PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VWUAX vs. VSEQX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VWUAX and VSEQX 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.


-0.50.00.51.00.8

Performance

VWUAX vs. VSEQX - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
326.39%
685.68%
VWUAX
VSEQX

Key characteristics

Sharpe Ratio

VWUAX:

1.48

VSEQX:

0.38

Sortino Ratio

VWUAX:

1.90

VSEQX:

0.58

Omega Ratio

VWUAX:

1.29

VSEQX:

1.10

Calmar Ratio

VWUAX:

0.99

VSEQX:

0.46

Martin Ratio

VWUAX:

9.17

VSEQX:

2.35

Ulcer Index

VWUAX:

3.30%

VSEQX:

3.39%

Daily Std Dev

VWUAX:

20.42%

VSEQX:

20.79%

Max Drawdown

VWUAX:

-51.75%

VSEQX:

-63.55%

Current Drawdown

VWUAX:

-7.68%

VSEQX:

-16.38%

Returns By Period

In the year-to-date period, VWUAX achieves a 28.35% return, which is significantly higher than VSEQX's 5.94% return. Over the past 10 years, VWUAX has outperformed VSEQX with an annualized return of 9.62%, while VSEQX has yielded a comparatively lower 9.00% annualized return.


VWUAX

YTD

28.35%

1M

-1.77%

6M

8.25%

1Y

28.49%

5Y*

11.34%

10Y*

9.62%

VSEQX

YTD

5.94%

1M

-14.01%

6M

0.44%

1Y

5.91%

5Y*

9.96%

10Y*

9.00%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VWUAX vs. VSEQX - Expense Ratio Comparison

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

VWUAX vs. VSEQX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for VWUAX, currently valued at 1.48, compared to the broader market-1.000.001.002.003.004.001.480.38
The chart of Sortino ratio for VWUAX, currently valued at 1.90, compared to the broader market-2.000.002.004.006.008.0010.001.900.58
The chart of Omega ratio for VWUAX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.291.10
The chart of Calmar ratio for VWUAX, currently valued at 0.99, compared to the broader market0.002.004.006.008.0010.0012.0014.000.990.46
The chart of Martin ratio for VWUAX, currently valued at 9.17, compared to the broader market0.0020.0040.0060.009.172.35
VWUAX
VSEQX

The current VWUAX Sharpe Ratio is 1.48, which is higher than the VSEQX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of VWUAX and VSEQX, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.48
0.38
VWUAX
VSEQX

Dividends

VWUAX vs. VSEQX - Dividend Comparison

Neither VWUAX nor VSEQX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VWUAX
Vanguard U.S. Growth Fund Admiral Shares
0.00%0.37%0.49%0.08%0.13%0.47%0.53%0.40%0.57%0.65%0.81%0.53%
VSEQX
Vanguard Strategic Equity Fund
0.00%1.51%1.49%1.36%1.32%1.33%1.45%1.35%1.57%1.79%1.10%1.20%

Drawdowns

VWUAX vs. VSEQX - Drawdown Comparison

The maximum VWUAX drawdown since its inception was -51.75%, smaller than the maximum VSEQX drawdown of -63.55%. Use the drawdown chart below to compare losses from any high point for VWUAX and VSEQX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.68%
-16.38%
VWUAX
VSEQX

Volatility

VWUAX vs. VSEQX - Volatility Comparison

The current volatility for Vanguard U.S. Growth Fund Admiral Shares (VWUAX) is 9.58%, while Vanguard Strategic Equity Fund (VSEQX) has a volatility of 15.10%. This indicates that VWUAX experiences smaller price fluctuations and is considered to be less risky than VSEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
9.58%
15.10%
VWUAX
VSEQX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab