Europe
1. Europe: VGK
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VGK Vanguard FTSE Europe ETF | Europe Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Europe, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Mar 10, 2005, corresponding to the inception date of VGK
Returns By Period
As of Nov 13, 2024, the Europe returned 3.37% Year-To-Date and 5.23% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Europe | 3.37% | -6.82% | -5.73% | 11.50% | 6.12% | 5.23% |
| Portfolio components: | ||||||
VGK Vanguard FTSE Europe ETF | 3.37% | -6.82% | -5.73% | 11.50% | 6.12% | 5.23% |
Monthly Returns
The table below presents the monthly returns of Europe, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.23% | 2.40% | 3.82% | -2.55% | 6.45% | -2.95% | 2.53% | 3.61% | 0.48% | -5.51% | 3.37% | ||
| 2023 | 9.56% | -1.71% | 2.48% | 4.13% | -5.12% | 4.33% | 2.90% | -4.05% | -4.49% | -3.09% | 9.76% | 5.40% | 20.25% |
| 2022 | -3.58% | -5.29% | 0.16% | -6.25% | 2.41% | -9.89% | 5.00% | -7.46% | -9.69% | 8.43% | 13.49% | -1.67% | -15.98% |
| 2021 | -0.90% | 2.58% | 3.32% | 4.78% | 4.45% | -1.37% | 1.86% | 1.81% | -5.39% | 5.03% | -4.89% | 5.20% | 16.89% |
| 2020 | -3.09% | -7.96% | -16.65% | 6.45% | 5.84% | 3.93% | 3.66% | 4.31% | -3.12% | -5.42% | 16.39% | 5.02% | 5.43% |
| 2019 | 6.68% | 3.16% | 0.76% | 3.92% | -5.67% | 6.35% | -2.60% | -1.65% | 2.55% | 3.84% | 1.29% | 4.51% | 24.85% |
| 2018 | 5.63% | -6.15% | -0.35% | 2.15% | -2.42% | -1.24% | 3.40% | -2.83% | 0.07% | -7.90% | -0.68% | -4.85% | -14.89% |
| 2017 | 2.96% | 0.59% | 4.43% | 3.90% | 4.91% | -0.51% | 2.83% | 0.07% | 3.21% | 0.46% | -0.05% | 1.53% | 26.98% |
| 2016 | -5.55% | -3.23% | 7.03% | 2.76% | -0.50% | -4.07% | 3.47% | 0.68% | 0.79% | -3.53% | -2.34% | 4.92% | -0.42% |
| 2015 | 0.52% | 6.09% | -2.44% | 4.24% | 0.28% | -3.27% | 2.67% | -7.02% | -4.12% | 5.90% | -1.25% | -2.62% | -1.94% |
| 2014 | -4.57% | 7.34% | -0.63% | 2.65% | 0.78% | -0.09% | -4.32% | 0.73% | -3.97% | -1.90% | 2.07% | -4.69% | -7.09% |
| 2013 | 4.28% | -3.40% | 0.34% | 4.54% | 0.01% | -4.44% | 7.63% | -1.47% | 7.18% | 4.18% | 1.02% | 2.94% | 24.35% |
Expense Ratio
Europe has an expense ratio of 0.08%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Europe is 10, indicating that it is in the bottom 10% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VGK Vanguard FTSE Europe ETF | 1.12 | 1.61 | 1.19 | 1.42 | 5.81 |
Dividends
Dividend yield
Europe provided a 3.12% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.12% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% | 2.77% |
| Portfolio components: | ||||||||||||
VGK Vanguard FTSE Europe ETF | 3.12% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% | 2.77% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $1.03 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $1.57 | |
| 2023 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $1.10 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.46 | $2.03 |
| 2022 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $1.05 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.40 | $1.80 |
| 2021 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.74 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.68 | $2.08 |
| 2020 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.38 | $1.27 |
| 2019 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.96 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.33 | $1.92 |
| 2018 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $1.11 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.31 | $1.92 |
| 2017 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.78 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.31 | $1.60 |
| 2016 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.92 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.23 | $1.69 |
| 2015 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.88 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.20 | $1.62 |
| 2014 | $0.00 | $0.00 | $0.88 | $0.00 | $0.00 | $0.98 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.29 | $2.42 |
| 2013 | $0.24 | $0.00 | $0.00 | $0.95 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.24 | $1.63 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Europe. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Europe was 63.61%, occurring on Mar 9, 2009. Recovery took 1281 trading sessions.
The current Europe drawdown is 9.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -63.61% | Nov 1, 2007 | 339 | Mar 9, 2009 | 1281 | Apr 9, 2014 | 1620 |
| -37.24% | Jan 29, 2018 | 538 | Mar 18, 2020 | 175 | Nov 24, 2020 | 713 |
| -32.73% | Sep 3, 2021 | 268 | Sep 27, 2022 | 352 | Feb 22, 2024 | 620 |
| -24.94% | Jul 7, 2014 | 405 | Feb 11, 2016 | 317 | May 16, 2017 | 722 |
| -14.06% | May 11, 2006 | 23 | Jun 13, 2006 | 79 | Oct 4, 2006 | 102 |
Volatility
Volatility Chart
The current Europe volatility is 4.54%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.