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TRI vs. VGK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRI vs. VGK - Performance Comparison

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

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

Liquidity Comparison


PositionAvg. 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)202520242023202220212020201920182017
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

Compare historical risk-adjusted metric ranks over the past 12 months.

TRI
TRI Risk / Return Rank: 99
Overall Rank
TRI Sharpe Ratio Rank: 33
Sharpe Ratio Rank
TRI Sortino Ratio Rank: 55
Sortino Ratio Rank
TRI Omega Ratio Rank: 55
Omega Ratio Rank
TRI Calmar Ratio Rank: 1212
Calmar Ratio Rank
TRI Martin Ratio Rank: 1717
Martin Ratio Rank

VGK
VGK Risk / Return Rank: 6262
Overall Rank
VGK Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VGK Sortino Ratio Rank: 6666
Sortino Ratio Rank
VGK Omega Ratio Rank: 6161
Omega Ratio Rank
VGK Calmar Ratio Rank: 5555
Calmar Ratio Rank
VGK Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


TRIVGKDifference
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

TRI vs. VGK - Sharpe Ratio Comparison

The current TRI Sharpe Ratio is -1.08, which is lower than the VGK Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of TRI and VGK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


TRIVGKDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-53.14%

-0.44%

-52.70%

Average Drawdown

Average peak-to-trough decline

-11.83%

-13.25%

+1.42%

Ulcer Index

Depth 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


TRIVGKDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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