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VHCOX vs. VHT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VHCOX and VHT is 0.78, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

VHCOX vs. VHT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Capital Opportunity Fund Investor Shares (VHCOX) and Vanguard Health Care ETF (VHT). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%900.00%NovemberDecember2025FebruaryMarchApril
808.54%
582.35%
VHCOX
VHT

Key characteristics

Sharpe Ratio

VHCOX:

0.20

VHT:

0.07

Sortino Ratio

VHCOX:

0.42

VHT:

0.19

Omega Ratio

VHCOX:

1.06

VHT:

1.03

Calmar Ratio

VHCOX:

0.19

VHT:

0.06

Martin Ratio

VHCOX:

0.74

VHT:

0.17

Ulcer Index

VHCOX:

5.67%

VHT:

6.03%

Daily Std Dev

VHCOX:

21.40%

VHT:

14.61%

Max Drawdown

VHCOX:

-54.30%

VHT:

-39.12%

Current Drawdown

VHCOX:

-10.94%

VHT:

-10.84%

Returns By Period

In the year-to-date period, VHCOX achieves a -5.00% return, which is significantly lower than VHT's 0.48% return. Over the past 10 years, VHCOX has outperformed VHT with an annualized return of 11.09%, while VHT has yielded a comparatively lower 8.15% annualized return.


VHCOX

YTD

-5.00%

1M

-1.73%

6M

-6.50%

1Y

2.39%

5Y*

13.71%

10Y*

11.09%

VHT

YTD

0.48%

1M

-3.38%

6M

-6.23%

1Y

0.49%

5Y*

7.67%

10Y*

8.15%

*Annualized

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VHCOX vs. VHT - Expense Ratio Comparison

VHCOX has a 0.43% expense ratio, which is higher than VHT's 0.10% expense ratio.


Expense ratio chart for VHCOX: current value is 0.43%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VHCOX: 0.43%
Expense ratio chart for VHT: 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%
VHT: 0.10%

Risk-Adjusted Performance

VHCOX vs. VHT — Risk-Adjusted Performance Rank

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

VHCOX
The Risk-Adjusted Performance Rank of VHCOX is 3535
Overall Rank
The Sharpe Ratio Rank of VHCOX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of VHCOX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of VHCOX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of VHCOX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of VHCOX is 3636
Martin Ratio Rank

VHT
The Risk-Adjusted Performance Rank of VHT is 2525
Overall Rank
The Sharpe Ratio Rank of VHT is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of VHT is 2424
Sortino Ratio Rank
The Omega Ratio Rank of VHT is 2424
Omega Ratio Rank
The Calmar Ratio Rank of VHT is 2727
Calmar Ratio Rank
The Martin Ratio Rank of VHT is 2525
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.

VHCOX vs. VHT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Capital Opportunity Fund Investor Shares (VHCOX) and Vanguard Health Care ETF (VHT). 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 VHCOX, currently valued at 0.20, compared to the broader market-1.000.001.002.003.00
VHCOX: 0.20
VHT: 0.07
The chart of Sortino ratio for VHCOX, currently valued at 0.42, compared to the broader market-2.000.002.004.006.008.00
VHCOX: 0.42
VHT: 0.19
The chart of Omega ratio for VHCOX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.00
VHCOX: 1.06
VHT: 1.03
The chart of Calmar ratio for VHCOX, currently valued at 0.19, compared to the broader market0.002.004.006.008.0010.00
VHCOX: 0.19
VHT: 0.06
The chart of Martin ratio for VHCOX, currently valued at 0.74, compared to the broader market0.0010.0020.0030.0040.0050.00
VHCOX: 0.74
VHT: 0.17

The current VHCOX Sharpe Ratio is 0.20, which is higher than the VHT Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of VHCOX and VHT, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.20
0.07
VHCOX
VHT

Dividends

VHCOX vs. VHT - Dividend Comparison

VHCOX's dividend yield for the trailing twelve months is around 0.73%, less than VHT's 1.57% yield.


TTM20242023202220212020201920182017201620152014
VHCOX
Vanguard Capital Opportunity Fund Investor Shares
0.73%0.69%0.70%0.80%0.35%0.43%0.73%0.83%0.68%0.69%0.58%0.58%
VHT
Vanguard Health Care ETF
1.57%1.53%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%1.02%

Drawdowns

VHCOX vs. VHT - Drawdown Comparison

The maximum VHCOX drawdown since its inception was -54.30%, which is greater than VHT's maximum drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for VHCOX and VHT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.94%
-10.84%
VHCOX
VHT

Volatility

VHCOX vs. VHT - Volatility Comparison

Vanguard Capital Opportunity Fund Investor Shares (VHCOX) has a higher volatility of 15.11% compared to Vanguard Health Care ETF (VHT) at 9.48%. This indicates that VHCOX's price experiences larger fluctuations and is considered to be riskier than VHT 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%16.00%NovemberDecember2025FebruaryMarchApril
15.11%
9.48%
VHCOX
VHT