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Vanguard European Stock Index Fund Admiral Shares ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9220428091

CUSIP

922042809

Issuer

Vanguard

Inception Date

Aug 13, 2001

Asset Class

Equity

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:
VEUSX vs. VPL VEUSX vs. VAIGX VEUSX vs. REREX VEUSX vs. VOO VEUSX vs. VTIAX VEUSX vs. VFIAX VEUSX vs. VSMAX VEUSX vs. VEIRX VEUSX vs. VDIGX VEUSX vs. VDADX
Popular comparisons:
VEUSX vs. VPL VEUSX vs. VAIGX VEUSX vs. REREX VEUSX vs. VOO VEUSX vs. VTIAX VEUSX vs. VFIAX VEUSX vs. VSMAX VEUSX vs. VEIRX VEUSX vs. VDIGX VEUSX vs. VDADX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard European Stock Index 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.


250.00%300.00%350.00%400.00%JuneJulyAugustSeptemberOctoberNovember
259.48%
392.80%
VEUSX (Vanguard European Stock Index Fund Admiral Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard European Stock Index Fund Admiral Shares had a return of 2.70% year-to-date (YTD) and 11.15% in the last 12 months. Over the past 10 years, Vanguard European Stock Index Fund Admiral Shares had an annualized return of 4.98%, while the S&P 500 had an annualized return of 11.11%, indicating that Vanguard European Stock Index Fund Admiral Shares did not perform as well as the benchmark.


VEUSX

YTD

2.70%

1M

-6.03%

6M

-5.94%

1Y

11.15%

5Y (annualized)

5.95%

10Y (annualized)

4.98%

^GSPC (Benchmark)

YTD

23.08%

1M

0.10%

6M

10.70%

1Y

30.05%

5Y (annualized)

13.52%

10Y (annualized)

11.11%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.30%2.26%3.85%-2.46%6.48%-3.24%2.88%3.68%0.36%-5.52%2.70%
20239.16%-1.65%2.48%4.14%-5.16%4.32%2.84%-4.09%-4.28%-3.06%9.68%5.46%19.99%
2022-3.85%-4.59%-0.50%-5.83%2.04%-10.19%5.16%-7.34%-9.69%8.13%13.81%-1.61%-16.06%
2021-1.63%2.64%3.14%4.82%4.57%-1.65%2.04%1.75%-5.33%4.72%-4.89%5.82%16.28%
2020-2.75%-7.92%-17.01%7.26%5.65%3.69%3.71%4.32%-3.21%-5.47%16.72%5.49%6.43%
20196.60%3.08%0.74%3.85%-5.57%6.36%-2.74%-1.68%2.55%3.70%1.48%4.25%24.22%
20185.53%-6.12%-0.34%2.23%-2.66%-1.05%3.32%-2.67%0.10%-7.91%-0.83%-4.67%-14.81%
20172.94%0.66%4.20%4.15%4.82%-0.79%3.05%0.11%3.19%0.44%0.12%1.49%27.04%
2016-5.87%-2.79%6.70%2.85%-0.54%-4.43%3.85%0.73%0.59%-3.37%-2.28%4.74%-0.66%
20150.40%6.08%-2.44%4.26%0.16%-3.24%2.56%-7.05%-4.07%6.09%-1.26%-2.45%-1.89%
2014-4.03%7.19%-0.64%2.55%0.79%-0.01%-4.10%0.63%-3.97%-2.17%2.17%-4.50%-6.56%
20135.04%-3.16%0.34%4.31%0.00%-4.25%7.44%-1.28%6.85%4.15%1.13%2.62%24.86%

Expense Ratio

VEUSX has an expense ratio of 0.10%, which is considered low compared to other funds.


