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VWUAX vs. EQR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWUAX vs. EQR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Growth Fund Admiral Shares (VWUAX) and Equity Residential (EQR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VWUAX achieves a -2.88% return, which is significantly lower than EQR's 8.99% return. Over the past 10 years, VWUAX has outperformed EQR with an annualized return of 14.86%, while EQR has yielded a comparatively lower 4.06% annualized return.


VWUAX

1D
1.97%
1M
-3.71%
6M
-0.35%
YTD
-2.88%
1Y
2.46%
3Y*
16.27%
5Y*
3.29%
10Y*
14.86%
ALL TIME*
8.75%

EQR

1D
-1.00%
1M
-4.84%
6M
9.04%
YTD
8.99%
1Y
10.67%
3Y*
4.61%
5Y*
-0.79%
10Y*
4.06%
ALL TIME*
10.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$238.25M$202.36M$206.08M
$0.00$0.00$0.00

VWUAX vs. EQR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWUAX
Vanguard U.S. Growth Fund Admiral Shares
-2.88%15.49%31.79%45.32%-39.58%2.43%58.80%48.42%0.77%31.26%
EQR
Equity Residential
8.99%-8.57%20.81%8.34%-32.46%57.33%-23.61%26.16%7.08%2.19%

Correlation

The correlation between VWUAX and EQR is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.04

Correlation (3Y)
Balances recent behavior with more history.

0.14

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.28

Correlation (10Y)
Provides a long-term view across more market conditions.

0.27

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2001

0.42

The correlation between VWUAX and EQR shifts across timeframes, from -0.04 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VWUAX vs. EQR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VWUAX
VWUAX Risk / Return Rank: 55
Overall Rank
VWUAX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VWUAX Sortino Ratio Rank: 66
Sortino Ratio Rank
VWUAX Omega Ratio Rank: 55
Omega Ratio Rank
VWUAX Calmar Ratio Rank: 55
Calmar Ratio Rank
VWUAX Martin Ratio Rank: 55
Martin Ratio Rank

EQR
EQR Risk / Return Rank: 6060
Overall Rank
EQR Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EQR Sortino Ratio Rank: 5555
Sortino Ratio Rank
EQR Omega Ratio Rank: 5353
Omega Ratio Rank
EQR Calmar Ratio Rank: 6565
Calmar Ratio Rank
EQR Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VWUAX vs. EQR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Growth Fund Admiral Shares (VWUAX) and Equity Residential (EQR). 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.


VWUAXEQRDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.02

1.10

-0.08

Calmar ratioReturn relative to maximum drawdown

0.03

0.86

-0.83

Martin ratioReturn relative to average drawdown

0.09

1.85

-1.76

VWUAX vs. EQR - Sharpe Ratio Comparison

The current VWUAX Sharpe Ratio is 0.03, which is lower than the EQR Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of VWUAX and EQR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VWUAX vs. EQR - Drawdown Comparison

The maximum VWUAX drawdown since its inception was -50.37%, smaller than the maximum EQR drawdown of -67.40%. Use the drawdown chart below to compare losses from any high point for VWUAX and EQR.


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Drawdown Indicators


VWUAXEQRDifference

Max Drawdown

Largest peak-to-trough decline

-50.37%

-67.40%

+17.03%

Max Drawdown (1Y)

Largest decline over 1 year

-19.12%

-11.58%

-7.54%

Max Drawdown (3Y)

Largest decline over 3 years

-25.01%

-21.25%

-3.76%

Max Drawdown (5Y)

Largest decline over 5 years

-50.17%

-39.32%

-10.85%

Max Drawdown (10Y)

Largest decline over 10 years

-50.17%

-45.91%

-4.26%

Current Drawdown

Current decline from peak

-8.05%

-15.10%

+7.05%

Average Drawdown

Average peak-to-trough decline

-12.77%

-12.14%

-0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.78%

5.35%

+1.43%

Volatility

VWUAX vs. EQR - Volatility Comparison

The current volatility for Vanguard U.S. Growth Fund Admiral Shares (VWUAX) is 5.29%, while Equity Residential (EQR) has a volatility of 6.14%. This indicates that VWUAX experiences smaller price fluctuations and is considered to be less risky than EQR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWUAXEQRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

6.14%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

14.35%

14.57%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

18.17%

20.14%

-1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.11%

22.55%

+2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.79%

24.94%

-1.15%

Dividends

VWUAX vs. EQR - Dividend Comparison

VWUAX's dividend yield for the trailing twelve months is around 9.78%, more than EQR's 4.20% yield.


PositionTTM20252024202320222021202020192018201720162015
EQR
Equity Residential
4.20%4.37%2.82%4.33%4.24%2.66%4.07%2.81%3.27%3.16%20.22%2.71%
VWUAX
Vanguard U.S. Growth Fund Admiral Shares
9.78%9.50%4.70%0.37%0.49%3.60%4.00%13.28%9.80%4.63%1.67%9.10%

Frequently Asked Questions


VWUAX and EQR have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EQR has higher volatility (6.14%) compared to VWUAX (5.29%). In terms of maximum drawdown, VWUAX dropped -50.37% vs EQR's -67.40%.

EQR currently has the higher Sharpe Ratio (0.50 vs 0.03), 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.

Portfolio Optimizer

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