VSCGX vs. VGELX

Last updated Jun 5, 2026

VSCGX (Vanguard LifeStrategy Conservative Growth Fund) and VGELX (Vanguard Energy Fund Admiral Shares) are both mutual funds - VSCGX is a Diversified Portfolio fund managed by Vanguard, while VGELX is a Energy Equities fund managed by Vanguard. Over the past 10 years, VSCGX returned 6.58%/yr vs 9.57%/yr for VGELX. A 0.58 correlation means they provide meaningful diversification when combined. VSCGX charges 0.12%/yr vs 0.33%/yr for VGELX.

Performance

VSCGX vs. VGELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard LifeStrategy Conservative Growth Fund (VSCGX) and Vanguard Energy Fund Admiral Shares (VGELX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VSCGX achieves a 5.19% return, which is significantly lower than VGELX's 20.42% return. Over the past 10 years, VSCGX has underperformed VGELX with an annualized return of 6.58%, while VGELX has yielded a comparatively higher 9.57% annualized return.

VSCGX

• 1D: -0.44%
• 1M: 1.74%
• YTD: 5.19%
• 6M: 5.55%
• 1Y: 13.73%
• 3Y*: 12.23%
• 5Y*: 5.40%
• 10Y*: 6.58%

VGELX

• 1D: 0.28%
• 1M: -3.35%
• YTD: 20.42%
• 6M: 18.65%
• 1Y: 35.14%
• 3Y*: 28.42%
• 5Y*: 22.14%
• 10Y*: 9.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VSCGX vs. VGELX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VSCGX Vanguard LifeStrategy Conservative Growth Fund	5.19%	12.87%	11.65%	12.72%	-15.00%	6.04%	11.51%	15.69%	-2.95%	10.02%
VGELX Vanguard Energy Fund Admiral Shares	20.42%	20.76%	30.46%	8.87%	23.70%	27.80%	-30.80%	13.32%	-17.12%	3.31%

Correlation

The correlation between VSCGX and VGELX is 0.09, 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	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (10Y) Calculated over the trailing 10-year period	0.50
Correlation (All Time) Calculated using the full available price history since Nov 13, 2001	0.58

Over the past year, the correlation between VSCGX and VGELX has dropped to 0.09 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

VSCGX vs. VGELX - Sectors Allocation Comparison

Sectors	VSCGX	VGELX
Technology	27.4%	-
Financial Services	16.1%	0.0%
Industrials	12.3%	-
Consumer Cyclical	9.4%	-
Healthcare	8.3%	-
Communication Services	8.0%	-
Consumer Defensive	4.8%	-
Energy	4.3%	56.5%
Basic Materials	4.3%	1.1%
Utilities	2.7%	40.8%
Real Estate	2.5%	0.0%

Return for Risk

VSCGX vs. VGELX — Risk / Return Rank

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

VSCGX

VSCGX Risk / Return Rank: 59
VSCGX Sharpe Ratio Rank: 60
VSCGX Sortino Ratio Rank: 63
VSCGX Omega Ratio Rank: 63
VSCGX Calmar Ratio Rank: 51
VSCGX Martin Ratio Rank: 60

VGELX

VGELX Risk / Return Rank: 85
VGELX Sharpe Ratio Rank: 85
VGELX Sortino Ratio Rank: 78
VGELX Omega Ratio Rank: 74
VGELX Calmar Ratio Rank: 95
VGELX Martin Ratio Rank: 93

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.

VSCGX vs. VGELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy Conservative Growth Fund (VSCGX) and Vanguard Energy Fund Admiral Shares (VGELX). 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.

	VSCGX	VGELX	Difference
Sharpe ratio: Return per unit of total volatility	2.29	2.78	-0.48
Sortino ratio: Return per unit of downside risk	3.34	3.78	-0.44
Omega ratio: Gain probability vs. loss probability	1.44	1.49	-0.05
Calmar ratio: Return relative to maximum drawdown	2.73	5.89	-3.16
Martin ratio: Return relative to average drawdown	11.93	20.10	-8.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VSCGX vs. VGELX - Sharpe Ratio Comparison

The current VSCGX Sharpe Ratio is 2.29, which is comparable to the VGELX Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of VSCGX and VGELX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VSCGX	VGELX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.29	2.78	-0.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	1.19	-0.48
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.90	0.41	+0.48
Sharpe Ratio (All Time) Calculated using the full available price history	0.85	0.35	+0.50

Drawdowns

VSCGX vs. VGELX - Drawdown Comparison

The maximum VSCGX drawdown since its inception was -30.62%, smaller than the maximum VGELX drawdown of -65.22%. Use the drawdown chart below to compare losses from any high point for VSCGX and VGELX.

Drawdown Indicators

	VSCGX	VGELX	Difference
Max Drawdown Largest peak-to-trough decline	-30.62%	-65.22%	+34.60%
Max Drawdown (1Y) Largest decline over 1 year	-5.19%	-5.69%	+0.50%
Max Drawdown (3Y) Largest decline over 3 years	-6.71%	-12.30%	+5.59%
Max Drawdown (5Y) Largest decline over 5 years	-20.15%	-19.72%	-0.43%
Max Drawdown (10Y) Largest decline over 10 years	-20.15%	-61.13%	+40.98%
Current Drawdown Current decline from peak	-0.44%	-3.97%	+3.53%
Average Drawdown Average peak-to-trough decline	-3.00%	-19.14%	+16.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.19%	1.67%	-0.48%

Volatility

VSCGX vs. VGELX - Volatility Comparison

The current volatility for Vanguard LifeStrategy Conservative Growth Fund (VSCGX) is 2.20%, while Vanguard Energy Fund Admiral Shares (VGELX) has a volatility of 4.92%. This indicates that VSCGX experiences smaller price fluctuations and is considered to be less risky than VGELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VSCGX	VGELX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.20%	4.92%	-2.72%
Volatility (6M) Calculated over the trailing 6-month period	5.09%	10.15%	-5.06%
Volatility (1Y) Calculated over the trailing 1-year period	6.18%	12.08%	-5.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.70%	18.72%	-11.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.37%	23.21%	-15.84%

VSCGX vs. VGELX - Expense Ratio Comparison

VSCGX has a 0.12% expense ratio, which is lower than VGELX's 0.33% expense ratio.

Dividends

VSCGX vs. VGELX - Dividend Comparison

VSCGX's dividend yield for the trailing twelve months is around 5.27%, less than VGELX's 7.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VGELX Vanguard Energy Fund Admiral Shares	7.18%	4.79%	34.15%	6.91%	4.71%	3.70%	4.54%	3.38%	3.07%	3.05%	1.91%	2.70%
VSCGX Vanguard LifeStrategy Conservative Growth Fund	5.27%	5.50%	11.03%	5.23%	2.79%	4.18%	3.28%	2.62%	3.81%	1.65%	2.43%	3.21%

Frequently Asked Questions

Can I hold both VSCGX and VGELX in my portfolio?

VSCGX and VGELX have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VSCGX or VGELX?

VGELX has higher volatility (4.92%) compared to VSCGX (2.20%). In terms of maximum drawdown, VSCGX dropped -30.62% vs VGELX's -65.22%.

Which has better risk-adjusted returns?

VGELX currently has the higher Sharpe Ratio (2.78 vs 2.29), 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.