MEURX vs. VEURX
MEURX (Franklin Mutual European Fund) and VEURX (Vanguard European Stock Index Fund) are both Europe Equities funds. Over the past 10 years, MEURX returned 10.25%/yr vs 9.85%/yr for VEURX. Their correlation of 0.82 means they have usually moved in the same direction. MEURX charges 1.00%/yr vs 0.25%/yr for VEURX.
Performance
MEURX vs. VEURX - Performance Comparison
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Returns By Period
In the year-to-date period, MEURX achieves a 9.25% return, which is significantly lower than VEURX's 10.34% return. Both investments have delivered pretty close results over the past 10 years, with MEURX having a 10.25% annualized return and VEURX not far behind at 9.85%.
MEURX
- 1D
- -0.64%
- 1M
- 4.81%
- 6M
- 3.38%
- YTD
- 9.25%
- 1Y
- 24.19%
- 3Y*
- 17.88%
- 5Y*
- 13.56%
- 10Y*
- 10.25%
- ALL TIME*
- 9.85%
VEURX
- 1D
- -0.55%
- 1M
- 1.31%
- 6M
- 4.63%
- YTD
- 10.34%
- 1Y
- 23.88%
- 3Y*
- 16.45%
- 5Y*
- 9.15%
- 10Y*
- 9.85%
- ALL TIME*
- 7.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MEURX vs. VEURX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEURX Franklin Mutual European Fund | 9.25% | 39.96% | 3.67% | 16.68% | -0.68% | 16.48% | -6.22% | 22.28% | -11.13% | 10.45% |
VEURX Vanguard European Stock Index Fund | 10.34% | 35.20% | 1.88% | 19.83% | -16.16% | 16.14% | 6.29% | 24.02% | -14.88% | 26.81% |
Correlation
The correlation between MEURX and VEURX is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 1996 | 0.82 |
The correlation between MEURX and VEURX shifts across timeframes, from 0.82 (all time) to 0.94 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MEURX vs. VEURX — Risk / Return Rank
MEURX
VEURX
MEURX vs. VEURX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Mutual European Fund (MEURX) and Vanguard European Stock Index Fund (VEURX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MEURX | VEURX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.27 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 1.97 | +0.17 |
| Martin ratioReturn relative to average drawdown | 6.75 | 7.41 | -0.67 |
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Drawdowns
MEURX vs. VEURX - Drawdown Comparison
The maximum MEURX drawdown since its inception was -43.16%, smaller than the maximum VEURX drawdown of -63.33%. Use the drawdown chart below to compare losses from any high point for MEURX and VEURX.
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Drawdown Indicators
| MEURX | VEURX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.16% | -63.33% | +20.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -11.97% | +0.81% |
Max Drawdown (3Y)Largest decline over 3 years | -15.36% | -13.97% | -1.39% |
Max Drawdown (5Y)Largest decline over 5 years | -20.38% | -32.81% | +12.43% |
Max Drawdown (10Y)Largest decline over 10 years | -41.10% | -37.03% | -4.07% |
Current DrawdownCurrent decline from peak | -0.64% | -0.55% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -7.63% | -12.62% | +4.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 3.18% | +0.35% |
Volatility
MEURX vs. VEURX - Volatility Comparison
Franklin Mutual European Fund (MEURX) and Vanguard European Stock Index Fund (VEURX) have volatilities of 4.11% and 4.19%, 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.
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Volatility by Period
| MEURX | VEURX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 4.19% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 11.62% | 13.32% | -1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.12% | 15.65% | -1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.37% | 17.44% | -2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.05% | 17.76% | -0.71% |
MEURX vs. VEURX - Expense Ratio Comparison
MEURX has a 1.00% expense ratio, which is higher than VEURX's 0.25% expense ratio.
Dividends
MEURX vs. VEURX - Dividend Comparison
MEURX's dividend yield for the trailing twelve months is around 2.83%, more than VEURX's 2.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEURX Franklin Mutual European Fund | 2.83% | 3.09% | 3.06% | 2.25% | 3.31% | 3.52% | 2.36% | 2.71% | 4.07% | 1.31% | 3.70% | 5.72% |
VEURX Vanguard European Stock Index Fund | 2.67% | 2.70% | 3.44% | 3.00% | 3.07% | 2.90% | 1.97% | 3.14% | 3.77% | 2.55% | 3.35% | 3.09% |
Frequently Asked Questions
With a correlation of 0.94, MEURX and VEURX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VEURX has higher volatility (4.19%) compared to MEURX (4.11%). In terms of maximum drawdown, MEURX dropped -43.16% vs VEURX's -63.33%.
MEURX currently has the higher Sharpe Ratio (1.69 vs 1.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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