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

Fund Info

CUSIP

921908794

Issuer

Vanguard

Inception Date

Jun 5, 2019

Asset Class

Equity

Expense Ratio

VESGX has an expense ratio of 0.46%, placing it in the medium range.


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.


Performance

Performance Chart


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Returns By Period

Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) returned -0.06% year-to-date (YTD) and 3.54% over the past 12 months.


VESGX

YTD

-0.06%

1M

10.17%

6M

-3.27%

1Y

3.54%

5Y*

14.47%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.44%-0.62%-6.44%1.89%1.97%-0.06%
20240.66%3.34%3.91%-3.67%3.92%0.48%2.22%3.85%2.99%-4.31%3.66%-4.46%12.66%
20236.87%-3.21%3.35%1.76%-2.26%5.79%1.34%-2.31%-5.19%-1.45%8.50%5.96%19.61%
2022-2.39%-4.52%0.79%-5.53%1.91%-7.78%7.08%-6.02%-8.48%6.50%11.29%-2.36%-11.11%
2021-1.32%3.46%4.25%3.47%3.05%-0.77%1.87%1.75%-3.88%5.22%-3.26%5.54%20.54%
2020-1.10%-5.98%-11.61%7.82%4.77%2.75%4.32%6.85%-1.30%-1.83%11.99%3.38%19.27%
20190.00%4.96%0.95%-0.87%1.60%1.61%1.66%3.27%13.85%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VESGX is 42, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VESGX is 4242
Overall Rank
The Sharpe Ratio Rank of VESGX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of VESGX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of VESGX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of VESGX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of VESGX is 4444
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 Global ESG Select Stock Fund Admiral Shares (VESGX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Vanguard Global ESG Select Stock Fund Admiral Shares Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.24
  • 5-Year: 0.94
  • All Time: 0.66

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Vanguard Global ESG Select Stock Fund Admiral Shares compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Vanguard Global ESG Select Stock Fund Admiral Shares provided a 2.56% dividend yield over the last twelve months, with an annual payout of $1.15 per share.


1.00%1.50%2.00%2.50%$0.00$0.20$0.40$0.60$0.80$1.00$1.20201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019
Dividend$1.15$1.17$0.74$0.77$0.98$0.35$0.23

Dividend yield

2.56%2.61%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.05$0.00$0.00$0.05
2024$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.10$1.17
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$0.74
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$0.77
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$0.98
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$0.35
2019$0.23$0.23

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 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.

The current Vanguard Global ESG Select Stock Fund Admiral Shares drawdown is 5.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.52%Feb 13, 202027Mar 23, 202099Aug 12, 2020126
-24.21%Dec 29, 2021199Oct 12, 2022187Jul 13, 2023386
-18%Sep 27, 2024132Apr 8, 2025
-11.09%Jul 20, 202371Oct 27, 202332Dec 13, 2023103
-6.48%Oct 13, 202012Oct 28, 20206Nov 5, 202018

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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