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

Key characteristics


VSEQXVWUAX
YTD Return23.28%31.24%
1Y Return45.14%46.91%
3Y Return (Ann)8.63%2.84%
5Y Return (Ann)14.35%17.12%
10Y Return (Ann)10.99%14.90%
Sharpe Ratio2.612.45
Sortino Ratio3.623.16
Omega Ratio1.461.44
Calmar Ratio3.621.69
Martin Ratio15.6814.41
Ulcer Index2.77%3.16%
Daily Std Dev16.63%18.62%
Max Drawdown-63.55%-50.37%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between VSEQX and VWUAX is 0.85, 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. VWUAX - Performance Comparison

In the year-to-date period, VSEQX achieves a 23.28% return, which is significantly lower than VWUAX's 31.24% return. Over the past 10 years, VSEQX has underperformed VWUAX with an annualized return of 10.99%, while VWUAX has yielded a comparatively higher 14.90% 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%20.00%JuneJulyAugustSeptemberOctoberNovember
15.42%
18.53%
VSEQX
VWUAX

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VSEQX vs. VWUAX - Expense Ratio Comparison

VSEQX has a 0.17% expense ratio, which is lower than VWUAX's 0.28% expense ratio.


VWUAX
Vanguard U.S. Growth Fund Admiral Shares
Expense ratio chart for VWUAX: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%
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%

Risk-Adjusted Performance

VSEQX vs. VWUAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Strategic Equity Fund (VSEQX) and Vanguard U.S. Growth Fund Admiral Shares (VWUAX). 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 2.61, compared to the broader market0.002.004.002.61
Sortino ratio
The chart of Sortino ratio for VSEQX, currently valued at 3.62, compared to the broader market0.005.0010.003.62
Omega ratio
The chart of Omega ratio for VSEQX, currently valued at 1.46, compared to the broader market1.002.003.004.001.46
Calmar ratio
The chart of Calmar ratio for VSEQX, currently valued at 3.62, compared to the broader market0.005.0010.0015.0020.0025.003.62
Martin ratio
The chart of Martin ratio for VSEQX, currently valued at 15.68, compared to the broader market0.0020.0040.0060.0080.00100.0015.68
VWUAX
Sharpe ratio
The chart of Sharpe ratio for VWUAX, currently valued at 2.45, compared to the broader market0.002.004.002.45
Sortino ratio
The chart of Sortino ratio for VWUAX, currently valued at 3.16, compared to the broader market0.005.0010.003.16
Omega ratio
The chart of Omega ratio for VWUAX, currently valued at 1.44, compared to the broader market1.002.003.004.001.44
Calmar ratio
The chart of Calmar ratio for VWUAX, currently valued at 1.69, compared to the broader market0.005.0010.0015.0020.0025.001.69
Martin ratio
The chart of Martin ratio for VWUAX, currently valued at 14.41, compared to the broader market0.0020.0040.0060.0080.00100.0014.41

VSEQX vs. VWUAX - Sharpe Ratio Comparison

The current VSEQX Sharpe Ratio is 2.61, which is comparable to the VWUAX Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of VSEQX and VWUAX, 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
2.61
2.45
VSEQX
VWUAX

Dividends

VSEQX vs. VWUAX - Dividend Comparison

VSEQX's dividend yield for the trailing twelve months is around 1.22%, more than VWUAX's 0.28% yield.


TTM20232022202120202019201820172016201520142013
VSEQX
Vanguard Strategic Equity Fund
1.22%1.51%1.49%1.36%1.32%1.33%1.45%1.35%1.57%1.79%1.10%1.20%
VWUAX
Vanguard U.S. Growth Fund Admiral Shares
0.28%0.37%0.49%0.08%0.13%0.47%0.53%0.40%0.57%0.65%0.81%0.53%

Drawdowns

VSEQX vs. VWUAX - Drawdown Comparison

The maximum VSEQX drawdown since its inception was -63.55%, which is greater than VWUAX's maximum drawdown of -50.37%. Use the drawdown chart below to compare losses from any high point for VSEQX and VWUAX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
VSEQX
VWUAX

Volatility

VSEQX vs. VWUAX - Volatility Comparison

Vanguard Strategic Equity Fund (VSEQX) and Vanguard U.S. Growth Fund Admiral Shares (VWUAX) have volatilities of 5.37% and 5.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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
5.37%
5.26%
VSEQX
VWUAX