PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Vanguard FTSE Developed Markets ETF (VEA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US9219438580

CUSIP

921943858

Issuer

Vanguard

Inception Date

Jul 20, 2007

Region

Developed Markets (EAFE)

Leveraged

1x

Index Tracked

MSCI EAFE Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

VEA has an expense ratio of 0.05%, which is considered low compared to other funds.


Expense ratio chart for VEA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
VEA vs. VXUS VEA vs. VWO VEA vs. VEU VEA vs. SCHF VEA vs. IEFA VEA vs. EFA VEA vs. VGK VEA vs. SPDW VEA vs. VOO VEA vs. AVDE
Popular comparisons:
VEA vs. VXUS VEA vs. VWO VEA vs. VEU VEA vs. SCHF VEA vs. IEFA VEA vs. EFA VEA vs. VGK VEA vs. SPDW VEA vs. VOO VEA vs. AVDE

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard FTSE Developed Markets ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-2.85%
8.53%
VEA (Vanguard FTSE Developed Markets ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard FTSE Developed Markets ETF had a return of 1.07% year-to-date (YTD) and 3.87% in the last 12 months. Over the past 10 years, Vanguard FTSE Developed Markets ETF had an annualized return of 5.08%, while the S&P 500 had an annualized return of 11.06%, indicating that Vanguard FTSE Developed Markets ETF did not perform as well as the benchmark.


VEA

YTD

1.07%

1M

-3.53%

6M

-3.50%

1Y

3.87%

5Y*

4.47%

10Y*

5.08%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of VEA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.09%2.74%3.66%-3.41%4.66%-1.65%3.01%2.91%1.08%-5.13%0.40%1.07%
20239.03%-3.47%2.65%2.63%-3.73%4.45%3.14%-3.95%-3.79%-3.39%8.81%5.59%17.96%
2022-3.86%-2.65%0.67%-6.79%1.65%-9.17%5.29%-5.82%-9.86%6.08%12.55%-2.18%-15.35%
2021-0.72%2.43%2.77%3.05%3.58%-0.92%0.50%1.31%-3.39%3.23%-4.64%4.33%11.66%
2020-3.00%-7.65%-15.15%7.02%5.58%3.50%2.63%5.17%-1.80%-3.55%14.30%5.63%9.71%
20197.47%2.33%0.60%2.84%-5.21%5.86%-2.04%-1.88%3.15%3.21%1.34%3.57%22.62%
20184.75%-5.11%-0.39%1.27%-1.43%-1.65%2.28%-1.73%0.71%-8.60%0.51%-5.68%-14.75%
20173.67%1.06%3.06%2.21%3.41%0.64%2.88%0.02%2.51%1.77%0.86%1.65%26.42%
2016-5.53%-3.08%7.19%2.31%-0.30%-2.06%4.16%0.41%1.64%-2.41%-1.51%2.45%2.63%
20150.71%6.16%-1.22%3.87%-0.05%-2.91%1.46%-7.23%-4.08%6.73%-0.76%-2.13%-0.37%
2014-5.21%5.95%-0.35%1.57%1.77%1.04%-2.37%0.26%-4.15%-0.35%0.00%-3.77%-5.97%
20133.83%-1.15%1.19%5.22%-2.97%-2.80%5.20%-1.60%7.85%3.21%0.66%1.90%21.81%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VEA is 23, meaning it’s performing worse than 77% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VEA is 2323
Overall Rank
The Sharpe Ratio Rank of VEA is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of VEA is 2121
Sortino Ratio Rank
The Omega Ratio Rank of VEA is 2121
Omega Ratio Rank
The Calmar Ratio Rank of VEA is 2828
Calmar Ratio Rank
The Martin Ratio Rank of VEA is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard FTSE Developed Markets ETF (VEA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VEA, currently valued at 0.30, compared to the broader market0.002.004.000.302.10
The chart of Sortino ratio for VEA, currently valued at 0.49, compared to the broader market-2.000.002.004.006.008.0010.000.492.80
The chart of Omega ratio for VEA, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.39
The chart of Calmar ratio for VEA, currently valued at 0.36, compared to the broader market0.005.0010.0015.000.363.09
The chart of Martin ratio for VEA, currently valued at 1.16, compared to the broader market0.0020.0040.0060.0080.00100.001.1613.49
VEA
^GSPC

The current Vanguard FTSE Developed Markets ETF Sharpe ratio is 0.30. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard FTSE Developed Markets ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.30
2.10
VEA (Vanguard FTSE Developed Markets ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard FTSE Developed Markets ETF provided a 1.88% dividend yield over the last twelve months, with an annual payout of $0.89 per share.


2.00%2.50%3.00%3.50%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.89$1.51$1.22$1.61$0.97$1.34$1.24$1.24$1.11$1.07$1.39$1.08

Dividend yield

1.88%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard FTSE Developed Markets ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.29$0.00$0.00$0.46$0.00$0.00$0.14$0.00$0.00$0.00$0.89
2023$0.00$0.00$0.16$0.00$0.00$0.43$0.00$0.00$0.31$0.00$0.00$0.61$1.51
2022$0.00$0.00$0.08$0.00$0.00$0.53$0.00$0.00$0.12$0.00$0.00$0.49$1.22
2021$0.00$0.00$0.23$0.00$0.00$0.41$0.00$0.00$0.20$0.00$0.00$0.77$1.61
2020$0.00$0.00$0.13$0.00$0.00$0.20$0.00$0.00$0.22$0.00$0.00$0.42$0.97
2019$0.00$0.00$0.18$0.00$0.00$0.45$0.00$0.00$0.28$0.00$0.00$0.44$1.34
2018$0.00$0.00$0.16$0.00$0.00$0.54$0.00$0.00$0.16$0.00$0.00$0.38$1.24
2017$0.00$0.00$0.15$0.00$0.00$0.48$0.00$0.00$0.18$0.00$0.00$0.43$1.24
2016$0.00$0.00$0.16$0.00$0.00$0.48$0.00$0.00$0.18$0.00$0.00$0.30$1.11
2015$0.00$0.00$0.18$0.00$0.00$0.51$0.00$0.00$0.16$0.00$0.00$0.22$1.07
2014$0.00$0.00$0.43$0.00$0.00$0.51$0.00$0.00$0.21$0.00$0.00$0.24$1.39
2013$0.16$0.00$0.00$0.55$0.00$0.00$0.16$0.00$0.00$0.21$1.08

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.79%
-2.62%
VEA (Vanguard FTSE Developed Markets ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard FTSE Developed Markets ETF. 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 Vanguard FTSE Developed Markets ETF was 60.70%, occurring on Mar 9, 2009. Recovery took 1313 trading sessions.

The current Vanguard FTSE Developed Markets ETF drawdown is 10.79%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.7%Nov 1, 2007339Mar 9, 20091313May 27, 20141652
-35.73%Jan 29, 2018541Mar 23, 2020166Nov 16, 2020707
-29.71%Sep 7, 2021267Sep 27, 2022361Mar 6, 2024628
-22.33%May 22, 2015183Feb 11, 2016302Apr 25, 2017485
-14.46%Jul 7, 2014128Jan 6, 201590May 15, 2015218

Volatility

Volatility Chart

The current Vanguard FTSE Developed Markets ETF volatility is 3.77%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.77%
3.79%
VEA (Vanguard FTSE Developed Markets ETF)
Benchmark (^GSPC)
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