund Investor Shares (VGENX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGENX achieves a 16.60% return, which is significantly higher than VTSAX's 10.33% return. Over the past 10 years, VGENX has underperformed VTSAX with an annualized return of 9.08%, while VTSAX has yielded a comparatively higher 15.29% annualized return.

VGENX

1D
0.97%
1M
-4.94%
YTD
16.60%
6M
16.98%
1Y
25.71%
3Y*
26.91%
5Y*
21.66%
10Y*
9.08%

VTSAX

1D
-0.34%
1M
0.55%
YTD
10.33%
6M
9.19%
1Y
25.93%
3Y*
21.17%
5Y*
12.36%
10Y*
15.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGENX vs. VTSAX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VGENX
Vanguard Energy Opportunities Fund Investor Shares		16.60%20.67%30.25%8.78%23.59%27.71%-30.85%13.23%-17.19%3.22%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares		10.33%17.12%23.23%26.51%-19.52%25.72%20.98%30.79%-5.18%21.16%

Correlation

The correlation between VGENX and VTSAX is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2000

0.63

Over the past year, the correlation between VGENX and VTSAX has dropped to 0.05 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

VGENX vs. VTSAX - Sectors Allocation Comparison

Sectors
VGENX
VTSAX

Energy

56.5%
3.3%

Utilities

40.8%
2.1%

Basic Materials

1.1%
1.9%

Financial Services

0.0%
11.3%

Real Estate

0.0%
2.3%

Communication Services

-

9.8%

Consumer Cyclical

-

9.7%

Consumer Defensive

-

4.3%

Healthcare

-

9.0%

Industrials

-

9.4%

Technology

-

37.0%

Energy

VGENX
56.5%
VTSAX
3.3%

Utilities

VGENX
40.8%
VTSAX
2.1%

Basic Materials

VGENX
1.1%
VTSAX
1.9%

Financial Services

VGENX
0.0%
VTSAX
11.3%

Real Estate

VGENX
0.0%
VTSAX
2.3%

Communication Services

VGENX

-

VTSAX
9.8%

Consumer Cyclical

VGENX

-

VTSAX
9.7%

Consumer Defensive

VGENX

-

VTSAX
4.3%

Healthcare

VGENX

-

VTSAX
9.0%

Industrials

VGENX

-

VTSAX
9.4%

Technology

VGENX

-

VTSAX
37.0%

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Vanguard Energy Opportunities Fund Investor Shares

Vanguard Total Stock Market Index Fund Admiral Shares

Often compared with VGENX:
VGENX vs. VDEVGENX vs. FSENXVGENX vs. VGELXVGENX vs. XLEVGENX vs. VOOVGENX vs. BRK-BVGENX vs. QQQ
Often compared with VTSAX:
VTSAX vs. VOOVTSAX vs. VTIAXVTSAX vs. SWTSXVTSAX vs. FSKAXVTSAX vs. VTIVTSAX vs. SPYVTSAX vs. VTWAX

Return for Risk

VGENX vs. VTSAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VGENX
VGENX Risk / Return Rank: 6161
Overall Rank
VGENX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VGENX Sortino Ratio Rank: 5454
Sortino Ratio Rank
VGENX Omega Ratio Rank: 5151
Omega Ratio Rank
VGENX Calmar Ratio Rank: 7575
Calmar Ratio Rank
VGENX Martin Ratio Rank: 6868
Martin Ratio Rank
VTSAX
VTSAX Risk / Return Rank: 6565
Overall Rank
VTSAX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VTSAX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VTSAX Omega Ratio Rank: 5757
Omega Ratio Rank
VTSAX Calmar Ratio Rank: 7070
Calmar Ratio Rank
VTSAX Martin Ratio Rank: 7979
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. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy Opportunities Fund Investor Shares (VGENX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

VGENXVTSAXDifference
Sharpe ratioReturn per unit of total volatility
2.06
2.13

-0.07

Sortino ratioReturn per unit of downside risk
2.84
2.88

-0.04

Omega ratioGain probability vs. loss probability

1.36

1.38

-0.02

Calmar ratioReturn relative to maximum drawdown

3.21

3.05

+0.16

Martin ratioReturn relative to average drawdown

12.31

13.67

-1.36

VGENX vs. VTSAX - Sharpe Ratio Comparison

The current VGENX Sharpe Ratio is 2.06, which is comparable to the VTSAX Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of VGENX and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

VGENX vs. VTSAX - Drawdown Comparison

The maximum VGENX drawdown since its inception was -65.37%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for VGENX and VTSAX.

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Drawdown Indicators

VGENXVTSAXDifference

Max Drawdown

Largest peak-to-trough decline

-65.37%

-55.33%

-10.04%

Max Drawdown (1Y)

Largest decline over 1 year

-7.88%

-8.92%

+1.04%

Max Drawdown (3Y)

Largest decline over 3 years

-12.30%

-19.36%

+7.06%

Max Drawdown (5Y)

Largest decline over 5 years

-19.72%

-25.36%

+5.64%

Max Drawdown (10Y)

Largest decline over 10 years

-61.19%

-34.97%

-26.22%

Current Drawdown

Current decline from peak

-6.99%

-1.47%

-5.52%

Average Drawdown

Average peak-to-trough decline

-14.92%

-8.99%

-5.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

1.99%

+0.06%

Volatility

VGENX vs. VTSAX - Volatility Comparison

The current volatility for Vanguard Energy Opportunities Fund Investor Shares (VGENX) is 3.92%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.77%. This indicates that VGENX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VGENXVTSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

4.77%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

10.30%

10.05%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

12.32%

12.83%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.68%

17.45%

+1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.17%

18.46%

+4.71%

VGENX vs. VTSAX - Expense Ratio Comparison

VGENX has a 0.45% expense ratio, which is higher than VTSAX's 0.04% expense ratio.

Dividends

VGENX vs. VTSAX - Dividend Comparison

VGENX's dividend yield for the trailing twelve months is around 7.35%, more than VTSAX's 1.01% yield.

PositionTTM20252024202320222021202020192018201720162015
VGENX
Vanguard Energy Opportunities Fund Investor Shares		7.35%4.71%33.96%6.83%4.63%3.63%4.46%3.30%2.96%2.96%1.84%2.63%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares		1.01%1.11%1.26%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%

Frequently Asked Questions

VGENX and VTSAX have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTSAX has higher volatility (4.77%) compared to VGENX (3.92%). In terms of maximum drawdown, VGENX dropped -65.37% vs VTSAX's -55.33%.

VTSAX currently has the higher Sharpe Ratio (2.13 vs 2.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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