FLG vs. VGK

Last updated Apr 1, 2026

Compare and contrast key facts about Flagstar Financial, Inc. (FLG) and Vanguard FTSE Europe ETF (VGK).

VGK is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe Index. It was launched on Mar 4, 2005.

Performance

FLG vs. VGK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Flagstar Financial, Inc. (FLG) and Vanguard FTSE Europe ETF (VGK). The values are adjusted to include any dividend payments, if applicable.

FLG vs. VGK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FLG Flagstar Financial, Inc.	4.69%	35.39%	-69.13%	26.87%	-24.54%	22.67%	-5.82%	35.38%	-23.24%	-13.88%
VGK Vanguard FTSE Europe ETF	-0.95%	35.83%	1.88%	20.19%	-15.98%	16.89%	5.43%	24.85%	-14.89%	26.98%

Returns By Period

In the year-to-date period, FLG achieves a 4.69% return, which is significantly higher than VGK's -0.95% return. Over the past 10 years, FLG has underperformed VGK with an annualized return of -7.63%, while VGK has yielded a comparatively higher 8.96% annualized return.

FLG

• 1D: 2.33%
• 1M: 3.86%
• YTD: 4.69%
• 6M: 14.21%
• 1Y: 13.70%
• 3Y*: -19.61%
• 5Y*: -15.93%
• 10Y*: -7.63%

VGK

• 1D: 3.21%
• 1M: -8.16%
• YTD: -0.95%
• 6M: 4.76%
• 1Y: 21.14%
• 3Y*: 14.29%
• 5Y*: 8.68%
• 10Y*: 8.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FLG vs. VGK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLG

FLG Risk / Return Rank: 54
FLG Sharpe Ratio Rank: 55
FLG Sortino Ratio Rank: 50
FLG Omega Ratio Rank: 47
FLG Calmar Ratio Rank: 59
FLG Martin Ratio Rank: 57

VGK

VGK Risk / Return Rank: 70
VGK Sharpe Ratio Rank: 72
VGK Sortino Ratio Rank: 72
VGK Omega Ratio Rank: 70
VGK Calmar Ratio Rank: 69
VGK Martin Ratio Rank: 68

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLG vs. VGK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Flagstar Financial, Inc. (FLG) and Vanguard FTSE Europe ETF (VGK). 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.

	FLG	VGK	Difference
Sharpe ratio Return per unit of total volatility	0.40	1.21	-0.81
Sortino ratio Return per unit of downside risk	0.80	1.73	-0.93
Omega ratio Gain probability vs. loss probability	1.10	1.24	-0.15
Calmar ratio Return relative to maximum drawdown	0.80	1.64	-0.84
Martin ratio Return relative to average drawdown	1.64	6.32	-4.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLG vs. VGK - Sharpe Ratio Comparison

The current FLG Sharpe Ratio is 0.40, which is lower than the VGK Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of FLG and VGK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FLG	VGK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.40	1.21	-0.81
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.30	0.49	-0.79
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.18	0.48	-0.65
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.26	-0.01

Correlation

The correlation between FLG and VGK is 0.44, 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.

Dividends

FLG vs. VGK - Dividend Comparison

FLG's dividend yield for the trailing twelve months is around 0.30%, less than VGK's 3.00% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FLG Flagstar Financial, Inc.	0.30%	0.32%	2.14%	6.65%	7.91%	5.57%	6.45%	5.66%	7.23%	5.22%	4.27%	6.13%
VGK Vanguard FTSE Europe ETF	3.00%	2.86%	3.61%	3.15%	3.25%	3.05%	2.11%	3.27%	3.95%	2.70%	3.52%	3.25%

Drawdowns

FLG vs. VGK - Drawdown Comparison

The maximum FLG drawdown since its inception was -80.11%, which is greater than VGK's maximum drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for FLG and VGK.

Drawdown Indicators

	FLG	VGK	Difference
Max Drawdown Largest peak-to-trough decline	-80.11%	-63.61%	-16.50%
Max Drawdown (1Y) Largest decline over 1 year	-17.47%	-12.09%	-5.38%
Max Drawdown (5Y) Largest decline over 5 years	-80.11%	-32.74%	-47.37%
Max Drawdown (10Y) Largest decline over 10 years	-80.11%	-37.24%	-42.87%
Current Drawdown Current decline from peak	-66.75%	-8.48%	-58.27%
Average Drawdown Average peak-to-trough decline	-25.89%	-13.43%	-12.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.46%	3.14%	+5.32%

Volatility

FLG vs. VGK - Volatility Comparison

Flagstar Financial, Inc. (FLG) and Vanguard FTSE Europe ETF (VGK) have volatilities of 7.46% and 7.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLG	VGK	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.46%	7.72%	-0.26%
Volatility (6M) Calculated over the trailing 6-month period	23.62%	10.96%	+12.66%
Volatility (1Y) Calculated over the trailing 1-year period	34.48%	17.62%	+16.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	53.69%	17.72%	+35.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.70%	18.88%	+24.82%