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EAF vs. VEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

EAF vs. VEA

Last updated May 12, 2025

Compare and contrast key facts about GrafTech International Ltd. (EAF) and Vanguard FTSE Developed Markets ETF (VEA).

VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EAF or VEA.

Correlation

The correlation between EAF and VEA is -0.60. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

EAF vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GrafTech International Ltd. (EAF) and Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

EAF:

182.96%

VEA:

17.24%

Max Drawdown

EAF:

-1.93%

VEA:

-60.69%

Current Drawdown

EAF:

0.00%

VEA:

-0.06%

Returns By Period

EAF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VEA

YTD

12.77%

1M

8.64%

6M

8.93%

1Y

10.01%

5Y*

12.06%

10Y*

5.53%

*Annualized

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Risk-Adjusted Performance

EAF vs. VEA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EAF
The Risk-Adjusted Performance Rank of EAF is 2323
Overall Rank
The Sharpe Ratio Rank of EAF is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of EAF is 2828
Sortino Ratio Rank
The Omega Ratio Rank of EAF is 2929
Omega Ratio Rank
The Calmar Ratio Rank of EAF is 1515
Calmar Ratio Rank
The Martin Ratio Rank of EAF is 1919
Martin Ratio Rank
VEA
The Risk-Adjusted Performance Rank of VEA is 7272
Overall Rank
The Sharpe Ratio Rank of VEA is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VEA is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VEA is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VEA is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VEA is 7272
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.

EAF vs. VEA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GrafTech International Ltd. (EAF) and Vanguard FTSE Developed Markets ETF (VEA). 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.

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Dividends

EAF vs. VEA - Dividend Comparison

EAF has not paid dividends to shareholders, while VEA's dividend yield for the trailing twelve months is around 2.91%.

TTM20242023202220212020201920182017201620152014
EAF
GrafTech International Ltd.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF		2.91%3.36%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%

Drawdowns

EAF vs. VEA - Drawdown Comparison

The maximum EAF drawdown since its inception was -1.93%, smaller than the maximum VEA drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for EAF and VEA. For additional features, visit the drawdowns tool.

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Volatility

EAF vs. VEA - Volatility Comparison

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