IE00BFPM9N11.EUFUND vs. NAESX
IE00BFPM9N11.EUFUND (Vanguard Global Stock Index Fund Institutional Plus EUR Acc) and NAESX (Vanguard Small Cap Index Fund) are both mutual funds - IE00BFPM9N11.EUFUND is a Global Equities fund managed by Vanguard, while NAESX is a Small Cap Blend Equities fund managed by Vanguard. Over the past 10 years, IE00BFPM9N11.EUFUND returned 12.73%/yr vs 10.93%/yr for NAESX. Their correlation of 0.81 suggests significant overlap in exposure. IE00BFPM9N11.EUFUND charges 0.11%/yr vs 0.17%/yr for NAESX.
Performance
IE00BFPM9N11.EUFUND vs. NAESX - Performance Comparison
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Different Trading Currencies
IE00BFPM9N11.EUFUND is traded in EUR, while NAESX is traded in USD. To make them comparable, the NAESX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IE00BFPM9N11.EUFUND achieves a 11.37% return, which is significantly lower than NAESX's 15.55% return. Over the past 10 years, IE00BFPM9N11.EUFUND has outperformed NAESX with an annualized return of 12.73%, while NAESX has yielded a comparatively lower 10.93% annualized return.
IE00BFPM9N11.EUFUND
- 1D
- -0.37%
- 1M
- 4.66%
- YTD
- 11.37%
- 6M
- 11.06%
- 1Y
- 23.74%
- 3Y*
- 17.53%
- 5Y*
- 12.74%
- 10Y*
- 12.73%
NAESX
- 1D
- -0.40%
- 1M
- 3.16%
- YTD
- 15.55%
- 6M
- 13.94%
- 1Y
- 26.75%
- 3Y*
- 13.83%
- 5Y*
- 8.00%
- 10Y*
- 10.93%
IE00BFPM9N11.EUFUND vs. NAESX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IE00BFPM9N11.EUFUND Vanguard Global Stock Index Fund Institutional Plus EUR Acc | 11.37% | 6.73% | 26.59% | 19.63% | -12.79% | 31.07% | 6.32% | 30.03% | -4.16% | 7.47% |
NAESX Vanguard Small Cap Index Fund | 15.55% | -4.19% | 20.27% | 15.78% | -12.61% | 26.39% | 9.12% | 30.09% | -5.19% | 1.83% |
Correlation
The correlation between IE00BFPM9N11.EUFUND and NAESX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2013 | 0.81 |
The correlation between IE00BFPM9N11.EUFUND and NAESX has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.
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Return for Risk
IE00BFPM9N11.EUFUND vs. NAESX — Risk / Return Rank
IE00BFPM9N11.EUFUND
NAESX
IE00BFPM9N11.EUFUND vs. NAESX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND) and Vanguard Small Cap Index Fund (NAESX). 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.
| IE00BFPM9N11.EUFUND | NAESX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.29 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 3.88 | -0.37 |
| Martin ratioReturn relative to average drawdown | 14.67 | 12.37 | +2.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IE00BFPM9N11.EUFUND | NAESX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.29 | 1.65 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.40 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.50 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.44 | +0.37 |
Drawdowns
IE00BFPM9N11.EUFUND vs. NAESX - Drawdown Comparison
The maximum IE00BFPM9N11.EUFUND drawdown since its inception was -33.75%, smaller than the maximum NAESX drawdown of -54.48%. Use the drawdown chart below to compare losses from any high point for IE00BFPM9N11.EUFUND and NAESX.
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Drawdown Indicators
| IE00BFPM9N11.EUFUND | NAESX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.75% | -54.48% | +20.73% |
Max Drawdown (1Y)Largest decline over 1 year | -6.59% | -6.77% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -20.29% | -28.87% | +8.58% |
Max Drawdown (5Y)Largest decline over 5 years | -20.29% | -28.87% | +8.58% |
Max Drawdown (10Y)Largest decline over 10 years | -33.75% | -41.62% | +7.87% |
Current DrawdownCurrent decline from peak | -0.37% | -0.40% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -9.40% | +5.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 2.12% | -0.55% |
Volatility
IE00BFPM9N11.EUFUND vs. NAESX - Volatility Comparison
The current volatility for Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND) is 2.24%, while Vanguard Small Cap Index Fund (NAESX) has a volatility of 3.78%. This indicates that IE00BFPM9N11.EUFUND experiences smaller price fluctuations and is considered to be less risky than NAESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IE00BFPM9N11.EUFUND | NAESX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.24% | 3.78% | -1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 7.43% | 11.22% | -3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.12% | 16.05% | -5.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.92% | 20.13% | -6.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.12% | 21.80% | -6.68% |
IE00BFPM9N11.EUFUND vs. NAESX - Expense Ratio Comparison
IE00BFPM9N11.EUFUND has a 0.11% expense ratio, which is lower than NAESX's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IE00BFPM9N11.EUFUND vs. NAESX - Dividend Comparison
IE00BFPM9N11.EUFUND has not paid dividends to shareholders, while NAESX's dividend yield for the trailing twelve months is around 1.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IE00BFPM9N11.EUFUND Vanguard Global Stock Index Fund Institutional Plus EUR Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NAESX Vanguard Small Cap Index Fund | 1.08% | 1.22% | 1.19% | 1.43% | 1.41% | 1.12% | 1.05% | 1.27% | 1.53% | 1.24% | 1.39% | 1.35% |
Frequently Asked Questions
IE00BFPM9N11.EUFUND and NAESX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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