ESGEX vs. VXUS
Compare and contrast key facts about Reynders McVeigh Core Equity Fund (ESGEX) and Vanguard Total International Stock ETF (VXUS).
ESGEX is managed by ReyndersMcVeigh Funds. It was launched on Mar 29, 2019. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESGEX or VXUS.
Performance
ESGEX vs. VXUS - Performance Comparison
Returns By Period
In the year-to-date period, ESGEX achieves a 15.14% return, which is significantly higher than VXUS's 6.59% return.
ESGEX
15.14%
-4.82%
4.98%
25.49%
12.37%
N/A
VXUS
6.59%
-4.79%
-1.06%
12.95%
5.51%
4.79%
Key characteristics
| ESGEX | VXUS | |
|---|---|---|
| Sharpe Ratio | 1.91 | 1.11 |
| Sortino Ratio | 2.67 | 1.59 |
| Omega Ratio | 1.33 | 1.20 |
| Calmar Ratio | 1.16 | 1.27 |
| Martin Ratio | 11.74 | 5.84 |
| Ulcer Index | 2.24% | 2.42% |
| Daily Std Dev | 13.78% | 12.72% |
| Max Drawdown | -34.52% | -35.97% |
| Current Drawdown | -5.05% | -6.99% |
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ESGEX vs. VXUS - Expense Ratio Comparison
ESGEX has a 1.25% expense ratio, which is higher than VXUS's 0.07% expense ratio.
Correlation
The correlation between ESGEX and VXUS is 0.82, 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.
Risk-Adjusted Performance
ESGEX vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Reynders McVeigh Core Equity Fund (ESGEX) and Vanguard Total International Stock ETF (VXUS). 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. VXUS - Dividend Comparison
ESGEX's dividend yield for the trailing twelve months is around 0.42%, less than VXUS's 3.00% 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% |
VXUS Vanguard Total International Stock ETF | 3.00% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
ESGEX vs. VXUS - Drawdown Comparison
The maximum ESGEX drawdown since its inception was -34.52%, roughly equal to the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for ESGEX and VXUS. For additional features, visit the drawdowns tool.
Volatility
ESGEX vs. VXUS - Volatility Comparison
The current volatility for Reynders McVeigh Core Equity Fund (ESGEX) is 3.61%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 3.86%. This indicates that ESGEX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.