Expense ratio chart for VEUSX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VEUSX is 20, indicating that it is in the bottom 20% 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 VEUSX is 2020
Combined Rank
The Sharpe Ratio Rank of VEUSX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of VEUSX is 1111
Sortino Ratio Rank
The Omega Ratio Rank of VEUSX is 99
Omega Ratio Rank
The Calmar Ratio Rank of VEUSX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of VEUSX is 1414
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 European Stock Index Fund Admiral Shares (VEUSX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VEUSX, currently valued at 0.85, compared to the broader market0.002.004.000.852.48
The chart of Sortino ratio for VEUSX, currently valued at 1.23, compared to the broader market0.005.0010.001.233.33
The chart of Omega ratio for VEUSX, currently valued at 1.15, compared to the broader market1.002.003.004.001.151.46
The chart of Calmar ratio for VEUSX, currently valued at 1.11, compared to the broader market0.005.0010.0015.0020.0025.001.113.58
The chart of Martin ratio for VEUSX, currently valued at 3.89, compared to the broader market0.0020.0040.0060.0080.00100.003.8915.96
VEUSX
^GSPC

The current Vanguard European Stock Index Fund Admiral Shares Sharpe ratio is 0.85. 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 European Stock Index Fund Admiral 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.85
2.48
VEUSX (Vanguard European Stock Index Fund Admiral Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard European Stock Index Fund Admiral Shares provided a 3.11% dividend yield over the last twelve months, with an annual payout of $2.52 per share.


2.00%2.50%3.00%3.50%4.00%4.50%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.52$2.52$2.24$2.59$1.58$2.39$2.39$2.00$2.11$2.03$3.03$2.03

Dividend yield

3.11%3.13%3.23%3.02%2.08%3.26%3.92%2.70%3.52%3.24%4.62%2.78%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard European Stock Index Fund Admiral 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$0.46$0.00$0.00$1.29$0.00$0.00$0.21$0.00$0.00$1.95
2023$0.00$0.00$0.26$0.00$0.00$1.37$0.00$0.00$0.32$0.00$0.00$0.57$2.52
2022$0.00$0.00$0.17$0.00$0.00$1.31$0.00$0.00$0.27$0.00$0.00$0.49$2.24
2021$0.00$0.00$0.34$0.00$0.00$0.92$0.00$0.00$0.49$0.00$0.00$0.84$2.59
2020$0.00$0.00$0.30$0.00$0.00$0.43$0.00$0.00$0.38$0.00$0.00$0.47$1.58
2019$0.00$0.00$0.38$0.00$0.00$1.20$0.00$0.00$0.40$0.00$0.00$0.41$2.39
2018$0.00$0.00$0.35$0.00$0.00$1.39$0.00$0.00$0.28$0.00$0.00$0.38$2.39
2017$0.00$0.00$0.35$0.00$0.00$0.97$0.00$0.00$0.29$0.00$0.00$0.39$2.00
2016$0.00$0.00$0.34$0.00$0.00$1.16$0.00$0.00$0.33$0.00$0.00$0.28$2.11
2015$0.00$0.00$0.40$0.00$0.00$1.10$0.00$0.00$0.28$0.00$0.00$0.25$2.03
2014$0.00$0.00$1.10$0.00$0.00$1.23$0.00$0.00$0.34$0.00$0.00$0.37$3.03
2013$0.30$0.00$0.00$1.19$0.00$0.00$0.25$0.00$0.00$0.30$2.03

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.76%
-2.18%
VEUSX (Vanguard European Stock Index Fund Admiral Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard European Stock Index 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 European Stock Index Fund Admiral Shares was 63.28%, occurring on Mar 9, 2009. Recovery took 1256 trading sessions.

The current Vanguard European Stock Index Fund Admiral Shares drawdown is 9.76%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.28%Nov 1, 2007338Mar 9, 20091256Mar 6, 20141594
-36.87%Jan 29, 2018541Mar 23, 2020172Nov 24, 2020713
-34.18%Aug 27, 2001383Mar 12, 2003181Nov 28, 2003564
-32.72%Sep 3, 2021268Sep 27, 2022352Feb 22, 2024620
-25.14%Jul 7, 2014405Feb 11, 2016320May 19, 2017725

Volatility

Volatility Chart

The current Vanguard European Stock Index Fund Admiral Shares volatility is 4.18%, 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
4.18%
4.06%
VEUSX (Vanguard European Stock Index Fund Admiral Shares)
Benchmark (^GSPC)