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Vanguard Global ESG Select Stock Fund Admiral Shar...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

CUSIP921908794
IssuerVanguard
Inception DateJun 5, 2019
CategoryESG, Global Equities
Home Pageadvisors.vanguard.com
Asset ClassEquity

Expense Ratio

The Vanguard Global ESG Select Stock Fund Admiral Shares has a high expense ratio of 0.46%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.46%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with VESGX

Vanguard Global ESG Select Stock Fund Admiral Shares

Popular comparisons: VESGX vs. VEIGX, VESGX vs. VXUS, VESGX vs. VIGI, VESGX vs. VASGX, VESGX vs. VOO, VESGX vs. VWENX, VESGX vs. ESGV, VESGX vs. VTI, VESGX vs. DGEIX, VESGX vs. VINIX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Global ESG Select Stock Fund Admiral Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


40.00%50.00%60.00%70.00%80.00%90.00%OctoberNovemberDecember2024FebruaryMarch
91.19%
83.23%
VESGX (Vanguard Global ESG Select Stock Fund Admiral Shares)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard Global ESG Select Stock Fund Admiral Shares had a return of 7.96% year-to-date (YTD) and 23.85% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.96%10.04%
1 month3.88%3.53%
6 months22.52%22.79%
1 year23.85%32.16%
5 years (annualized)N/A13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.66%3.34%
2023-2.31%-5.19%-1.45%8.50%5.96%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VESGX
Vanguard Global ESG Select Stock Fund Admiral Shares
2.15
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Vanguard Global ESG Select Stock Fund Admiral Shares Sharpe ratio is 2.15. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.15
2.76
VESGX (Vanguard Global ESG Select Stock Fund Admiral Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Global ESG Select Stock Fund Admiral Shares granted a 1.54% dividend yield in the last twelve months. The annual payout for that period amounted to $0.68 per share.


PeriodTTM20232022202120202019
Dividend$0.68$0.74$0.77$0.98$0.35$0.23

Dividend yield

1.54%1.81%2.24%2.47%1.06%0.82%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.68
2022$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.58
2021$0.00$0.00$0.11$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.87
2020$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30
2019$0.23

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
VESGX (Vanguard Global ESG Select Stock Fund Admiral Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Global ESG Select Stock Fund Admiral 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 Admiral Shares was 30.52%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.52%Feb 13, 202027Mar 23, 202099Aug 12, 2020126
-23.7%Jan 13, 2022188Oct 12, 2022187Jul 13, 2023375
-11.09%Jul 20, 202371Oct 27, 202332Dec 13, 2023103
-6.48%Oct 13, 202012Oct 28, 20206Nov 5, 202018
-5.78%Jul 30, 201912Aug 14, 201952Oct 28, 201964

Volatility

Volatility Chart

The current Vanguard Global ESG Select Stock Fund Admiral Shares volatility is 2.41%, 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%OctoberNovemberDecember2024FebruaryMarch
2.41%
2.82%
VESGX (Vanguard Global ESG Select Stock Fund Admiral Shares)
Benchmark (^GSPC)