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ESGEX vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ESGEX and VT is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

ESGEX vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Reynders McVeigh Core Equity Fund (ESGEX) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
90.03%
82.60%
ESGEX
VT

Key characteristics

Sharpe Ratio

ESGEX:

1.12

VT:

1.65

Sortino Ratio

ESGEX:

1.62

VT:

2.25

Omega Ratio

ESGEX:

1.20

VT:

1.30

Calmar Ratio

ESGEX:

0.86

VT:

2.41

Martin Ratio

ESGEX:

6.38

VT:

10.48

Ulcer Index

ESGEX:

2.44%

VT:

1.87%

Daily Std Dev

ESGEX:

13.91%

VT:

11.85%

Max Drawdown

ESGEX:

-34.52%

VT:

-50.27%

Current Drawdown

ESGEX:

-6.69%

VT:

-3.31%

Returns By Period

In the year-to-date period, ESGEX achieves a 13.15% return, which is significantly lower than VT's 17.12% return.


ESGEX

YTD

13.15%

1M

-2.59%

6M

1.02%

1Y

14.18%

5Y*

11.11%

10Y*

N/A

VT

YTD

17.12%

1M

-0.90%

6M

6.21%

1Y

17.87%

5Y*

10.16%

10Y*

9.28%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ESGEX vs. VT - Expense Ratio Comparison

ESGEX has a 1.25% expense ratio, which is higher than VT's 0.07% expense ratio.


ESGEX
Reynders McVeigh Core Equity Fund
Expense ratio chart for ESGEX: current value at 1.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.25%
Expense ratio chart for VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

ESGEX vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Reynders McVeigh Core Equity Fund (ESGEX) and Vanguard Total World Stock ETF (VT). 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.


Sharpe ratio
The chart of Sharpe ratio for ESGEX, currently valued at 1.12, compared to the broader market-1.000.001.002.003.004.001.121.65
The chart of Sortino ratio for ESGEX, currently valued at 1.62, compared to the broader market-2.000.002.004.006.008.0010.001.622.25
The chart of Omega ratio for ESGEX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.201.30
The chart of Calmar ratio for ESGEX, currently valued at 0.86, compared to the broader market0.002.004.006.008.0010.0012.0014.000.862.41
The chart of Martin ratio for ESGEX, currently valued at 6.38, compared to the broader market0.0020.0040.0060.006.3810.48
ESGEX
VT

The current ESGEX Sharpe Ratio is 1.12, which is lower than the VT Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of ESGEX and VT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.12
1.65
ESGEX
VT

Dividends

ESGEX vs. VT - Dividend Comparison

ESGEX's dividend yield for the trailing twelve months is around 0.42%, less than VT's 1.94% yield.


TTM20232022202120202019201820172016201520142013
ESGEX
Reynders McVeigh Core Equity Fund
0.00%0.48%0.19%0.00%0.06%0.12%0.00%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
1.94%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%

Drawdowns

ESGEX vs. VT - Drawdown Comparison

The maximum ESGEX drawdown since its inception was -34.52%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for ESGEX and VT. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.69%
-3.31%
ESGEX
VT

Volatility

ESGEX vs. VT - Volatility Comparison

Reynders McVeigh Core Equity Fund (ESGEX) has a higher volatility of 3.86% compared to Vanguard Total World Stock ETF (VT) at 3.66%. This indicates that ESGEX's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.86%
3.66%
ESGEX
VT
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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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