TRI vs. VGK
TRI (Thomson Reuters Corp) is a stock, while VGK (Vanguard FTSE Europe ETF) is Europe Equities fund tracking the FTSE Developed Europe All Cap Index. Over the past 10 years, TRI returned 11.46%/yr vs 10.03%/yr for VGK. Their 0.50 correlation means their historical movements had little consistent relationship.
Performance
TRI vs. VGK - Performance Comparison
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Returns By Period
In the year-to-date period, TRI achieves a -24.48% return, which is significantly lower than VGK's 10.34% return. Over the past 10 years, TRI has outperformed VGK with an annualized return of 11.46%, while VGK has yielded a comparatively lower 10.03% annualized return.
TRI
- 1D
- -0.71%
- 1M
- 10.00%
- 6M
- -9.97%
- YTD
- -24.48%
- 1Y
- -50.08%
- 3Y*
- -8.61%
- 5Y*
- 0.12%
- 10Y*
- 11.46%
- ALL TIME*
- 7.84%
VGK
- 1D
- -0.44%
- 1M
- 1.39%
- 6M
- 5.43%
- YTD
- 10.34%
- 1Y
- 24.06%
- 3Y*
- 16.62%
- 5Y*
- 9.31%
- 10Y*
- 10.03%
- ALL TIME*
- 6.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $223.40M | $210.33M | $189.87M | |
| $214.81M | $182.15M | $234.17M |
TRI vs. VGK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRI Thomson Reuters Corp | -24.48% | -16.57% | 11.14% | 30.31% | -3.01% | 49.18% | 16.71% | 51.59% | 14.56% | 2.68% |
VGK Vanguard FTSE Europe ETF | 10.34% | 35.83% | 1.88% | 20.19% | -15.98% | 16.89% | 5.43% | 24.85% | -14.89% | 26.98% |
Correlation
The correlation between TRI and VGK is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2005 | 0.50 |
Over the past year, the correlation between TRI and VGK has dropped to 0.02 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
TRI vs. VGK — Risk / Return Rank
TRI
VGK
TRI vs. VGK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thomson Reuters Corp (TRI) 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.
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.
| TRI | VGK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.56 | ||
| Sortino ratioReturn per unit of downside risk | -3.86 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.26 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 1.95 | -2.76 |
| Martin ratioReturn relative to average drawdown | -1.15 | 7.41 | -8.56 |
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Drawdowns
TRI vs. VGK - Drawdown Comparison
The maximum TRI drawdown since its inception was -63.45%, roughly equal to the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for TRI and VGK.
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Drawdown Indicators
| TRI | VGK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.45% | -63.61% | +0.16% |
Max Drawdown (1Y)Largest decline over 1 year | -61.58% | -12.09% | -49.49% |
Max Drawdown (3Y)Largest decline over 3 years | -63.45% | -14.31% | -49.14% |
Max Drawdown (5Y)Largest decline over 5 years | -63.45% | -32.74% | -30.71% |
Max Drawdown (10Y)Largest decline over 10 years | -63.45% | -37.24% | -26.21% |
Current DrawdownCurrent decline from peak | -53.14% | -0.44% | -52.70% |
Average DrawdownAverage peak-to-trough decline | -11.83% | -13.25% | +1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.50% | 3.17% | +40.33% |
Volatility
TRI vs. VGK - Volatility Comparison
Thomson Reuters Corp (TRI) has a higher volatility of 18.59% compared to Vanguard FTSE Europe ETF (VGK) at 4.44%. This indicates that TRI's price experiences larger fluctuations and is considered to be riskier than VGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRI | VGK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.59% | 4.44% | +14.15% |
Volatility (6M)Calculated over the trailing 6-month period | 42.02% | 13.76% | +28.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.60% | 15.90% | +30.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.50% | 17.97% | +9.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.38% | 18.49% | +5.89% |
Dividends
TRI vs. VGK - Dividend Comparison
TRI's dividend yield for the trailing twelve months is around 4.04%, more than VGK's 2.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRI Thomson Reuters Corp | 4.04% | 1.80% | 1.35% | 4.68% | 1.56% | 1.76% | 1.86% | 2.01% | 2.87% | 3.17% | 3.11% | 3.54% |
VGK Vanguard FTSE Europe ETF | 2.83% | 2.86% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% |
Frequently Asked Questions
TRI and VGK have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRI has higher volatility (18.59%) compared to VGK (4.44%). In terms of maximum drawdown, TRI dropped -63.45% vs VGK's -63.61%.
VGK currently has the higher Sharpe Ratio (1.48 vs -1.08), 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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