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Issuer
Vanguard
Inception Date
Nov 16, 2022
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$125M

Share Price Chart


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Performance

VEOIX Performance Chart

Vanguard Global Environmental Opportunities Stock Fund Investor Shares (VEOIX) is up 13.5% since the beginning of the year. VEOIX is currently trading at $26 per share.


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S&P 500 Index

Returns By Period

Vanguard Global Environmental Opportunities Stock Fund Investor Shares (VEOIX) has returned 13.45% so far this year and 23.91% over the past 12 months.


Vanguard Global Environmental Opportunities Stock Fund Investor Shares

1D
1.68%
1M
2.96%
YTD
13.45%
6M
13.60%
1Y
23.91%
3Y*
8.00%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.71%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEOIX Monthly Returns History

Based on dividend-adjusted daily data since Nov 21, 2022, VEOIX's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.

Historically, 55% of months were positive and 45% were negative. The best month was Jan 2023 with a return of +8.5%, while the worst month was Aug 2023 at -8.2%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 4 months.

On a daily basis, VEOIX closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +5.8%, while the worst single day was Apr 4, 2025 at -5.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.35%5.69%-6.10%7.89%0.98%1.52%13.45%
20252.36%-1.13%-2.73%0.66%5.22%5.25%-0.41%1.88%3.52%2.09%-0.81%-0.22%16.46%
2024-7.39%5.98%5.19%-2.90%4.48%-5.05%2.26%2.26%6.39%-4.87%-0.76%-3.95%0.32%
20238.49%-2.35%4.08%-1.98%-3.42%6.94%-0.19%-8.19%-6.47%-4.58%7.71%7.82%6.03%
20222.54%-4.91%-2.49%

Benchmark Metrics

Vanguard Global Environmental Opportunities Stock Fund Investor Shares has an annualized alpha of -3.87%, beta of 0.74, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since November 21, 2022.

  • This fund participated in 100.19% of S&P 500 Index downside but only 65.66% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -3.87% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-3.87%
Beta
0.74
0.54
Upside Capture
65.66%
Downside Capture
100.19%

Expense Ratio

VEOIX has an expense ratio of 0.70%, placing it in the medium range.


Return for Risk

Risk / Return Rank

VEOIX ranks 36 for risk / return — below 36% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


VEOIX Risk / Return Rank: 3636
Overall Rank
VEOIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VEOIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
VEOIX Omega Ratio Rank: 3232
Omega Ratio Rank
VEOIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
VEOIX Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard Global Environmental Opportunities Stock Fund Investor Shares (VEOIX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VEOIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.28

1.35

-0.08

Calmar ratioReturn relative to maximum drawdown

2.42

2.66

-0.24

Martin ratioReturn relative to average drawdown

8.08

11.86

-3.78

Dividends

Dividend History

Vanguard Global Environmental Opportunities Stock Fund Investor Shares provided a 0.87% dividend yield over the last twelve months, with an annual payout of $0.23 per share.


0.90%1.00%1.10%1.20%1.30%1.40%1.50%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.35202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.23$0.23$0.18$0.30

Dividend yield

0.87%0.99%0.89%1.51%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2023$0.30$0.30

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Global Environmental Opportunities 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 Environmental Opportunities Stock Fund Investor Shares was 21.56%, occurring on Oct 23, 2023. Recovery took 141 trading sessions.

The current Vanguard Global Environmental Opportunities Stock Fund Investor Shares drawdown is 0.53%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-21.56%Oct 2023
3mo 11d6mo 25d
10mo 6dJul 2023 - May 2024
2025 selloff2025
-20.50%Apr 2025
6mo 1d2mo 25d
8mo 26dOct 2024 - Jul 2025
2026 pullback2026
-9.73%Mar 2026
1mo 6d1mo 5d
2mo 11dFeb 2026 - Apr 2026
2024 pullback2024
-8.34%Aug 2024
2mo 21d1mo 22d
4mo 13dMay 2024 - Sep 2024
2023 pullback2023
-7.27%Mar 2023
1mo 12d3mo 27d
5mo 9dFeb 2023 - Jul 2023

Drawdown Indicators


VEOIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-21.56%

-56.78%

+35.22%

Max Drawdown (1Y)

Largest decline over 1 year

-9.73%

-9.10%

-0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-21.56%

-18.90%

-2.66%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.53%

-2.49%

+1.96%

Average Drawdown

Average peak-to-trough decline

-5.51%

-10.72%

+5.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

2.03%

+0.87%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with VEOIX

Add Vanguard Global Environmental Opportunities Stock Fund Investor Shares to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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