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 21.23%/yr vs 40.39%/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 10.03% return, which is significantly higher than CEG's -26.88% return.
VQNPX
- 1D
- 0.44%
- 1M
- 2.01%
- 6M
- 7.75%
- YTD
- 10.03%
- 1Y
- 22.02%
- 3Y*
- 21.23%
- 5Y*
- 13.24%
- 10Y*
- 14.91%
CEG
- 1D
- 2.46%
- 1M
- 1.50%
- 6M
- -23.09%
- YTD
- -26.88%
- 1Y
- -19.47%
- 3Y*
- 40.39%
- 5Y*
- —
- 10Y*
- —
VQNPX vs. CEG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VQNPX Vanguard Growth and Income Fund Investor Shares | 10.03% | 19.13% | 25.72% | 24.72% | -13.92% |
CEG Constellation Energy Corp | -26.88% | 58.80% | 92.71% | 37.24% | 73.87% |
Correlation
The correlation between VQNPX and CEG is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
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 | +2.03 | ||
| Sortino ratioReturn per unit of downside risk | +2.54 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.96 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | -0.47 | +2.70 |
| Martin ratioReturn relative to average drawdown | 9.55 | -0.90 | +10.45 |
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% | -41.22% | +31.47% |
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 | -0.35% | -35.98% | +35.63% |
Average DrawdownAverage peak-to-trough decline | -8.85% | -12.08% | +3.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 21.76% | -19.50% |
Volatility
VQNPX vs. CEG - Volatility Comparison
The current volatility for Vanguard Growth and Income Fund Investor Shares (VQNPX) is 4.88%, while Constellation Energy Corp (CEG) has a volatility of 11.07%. 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 | 4.88% | 11.07% | -6.19% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 36.03% | -25.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.41% | 46.94% | -33.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.25% | 49.20% | -31.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 49.20% | -30.99% |
Dividends
VQNPX vs. CEG - Dividend Comparison
VQNPX's dividend yield for the trailing twelve months is around 9.73%, more than CEG's 0.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEG Constellation Energy Corp | 0.63% | 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 | 9.73% | 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 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CEG has higher volatility (11.07%) compared to VQNPX (4.88%). In terms of maximum drawdown, VQNPX dropped -55.93% vs CEG's -50.70%.
VQNPX currently has the higher Sharpe Ratio (1.62 vs -0.42), 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