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Vanguard ESG International Stock ETF (VSGX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US9219107250

CUSIP

921910725

Issuer

Vanguard

Inception Date

Sep 18, 2018

Region

Broad Asia (Broad)

Leveraged

1x

Index Tracked

FTSE Global All Cap ex US Choice Index.

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

VSGX has an expense ratio of 0.12%, which is considered low compared to other funds.


Expense ratio chart for VSGX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

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:
VSGX vs. VXUS VSGX vs. VOO VSGX vs. AVDV VSGX vs. VTI VSGX vs. VEA VSGX vs. ESGEX VSGX vs. IVV VSGX vs. VIGI VSGX vs. SPDW VSGX vs. VWOB
Popular comparisons:
VSGX vs. VXUS VSGX vs. VOO VSGX vs. AVDV VSGX vs. VTI VSGX vs. VEA VSGX vs. ESGEX VSGX vs. IVV VSGX vs. VIGI VSGX vs. SPDW VSGX vs. VWOB

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-0.01%
7.29%
VSGX (Vanguard ESG International Stock ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard ESG International Stock ETF had a return of 5.62% year-to-date (YTD) and 7.61% in the last 12 months.


VSGX

YTD

5.62%

1M

-1.23%

6M

0.34%

1Y

7.61%

5Y*

3.90%

10Y*

N/A

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.50%2.92%3.12%-3.29%3.71%0.33%2.92%2.75%2.21%-4.13%-0.27%5.62%
20238.66%-4.25%2.52%1.70%-2.95%4.00%3.82%-4.50%-3.78%-3.37%8.74%5.35%15.62%
2022-3.56%-3.48%-0.67%-6.80%0.84%-7.62%3.77%-4.74%-10.16%3.59%12.89%-2.38%-18.61%
20210.44%1.90%1.39%2.67%2.78%-0.19%-1.38%1.83%-3.79%2.67%-4.03%3.06%7.24%
2020-2.94%-6.15%-15.38%7.58%4.79%4.37%4.39%4.42%-1.06%-1.71%11.26%5.63%13.01%
20198.13%1.48%0.10%3.25%-5.24%5.54%-1.62%-1.81%2.77%3.79%1.08%4.16%23.04%
2018-1.33%-7.87%1.49%-5.56%-12.87%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VSGX is 34, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VSGX is 3434
Overall Rank
The Sharpe Ratio Rank of VSGX is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of VSGX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of VSGX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of VSGX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of VSGX is 3636
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 ESG International Stock ETF (VSGX) 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 VSGX, currently valued at 0.63, compared to the broader market0.002.004.000.631.90
The chart of Sortino ratio for VSGX, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.0010.000.962.54
The chart of Omega ratio for VSGX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.35
The chart of Calmar ratio for VSGX, currently valued at 0.64, compared to the broader market0.005.0010.0015.000.642.81
The chart of Martin ratio for VSGX, currently valued at 2.85, compared to the broader market0.0020.0040.0060.0080.00100.002.8512.39
VSGX
^GSPC

The current Vanguard ESG International Stock ETF Sharpe ratio is 0.63. 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 ESG International Stock ETF 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.63
1.90
VSGX (Vanguard ESG International Stock ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard ESG International Stock ETF provided a 2.21% dividend yield over the last twelve months, with an annual payout of $1.26 per share.


0.50%1.00%1.50%2.00%2.50%$0.00$0.50$1.00$1.50201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
Dividend$1.26$1.53$1.28$1.55$0.99$1.22$0.17

Dividend yield

2.21%2.77%2.61%2.50%1.67%2.28%0.38%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard ESG International Stock ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.31$0.00$0.00$0.56$0.00$0.00$0.39$0.00$0.00$0.00$1.26
2023$0.00$0.00$0.10$0.00$0.00$0.65$0.00$0.00$0.24$0.00$0.00$0.55$1.53
2022$0.00$0.00$0.14$0.00$0.00$0.61$0.00$0.00$0.13$0.00$0.00$0.40$1.28
2021$0.00$0.00$0.13$0.00$0.00$0.49$0.00$0.00$0.25$0.00$0.00$0.67$1.55
2020$0.00$0.00$0.06$0.00$0.00$0.32$0.00$0.00$0.28$0.00$0.00$0.34$0.99
2019$0.00$0.00$0.05$0.00$0.00$0.51$0.00$0.00$0.28$0.00$0.00$0.39$1.22
2018$0.17$0.17

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.21%
-3.58%
VSGX (Vanguard ESG International Stock ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard ESG International Stock ETF. 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 ESG International Stock ETF was 33.10%, occurring on Mar 23, 2020. Recovery took 159 trading sessions.

The current Vanguard ESG International Stock ETF drawdown is 8.21%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.1%Jan 21, 202044Mar 23, 2020159Nov 5, 2020203
-32.14%Sep 8, 2021279Oct 14, 2022466Aug 23, 2024745
-15.25%Sep 21, 201865Dec 24, 2018131Jul 3, 2019196
-8.21%Sep 27, 202458Dec 18, 2024
-7.67%Jul 5, 201929Aug 14, 201945Oct 17, 201974

Volatility

Volatility Chart

The current Vanguard ESG International Stock ETF volatility is 3.25%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.25%
3.64%
VSGX (Vanguard ESG International Stock ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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