ESGEX vs. VWO

In the year-to-date period, ESGEX achieves a 1.98% return, which is significantly lower than VWO's 5.13% return.

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

ESGEX has a 1.25% expense ratio, which is higher than VWO's 0.08% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Reynders McVeigh Core Equity Fund (ESGEX) and Vanguard FTSE Emerging Markets ETF (VWO). 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.

The current ESGEX Sharpe Ratio is 0.43, which is comparable to the VWO Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of ESGEX and VWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ESGEX's dividend yield for the trailing twelve months is around 0.57%, less than VWO's 3.06% yield.

The maximum ESGEX drawdown since its inception was -34.52%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for ESGEX and VWO. For additional features, visit the drawdowns tool.

Reynders McVeigh Core Equity Fund (ESGEX) has a higher volatility of 5.79% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 5.03%. This indicates that ESGEX's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.