Vanguard European Stock Index Fund (VEURX) Sortino Ratio: 1.72
VEURX's Sortino Ratio of 1.72 indicates that for each unit of downside volatility, it generates 1.72 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
VEURX Sortino Ratio Rank
VEURX ranks above 65.9% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
VEURX Sortino Ratio Market Positioning
The chart shows VEURX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.15 or lower
- Yellow zone (middle 50%): 1.15 to 2.08
- Green zone (top 25%): 2.08 or higher
- Top 1%: 7.10+
- Median: 1.60 — half of all investments score higher
How it compares to other similar mutual funds
The table compares Vanguard European Stock Index Fund's Sortino Ratio with other mutual funds in the Europe Equities category across multiple time periods, showing how VEURX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| UEPIX | ProFunds Europe 30 Fund | 2.41 | |||
| DSEUX | DoubleLine Shiller Enhanced International CAPE | 2.13 | |||
| BIAHX | Brown Advisory - WMC Strategic European Equity Fund | 2.09 | |||
| CMIUX | Six Circles Managed Equity Portfolio International Unconstrained Fund | 2.01 | |||
| DFCSX | DFA Continental Small Company Portfolio | 1.98 | |||
| AEDAX | Invesco EQV European Equity Fund | 1.84 | |||
| VEUAX | JPMorgan Europe Dynamic Fund | 1.83 | |||
| VESIX | Vanguard European Stock Index Fund Institutional Shares | 1.73 | |||
| VEUPX | Vanguard European Stock Index Fund Institutional Plus Shares | 1.73 | |||
| VEUSX | Vanguard European Stock Index Fund Admiral Shares | 1.73 | |||
| VEURX | Vanguard European Stock Index Fund | 1.72 |
Historical Sortino Ratio
The chart shows VEURX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when VEURX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore VEURX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.