VSVNX vs. VDE
Compare and contrast key facts about Vanguard Target Retirement 2070 Fund (VSVNX) and Vanguard Energy ETF (VDE).
VSVNX is managed by Vanguard. It was launched on Jun 28, 2022. VDE is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Energy 25/50 Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSVNX or VDE.
Key characteristics
| VSVNX | VDE | |
|---|---|---|
| YTD Return | 17.19% | 14.60% |
| 1Y Return | 29.51% | 17.03% |
| Sharpe Ratio | 2.60 | 0.93 |
| Sortino Ratio | 3.66 | 1.35 |
| Omega Ratio | 1.48 | 1.17 |
| Calmar Ratio | 4.06 | 1.25 |
| Martin Ratio | 17.44 | 3.02 |
| Ulcer Index | 1.65% | 5.56% |
| Daily Std Dev | 11.05% | 18.11% |
| Max Drawdown | -15.39% | -74.16% |
| Current Drawdown | -0.22% | -2.40% |
Correlation
The correlation between VSVNX and VDE is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
VSVNX vs. VDE - Performance Comparison
In the year-to-date period, VSVNX achieves a 17.19% return, which is significantly higher than VDE's 14.60% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VSVNX vs. VDE - Expense Ratio Comparison
VSVNX has a 0.08% expense ratio, which is lower than VDE's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VSVNX vs. VDE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2070 Fund (VSVNX) and Vanguard Energy ETF (VDE). 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.
Dividends
VSVNX vs. VDE - Dividend Comparison
VSVNX's dividend yield for the trailing twelve months is around 1.34%, less than VDE's 3.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSVNX Vanguard Target Retirement 2070 Fund | 1.34% | 1.57% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDE Vanguard Energy ETF | 3.06% | 3.34% | 3.65% | 4.13% | 4.76% | 3.59% | 3.35% | 2.90% | 2.31% | 3.17% | 1.98% | 1.74% |
Drawdowns
VSVNX vs. VDE - Drawdown Comparison
The maximum VSVNX drawdown since its inception was -15.39%, smaller than the maximum VDE drawdown of -74.16%. Use the drawdown chart below to compare losses from any high point for VSVNX and VDE. For additional features, visit the drawdowns tool.
Volatility
VSVNX vs. VDE - Volatility Comparison
The current volatility for Vanguard Target Retirement 2070 Fund (VSVNX) is 2.93%, while Vanguard Energy ETF (VDE) has a volatility of 6.06%. This indicates that VSVNX experiences smaller price fluctuations and is considered to be less risky than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.