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VSEQX vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VSEQXVONG
YTD Return17.58%29.38%
1Y Return36.10%41.50%
3Y Return (Ann)6.99%9.47%
5Y Return (Ann)13.31%19.65%
10Y Return (Ann)10.49%16.57%
Sharpe Ratio2.162.56
Sortino Ratio3.013.29
Omega Ratio1.371.47
Calmar Ratio2.913.26
Martin Ratio12.5912.90
Ulcer Index2.78%3.32%
Daily Std Dev16.17%16.71%
Max Drawdown-63.55%-32.72%
Current Drawdown-1.39%0.00%

Correlation

-0.50.00.51.00.8

The correlation between VSEQX and VONG is 0.81, 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.

Performance

VSEQX vs. VONG - Performance Comparison

In the year-to-date period, VSEQX achieves a 17.58% return, which is significantly lower than VONG's 29.38% return. Over the past 10 years, VSEQX has underperformed VONG with an annualized return of 10.49%, while VONG has yielded a comparatively higher 16.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
10.84%
16.86%
VSEQX
VONG

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VSEQX vs. VONG - Expense Ratio Comparison

VSEQX has a 0.17% expense ratio, which is higher than VONG's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VSEQX
Vanguard Strategic Equity Fund
Expense ratio chart for VSEQX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%
Expense ratio chart for VONG: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VSEQX vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Strategic Equity Fund (VSEQX) and Vanguard Russell 1000 Growth ETF (VONG). 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.


VSEQX
Sharpe ratio
The chart of Sharpe ratio for VSEQX, currently valued at 2.24, compared to the broader market0.002.004.002.24
Sortino ratio
The chart of Sortino ratio for VSEQX, currently valued at 3.11, compared to the broader market0.005.0010.003.11
Omega ratio
The chart of Omega ratio for VSEQX, currently valued at 1.39, compared to the broader market1.002.003.004.001.39
Calmar ratio
The chart of Calmar ratio for VSEQX, currently valued at 3.01, compared to the broader market0.005.0010.0015.0020.003.01
Martin ratio
The chart of Martin ratio for VSEQX, currently valued at 13.02, compared to the broader market0.0020.0040.0060.0080.00100.0013.02
VONG
Sharpe ratio
The chart of Sharpe ratio for VONG, currently valued at 2.56, compared to the broader market0.002.004.002.56
Sortino ratio
The chart of Sortino ratio for VONG, currently valued at 3.29, compared to the broader market0.005.0010.003.29
Omega ratio
The chart of Omega ratio for VONG, currently valued at 1.47, compared to the broader market1.002.003.004.001.47
Calmar ratio
The chart of Calmar ratio for VONG, currently valued at 3.26, compared to the broader market0.005.0010.0015.0020.003.26
Martin ratio
The chart of Martin ratio for VONG, currently valued at 12.90, compared to the broader market0.0020.0040.0060.0080.00100.0012.90

VSEQX vs. VONG - Sharpe Ratio Comparison

The current VSEQX Sharpe Ratio is 2.16, which is comparable to the VONG Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of VSEQX and VONG, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.24
2.56
VSEQX
VONG

Dividends

VSEQX vs. VONG - Dividend Comparison

VSEQX's dividend yield for the trailing twelve months is around 1.28%, more than VONG's 0.60% yield.


TTM20232022202120202019201820172016201520142013
VSEQX
Vanguard Strategic Equity Fund
1.28%1.51%1.49%1.36%1.32%1.33%1.45%1.35%1.57%1.79%1.10%1.20%
VONG
Vanguard Russell 1000 Growth ETF
0.60%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%

Drawdowns

VSEQX vs. VONG - Drawdown Comparison

The maximum VSEQX drawdown since its inception was -63.55%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for VSEQX and VONG. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.39%
0
VSEQX
VONG

Volatility

VSEQX vs. VONG - Volatility Comparison

The current volatility for Vanguard Strategic Equity Fund (VSEQX) is 3.66%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 4.97%. This indicates that VSEQX experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
3.66%
4.97%
VSEQX
VONG