VQNPX vs. CEG
VQNPX (Vanguard Growth and Income Fund Investor Shares) is Large Cap Blend Equities fund actively managed by Vanguard, while CEG (Constellation Energy Corp) is a stock. Over the past 3 years, VQNPX returned 21.84%/yr vs 45.06%/yr for CEG. At a 0.48 correlation, their price movements are largely independent.
Performance
VQNPX vs. CEG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VQNPX achieves a 9.08% return, which is significantly higher than CEG's -23.28% return.
VQNPX
- 1D
- -0.35%
- 1M
- 1.28%
- YTD
- 9.08%
- 6M
- 7.90%
- 1Y
- 26.10%
- 3Y*
- 21.84%
- 5Y*
- 13.69%
- 10Y*
- 15.46%
CEG
- 1D
- -1.91%
- 1M
- -8.10%
- YTD
- -23.28%
- 6M
- -24.99%
- 1Y
- -13.81%
- 3Y*
- 45.06%
- 5Y*
- —
- 10Y*
- —
VQNPX vs. CEG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VQNPX Vanguard Growth and Income Fund Investor Shares | 9.08% | 19.13% | 25.72% | 24.72% | -13.92% |
CEG Constellation Energy Corp | -23.28% | 58.80% | 92.71% | 37.24% | 73.87% |
Correlation
The correlation between VQNPX and CEG is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2022 | 0.48 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VQNPX vs. CEG — Risk / Return Rank
VQNPX
CEG
VQNPX vs. CEG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth and Income Fund Investor Shares (VQNPX) and Constellation Energy Corp (CEG). 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.
| VQNPX | CEG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.36 | ||
| Sortino ratioReturn per unit of downside risk | +2.90 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.99 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | -0.35 | +3.17 |
| Martin ratioReturn relative to average drawdown | 12.36 | -0.69 | +13.05 |
Loading charts...
Drawdowns
VQNPX vs. CEG - Drawdown Comparison
The maximum VQNPX drawdown since its inception was -55.93%, which is greater than CEG's maximum drawdown of -50.70%. Use the drawdown chart below to compare losses from any high point for VQNPX and CEG.
Loading charts...
Drawdown Indicators
| VQNPX | CEG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.93% | -50.70% | -5.23% |
Max Drawdown (1Y)Largest decline over 1 year | -9.75% | -39.77% | +30.02% |
Max Drawdown (3Y)Largest decline over 3 years | -19.68% | -50.70% | +31.02% |
Max Drawdown (5Y)Largest decline over 5 years | -23.36% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.33% | — | — |
Current DrawdownCurrent decline from peak | -1.21% | -32.83% | +31.62% |
Average DrawdownAverage peak-to-trough decline | -8.86% | -11.79% | +2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 20.04% | -17.82% |
Volatility
VQNPX vs. CEG - Volatility Comparison
The current volatility for Vanguard Growth and Income Fund Investor Shares (VQNPX) is 5.26%, while Constellation Energy Corp (CEG) has a volatility of 13.63%. This indicates that VQNPX experiences smaller price fluctuations and is considered to be less risky than CEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VQNPX | CEG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 13.63% | -8.37% |
Volatility (6M)Calculated over the trailing 6-month period | 10.47% | 35.91% | -25.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.34% | 46.69% | -33.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 49.30% | -32.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.28% | 49.30% | -31.02% |
Dividends
VQNPX vs. CEG - Dividend Comparison
VQNPX's dividend yield for the trailing twelve months is around 9.72%, more than CEG's 0.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEG Constellation Energy Corp | 0.60% | 0.44% | 0.63% | 0.97% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VQNPX Vanguard Growth and Income Fund Investor Shares | 9.72% | 10.60% | 11.56% | 8.60% | 9.69% | 15.16% | 6.53% | 4.09% | 7.92% | 5.01% | 6.90% | 7.60% |
Frequently Asked Questions
VQNPX and CEG have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CEG has higher volatility (13.63%) compared to VQNPX (5.26%). In terms of maximum drawdown, VQNPX dropped -55.93% vs CEG's -50.70%.
VQNPX currently has the higher Sharpe Ratio (2.06 vs -0.30), 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.
Find the right allocation for VQNPX and CEG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer