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IGGY vs. VEA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGGY vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB International Growth ETF (IGGY) and Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGGY achieves a -4.56% return, which is significantly lower than VEA's 10.91% return.


IGGY

1D
-4.02%
1M
-3.32%
YTD
-4.56%
6M
-4.75%
1Y
3Y*
5Y*
10Y*

VEA

1D
-3.72%
1M
-2.40%
YTD
10.91%
6M
13.57%
1Y
27.20%
3Y*
18.26%
5Y*
8.83%
10Y*
9.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGGY vs. VEA - Yearly Performance Comparison


2026 (YTD)2025
IGGY
AB International Growth ETF
-4.56%-3.42%
VEA
Vanguard FTSE Developed Markets ETF
10.91%6.35%

Correlation

The correlation between IGGY and VEA is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 18, 2025

0.86

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Return for Risk

IGGY vs. VEA — Risk / Return Rank

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

IGGY

VEA
VEA Risk / Return Rank: 5050
Overall Rank
VEA Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VEA Sortino Ratio Rank: 4848
Sortino Ratio Rank
VEA Omega Ratio Rank: 5151
Omega Ratio Rank
VEA Calmar Ratio Rank: 4848
Calmar Ratio Rank
VEA Martin Ratio Rank: 5454
Martin Ratio Rank
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.

IGGY vs. VEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB International Growth ETF (IGGY) and Vanguard FTSE Developed Markets ETF (VEA). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IGGY vs. VEA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IGGYVEADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.54

0.24

-0.78

Drawdowns

IGGY vs. VEA - Drawdown Comparison

The maximum IGGY drawdown since its inception was -19.69%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for IGGY and VEA.


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Drawdown Indicators


IGGYVEADifference

Max Drawdown

Largest peak-to-trough decline

-19.69%

-60.68%

+40.99%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

Max Drawdown (3Y)

Largest decline over 3 years

-13.45%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

Current Drawdown

Current decline from peak

-10.51%

-4.36%

-6.15%

Average Drawdown

Average peak-to-trough decline

-7.35%

-13.29%

+5.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

Volatility

IGGY vs. VEA - Volatility Comparison


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Volatility by Period


IGGYVEADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.17%

Volatility (6M)

Calculated over the trailing 6-month period

13.88%

Volatility (1Y)

Calculated over the trailing 1-year period

19.94%

16.09%

+3.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.94%

16.62%

+3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.94%

17.39%

+2.55%

IGGY vs. VEA - Expense Ratio Comparison

IGGY has a 0.55% expense ratio, which is higher than VEA's 0.03% expense ratio.


Dividends

IGGY vs. VEA - Dividend Comparison

IGGY has not paid dividends to shareholders, while VEA's dividend yield for the trailing twelve months is around 2.71%.


PositionTTM20252024202320222021202020192018201720162015
IGGY
AB International Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
2.71%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%

Frequently Asked Questions


IGGY and VEA have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEA is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEA is cheaper with a 0.03% expense ratio, compared with 0.55% for IGGY.

VEA has the higher dividend yield at 2.71%, compared with 0.00% for IGGY.

They also come from different issuers: AllianceBernstein and Vanguard. Their fees differ too: 0.55% for IGGY and 0.03% for VEA.

Portfolio Optimizer

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