EAF vs. VEA
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.
Key characteristics
| EAF | VEA | |
|---|---|---|
| YTD Return | -27.85% | 2.64% |
| 1Y Return | -66.52% | 9.22% |
| 3Y Return (Ann) | -49.73% | 1.71% |
| 5Y Return (Ann) | -32.40% | 6.34% |
| Sharpe Ratio | -0.92 | 0.83 |
| Daily Std Dev | 70.93% | 12.73% |
| Max Drawdown | -93.76% | -60.70% |
| Current Drawdown | -92.05% | -2.77% |
Correlation
The correlation between EAF and VEA is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EAF vs. VEA - Performance Comparison
In the year-to-date period, EAF achieves a -27.85% return, which is significantly lower than VEA's 2.64% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
EAF vs. VEA - Dividend Comparison
EAF's dividend yield for the trailing twelve months is around 0.63%, less than VEA's 3.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAF GrafTech International Ltd. | 0.63% | 0.91% | 0.84% | 0.34% | 1.08% | 2.93% | 8.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
EAF vs. VEA - Drawdown Comparison
The maximum EAF drawdown since its inception was -93.76%, which is greater than VEA's maximum drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for EAF and VEA. For additional features, visit the drawdowns tool.
Volatility
EAF vs. VEA - Volatility Comparison
GrafTech International Ltd. (EAF) has a higher volatility of 24.11% compared to Vanguard FTSE Developed Markets ETF (VEA) at 3.44%. This indicates that EAF's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.