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Vanguard FTSE Developed Markets ETF (VEA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS9219438580
CUSIP921943858
IssuerVanguard
Inception DateJul 20, 2007
RegionDeveloped Markets (EAFE)
CategoryForeign Large Cap Equities
Index TrackedMSCI EAFE Index
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Vanguard FTSE Developed Markets ETF has an expense ratio of 0.05% which is considered to be low.


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


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Compare to other instruments

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


Vanguard FTSE Developed Markets ETF

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


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
16.88%
18.82%
VEA (Vanguard FTSE Developed Markets ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard FTSE Developed Markets ETF had a return of 1.59% year-to-date (YTD) and 7.98% in the last 12 months. Over the past 10 years, Vanguard FTSE Developed Markets ETF had an annualized return of 4.65%, while the S&P 500 had an annualized return of 10.42%, indicating that Vanguard FTSE Developed Markets ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.59%5.05%
1 month-3.12%-4.27%
6 months16.88%18.82%
1 year7.98%21.22%
5 years (annualized)6.20%11.38%
10 years (annualized)4.65%10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.09%2.74%3.66%
2023-3.79%-3.39%8.81%5.59%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VEA is 42, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of VEA is 4242
Vanguard FTSE Developed Markets ETF(VEA)
The Sharpe Ratio Rank of VEA is 4242Sharpe Ratio Rank
The Sortino Ratio Rank of VEA is 4141Sortino Ratio Rank
The Omega Ratio Rank of VEA is 4141Omega Ratio Rank
The Calmar Ratio Rank of VEA is 4646Calmar Ratio Rank
The Martin Ratio Rank of VEA is 4141Martin 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.


VEA
Sharpe ratio
The chart of Sharpe ratio for VEA, currently valued at 0.65, compared to the broader market-1.000.001.002.003.004.000.65
Sortino ratio
The chart of Sortino ratio for VEA, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.001.01
Omega ratio
The chart of Omega ratio for VEA, currently valued at 1.12, compared to the broader market1.001.502.001.12
Calmar ratio
The chart of Calmar ratio for VEA, currently valued at 0.50, compared to the broader market0.002.004.006.008.0010.000.50
Martin ratio
The chart of Martin ratio for VEA, currently valued at 2.01, compared to the broader market0.0010.0020.0030.0040.0050.0060.002.01
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.21

Sharpe Ratio

The current Vanguard FTSE Developed Markets ETF Sharpe ratio is 0.65. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.65
1.81
VEA (Vanguard FTSE Developed Markets ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard FTSE Developed Markets ETF granted a 3.39% dividend yield in the last twelve months. The annual payout for that period amounted to $1.64 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.64$1.51$1.22$1.61$0.96$1.34$1.24$1.24$1.11$1.07$1.39$1.08

Dividend yield

3.39%3.15%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.29
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
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
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
2020$0.00$0.00$0.13$0.00$0.00$0.20$0.00$0.00$0.22$0.00$0.00$0.41
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
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
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
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
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
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
2013$0.16$0.00$0.00$0.55$0.00$0.00$0.16$0.00$0.00$0.21

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.76%
-4.64%
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 3.76%.


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 3.21%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.21%
3.30%
VEA (Vanguard FTSE Developed Markets ETF)
Benchmark (^GSPC)