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CEE vs. VESIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEE vs. VESIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Central and Eastern Europe Fund (CEE) and Vanguard European Stock Index Fund Institutional Shares (VESIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CEE achieves a 20.73% return, which is significantly higher than VESIX's 7.57% return. Over the past 10 years, CEE has underperformed VESIX with an annualized return of 5.13%, while VESIX has yielded a comparatively higher 10.43% annualized return.


CEE

1D
-1.43%
1M
1.96%
YTD
20.73%
6M
27.60%
1Y
49.53%
3Y*
35.60%
5Y*
-2.41%
10Y*
5.13%

VESIX

1D
0.11%
1M
1.04%
YTD
7.57%
6M
7.41%
1Y
20.63%
3Y*
17.19%
5Y*
9.09%
10Y*
10.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEE vs. VESIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEE
The Central and Eastern Europe Fund
20.73%65.59%15.52%22.58%-67.78%13.62%-11.76%35.49%-5.73%21.34%
VESIX
Vanguard European Stock Index Fund Institutional Shares
7.57%35.43%2.02%20.03%-16.07%16.31%6.46%24.24%-14.78%27.05%

Correlation

The correlation between CEE and VESIX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since May 15, 2000

0.53

The correlation between CEE and VESIX shifts across timeframes, from 0.35 (5 years) to 0.53 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CEE vs. VESIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CEE
CEE Risk / Return Rank: 5252
Overall Rank
CEE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CEE Sortino Ratio Rank: 5151
Sortino Ratio Rank
CEE Omega Ratio Rank: 4343
Omega Ratio Rank
CEE Calmar Ratio Rank: 7979
Calmar Ratio Rank
CEE Martin Ratio Rank: 3737
Martin Ratio Rank

VESIX
VESIX Risk / Return Rank: 2828
Overall Rank
VESIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VESIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
VESIX Omega Ratio Rank: 2727
Omega Ratio Rank
VESIX Calmar Ratio Rank: 2727
Calmar Ratio Rank
VESIX Martin Ratio Rank: 3131
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.

CEE vs. VESIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Central and Eastern Europe Fund (CEE) and Vanguard European Stock Index Fund Institutional Shares (VESIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


CEEVESIXDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.76

Omega ratioGain probability vs. loss probability

1.33

1.25

+0.08

Calmar ratioReturn relative to maximum drawdown

3.43

1.81

+1.62

Martin ratioReturn relative to average drawdown

7.67

6.68

+0.99

CEE vs. VESIX - Sharpe Ratio Comparison

The current CEE Sharpe Ratio is 1.92, which is higher than the VESIX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of CEE and VESIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CEE vs. VESIX - Drawdown Comparison

The maximum CEE drawdown since its inception was -82.98%, which is greater than VESIX's maximum drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for CEE and VESIX.


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Drawdown Indicators


CEEVESIXDifference

Max Drawdown

Largest peak-to-trough decline

-82.98%

-63.25%

-19.73%

Max Drawdown (1Y)

Largest decline over 1 year

-14.51%

-11.96%

-2.55%

Max Drawdown (3Y)

Largest decline over 3 years

-22.22%

-13.94%

-8.28%

Max Drawdown (5Y)

Largest decline over 5 years

-79.89%

-32.68%

-47.21%

Max Drawdown (10Y)

Largest decline over 10 years

-79.89%

-36.85%

-43.04%

Current Drawdown

Current decline from peak

-32.83%

-0.70%

-32.13%

Average Drawdown

Average peak-to-trough decline

-37.35%

-15.20%

-22.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.48%

3.24%

+3.24%

Volatility

CEE vs. VESIX - Volatility Comparison

The Central and Eastern Europe Fund (CEE) has a higher volatility of 6.03% compared to Vanguard European Stock Index Fund Institutional Shares (VESIX) at 4.66%. This indicates that CEE's price experiences larger fluctuations and is considered to be riskier than VESIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEEVESIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

4.66%

+1.37%

Volatility (6M)

Calculated over the trailing 6-month period

18.70%

13.07%

+5.63%

Volatility (1Y)

Calculated over the trailing 1-year period

26.25%

15.58%

+10.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.12%

17.44%

+21.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.53%

18.18%

+14.35%

CEE vs. VESIX - Expense Ratio Comparison

CEE has a 1.26% expense ratio, which is higher than VESIX's 0.08% expense ratio.


Dividends

CEE vs. VESIX - Dividend Comparison

CEE's dividend yield for the trailing twelve months is around 1.81%, less than VESIX's 2.91% yield.


PositionTTM20252024202320222021202020192018201720162015
CEE
The Central and Eastern Europe Fund
1.81%2.19%3.23%3.74%2.89%3.61%3.82%5.17%4.58%2.30%1.56%2.92%
VESIX
Vanguard European Stock Index Fund Institutional Shares
2.91%2.86%3.60%3.15%3.25%3.04%2.10%3.28%3.95%2.72%3.54%3.27%

Frequently Asked Questions


CEE and VESIX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CEE has higher volatility (6.03%) compared to VESIX (4.66%). In terms of maximum drawdown, CEE dropped -82.98% vs VESIX's -63.25%.

CEE currently has the higher Sharpe Ratio (1.92 vs 1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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