ESGEX vs. VWO
Compare and contrast key facts about Reynders McVeigh Core Equity Fund (ESGEX) and Vanguard FTSE Emerging Markets ETF (VWO).
ESGEX is managed by ReyndersMcVeigh Funds. It was launched on Mar 29, 2019. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESGEX or VWO.
Performance
ESGEX vs. VWO - Performance Comparison
Returns By Period
In the year-to-date period, ESGEX achieves a 15.14% return, which is significantly higher than VWO's 11.57% return.
ESGEX
15.14%
-4.82%
4.98%
25.49%
12.37%
N/A
VWO
11.57%
-4.87%
2.28%
15.97%
4.45%
3.35%
Key characteristics
| ESGEX | VWO | |
|---|---|---|
| Sharpe Ratio | 1.91 | 1.11 |
| Sortino Ratio | 2.67 | 1.63 |
| Omega Ratio | 1.33 | 1.20 |
| Calmar Ratio | 1.16 | 0.70 |
| Martin Ratio | 11.74 | 5.68 |
| Ulcer Index | 2.24% | 2.89% |
| Daily Std Dev | 13.78% | 14.79% |
| Max Drawdown | -34.52% | -67.68% |
| Current Drawdown | -5.05% | -10.19% |
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ESGEX vs. VWO - Expense Ratio Comparison
ESGEX has a 1.25% expense ratio, which is higher than VWO's 0.08% expense ratio.
Correlation
The correlation between ESGEX and VWO is 0.68, 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.
Risk-Adjusted Performance
ESGEX vs. VWO - Risk-Adjusted Performance Comparison
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.
Dividends
ESGEX vs. VWO - Dividend Comparison
ESGEX's dividend yield for the trailing twelve months is around 0.42%, less than VWO's 2.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGEX Reynders McVeigh Core Equity Fund | 0.42% | 0.48% | 0.19% | 0.00% | 0.06% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWO Vanguard FTSE Emerging Markets ETF | 2.65% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
Drawdowns
ESGEX vs. VWO - Drawdown Comparison
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.
Volatility
ESGEX vs. VWO - Volatility Comparison
The current volatility for Reynders McVeigh Core Equity Fund (ESGEX) is 3.61%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 4.50%. This indicates that ESGEX experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.