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Vanguard Global ESG Select Stock Fund Investor Sha...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

CUSIP921908810
IssuerVanguard
Inception DateJun 5, 2019
CategoryESG, Global Equities
Min. Investment$3,000
Home Pageadvisors.vanguard.com
Asset ClassEquity

Expense Ratio

VEIGX features an expense ratio of 0.56%, falling within the medium range.


Expense ratio chart for VEIGX: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%

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.


Popular comparisons: VEIGX vs. VESGX, VEIGX vs. VIAAX, VEIGX vs. VFTAX, VEIGX vs. SPY, VEIGX vs. VTI, VEIGX vs. IRBO, VEIGX vs. VIGI, VEIGX vs. VFIAX, VEIGX vs. VOO, VEIGX vs. AIQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Global ESG Select Stock Fund Investor Shares, 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%JuneJulyAugustSeptemberOctoberNovember
6.86%
14.29%
VEIGX (Vanguard Global ESG Select Stock Fund Investor Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard Global ESG Select Stock Fund Investor Shares had a return of 15.05% year-to-date (YTD) and 27.74% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date15.05%24.30%
1 month-1.32%4.09%
6 months6.86%14.29%
1 year27.74%35.42%
5 years (annualized)13.11%13.95%
10 years (annualized)N/A11.33%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.68%3.33%3.88%-3.65%3.90%0.48%2.18%3.88%2.96%-4.33%15.05%
20236.86%-3.21%3.35%1.72%-2.26%5.78%1.35%-2.32%-5.19%-1.47%8.48%5.95%19.49%
2022-2.43%-4.52%1.20%-5.54%1.92%-7.82%7.08%-6.04%-8.46%6.49%11.27%-2.37%-10.85%
2021-1.31%3.42%4.44%3.46%3.07%-0.79%1.87%1.74%-3.89%5.22%-3.28%6.60%21.85%
2020-1.11%-6.00%-11.64%7.88%4.70%2.77%4.28%6.82%-1.29%-1.82%11.93%3.54%19.30%
20190.00%4.95%0.95%-0.90%1.57%1.64%1.66%3.29%13.83%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of VEIGX is 75, placing it in the top 25% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VEIGX is 7575
Combined Rank
The Sharpe Ratio Rank of VEIGX is 7575Sharpe Ratio Rank
The Sortino Ratio Rank of VEIGX is 7474Sortino Ratio Rank
The Omega Ratio Rank of VEIGX is 6363Omega Ratio Rank
The Calmar Ratio Rank of VEIGX is 9494Calmar Ratio Rank
The Martin Ratio Rank of VEIGX is 7171Martin 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 Global ESG Select Stock Fund Investor Shares (VEIGX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VEIGX
Sharpe ratio
The chart of Sharpe ratio for VEIGX, currently valued at 2.61, compared to the broader market0.002.004.002.61
Sortino ratio
The chart of Sortino ratio for VEIGX, currently valued at 3.69, compared to the broader market0.005.0010.003.69
Omega ratio
The chart of Omega ratio for VEIGX, currently valued at 1.46, compared to the broader market1.002.003.004.001.46
Calmar ratio
The chart of Calmar ratio for VEIGX, currently valued at 4.34, compared to the broader market0.005.0010.0015.0020.004.34
Martin ratio
The chart of Martin ratio for VEIGX, currently valued at 15.65, compared to the broader market0.0020.0040.0060.0080.00100.0015.65
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market0.005.0010.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market1.002.003.004.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.82, compared to the broader market0.005.0010.0015.0020.003.82
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.86, compared to the broader market0.0020.0040.0060.0080.00100.0018.86

Sharpe Ratio

The current Vanguard Global ESG Select Stock Fund Investor Shares Sharpe ratio is 2.61. 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 Global ESG Select Stock Fund Investor Shares 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.61
2.90
VEIGX (Vanguard Global ESG Select Stock Fund Investor Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Global ESG Select Stock Fund Investor Shares provided a 1.53% dividend yield over the last twelve months, with an annual payout of $0.57 per share. The fund has been increasing its distributions for 4 consecutive years.


0.80%1.00%1.20%1.40%1.60%1.80%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019
Dividend$0.57$0.56$0.47$0.39$0.23$0.17

Dividend yield

1.53%1.72%1.69%1.22%0.86%0.74%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Global ESG Select Stock Fund Investor Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05
2023$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.52$0.56
2022$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.44$0.47
2021$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.39
2020$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.23
2019$0.17$0.17

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.44%
0
VEIGX (Vanguard Global ESG Select Stock Fund Investor Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Global ESG Select Stock Fund Investor Shares. 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 Global ESG Select Stock Fund Investor Shares was 30.54%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current Vanguard Global ESG Select Stock Fund Investor Shares drawdown is 3.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.54%Feb 13, 202027Mar 23, 202099Aug 12, 2020126
-23.77%Jan 13, 2022188Oct 12, 2022187Jul 13, 2023375
-11.13%Jul 20, 202371Oct 27, 202332Dec 13, 2023103
-6.46%Oct 13, 202012Oct 28, 20206Nov 5, 202018
-5.99%Jul 17, 202414Aug 5, 202411Aug 20, 202425

Volatility

Volatility Chart

The current Vanguard Global ESG Select Stock Fund Investor Shares volatility is 2.90%, 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%JuneJulyAugustSeptemberOctoberNovember
2.90%
3.92%
VEIGX (Vanguard Global ESG Select Stock Fund Investor Shares)
Benchmark (^GSPC)