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ISIN
US9220382033
CUSIP
922038203
Issuer
Vanguard
Inception Date
Aug 14, 1995
Min. Investment
$3,000
Distribution Policy
Distributing
Asset Class
Equity
Assets Under Management
$8B

Share Price Chart


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Performance

VHGEX Performance Chart

Vanguard Global Equity Fund (VHGEX) is up 4.9% since the beginning of the year. VHGEX is currently trading at $40 per share. Investors who bought $1,000 worth of VHGEX shares 5 years ago would now be looking at an investment worth $1,386.


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S&P 500 Index

Returns By Period

Vanguard Global Equity Fund (VHGEX) has returned 4.86% so far this year and 17.09% over the past 12 months. Over the last ten years, VHGEX has returned 11.80% per year, falling short of the S&P 500 Index benchmark, which averaged 13.61% annually.


Vanguard Global Equity Fund

1D
2.27%
1M
-0.05%
YTD
4.86%
6M
5.74%
1Y
17.09%
3Y*
15.80%
5Y*
6.75%
10Y*
11.80%

Benchmark (S&P 500 Index)

1D
0.50%
1M
-0.17%
YTD
8.56%
6M
8.85%
1Y
22.93%
3Y*
19.37%
5Y*
11.84%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VHGEX Monthly Returns History

Based on dividend-adjusted daily data since Aug 31, 1995, VHGEX's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +12.7%, while the worst month was Oct 2008 at -21.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, VHGEX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +11.5%, while the worst single day was Mar 16, 2020 at -11.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.59%-0.80%-6.37%9.82%3.17%-1.93%4.86%
20254.90%-1.50%-5.86%0.67%7.13%6.20%0.88%2.60%3.20%2.15%-1.57%1.32%21.22%
2024-0.58%5.55%2.98%-3.77%3.98%0.65%1.58%2.60%2.30%-2.03%4.26%-4.29%13.41%
202311.59%-4.46%2.53%0.31%-0.24%6.46%3.85%-4.05%-5.77%-4.24%10.93%6.34%23.52%
2022-6.68%-3.54%0.92%-8.81%0.69%-7.73%5.64%-3.68%-10.16%5.28%9.79%-4.99%-22.72%
2021-0.37%4.09%1.35%4.18%1.38%1.12%0.21%1.79%-4.07%5.37%-4.48%2.27%13.06%

Benchmark Metrics

Vanguard Global Equity Fund has an annualized alpha of 2.00%, beta of 0.81, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since August 31, 1995.

  • This fund generated an annualized alpha of 2.00% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
2.00%
Beta
0.81
0.79
Upside Capture
98.47%
Downside Capture
96.73%

Expense Ratio

VHGEX has an expense ratio of 0.45%, placing it in the medium range.


Return for Risk

Risk / Return Rank

VHGEX ranks 22 for risk / return — below 22% 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.


VHGEX Risk / Return Rank: 2222
Overall Rank
VHGEX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VHGEX Sortino Ratio Rank: 2020
Sortino Ratio Rank
VHGEX Omega Ratio Rank: 2121
Omega Ratio Rank
VHGEX Calmar Ratio Rank: 2121
Calmar Ratio Rank
VHGEX Martin Ratio Rank: 2727
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 Equity Fund (VHGEX) 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.


VHGEXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.21

1.34

-0.13

Calmar ratioReturn relative to maximum drawdown

1.46

2.53

-1.07

Martin ratioReturn relative to average drawdown

5.56

11.37

-5.81

Dividends

Dividend History

Vanguard Global Equity Fund provided a 11.81% dividend yield over the last twelve months, with an annual payout of $4.74 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.74$4.74$1.51$0.37$3.03$4.19$1.09$1.97$2.22$0.40$0.37$0.41

Dividend yield

11.81%12.38%4.24%1.15%11.32%10.90%2.88%6.20%8.45%1.29%1.51%1.71%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Global Equity Fund. 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$4.74$4.74
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.51$1.51
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.37$0.37
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.03$3.03
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.19$4.19

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 Equity Fund. 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 Equity Fund was 64.81%, occurring on Mar 9, 2009. Recovery took 1208 trading sessions.

The current Vanguard Global Equity Fund drawdown is 2.74%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-64.81%Mar 2009
1y 4mo4y 9mo
6y 1moNov 2007 - Dec 2013
COVID crash2020
-33.23%Mar 2020
1mo 2d4mo 8d
5mo 10dFeb 2020 - Jul 2020
Bear market2022
-33.02%Oct 2022
11mo 1d1y 7mo
2y 6moNov 2021 - May 2024
Dot-com crash2000–2002
-27.85%Oct 2002
4mo 22d10mo 16d
1y 3moMay 2002 - Aug 2003
1998 bear market1998
-22.97%Oct 1998
5mo 22d6mo 5d
11mo 27dApr 1998 - Apr 1999

Drawdown Indicators


VHGEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-64.81%

-56.78%

-8.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-9.10%

-2.82%

Max Drawdown (3Y)

Largest decline over 3 years

-19.21%

-18.90%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-33.02%

-25.43%

-7.59%

Max Drawdown (10Y)

Largest decline over 10 years

-33.23%

-33.92%

+0.69%

Current Drawdown

Current decline from peak

-2.74%

-2.34%

-0.40%

Average Drawdown

Average peak-to-trough decline

-9.95%

-10.72%

+0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

2.02%

+1.11%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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