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VAIGX vs. VEUSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VAIGX vs. VEUSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Advice Select International Growth Fund (VAIGX) and Vanguard European Stock Index Fund Admiral Shares (VEUSX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.87%
-4.81%
VAIGX
VEUSX

Returns By Period

In the year-to-date period, VAIGX achieves a 21.74% return, which is significantly higher than VEUSX's 2.59% return.


VAIGX

YTD

21.74%

1M

-2.32%

6M

6.27%

1Y

27.38%

5Y (annualized)

N/A

10Y (annualized)

N/A

VEUSX

YTD

2.59%

1M

-6.07%

6M

-5.24%

1Y

9.41%

5Y (annualized)

6.08%

10Y (annualized)

4.91%

Key characteristics


VAIGXVEUSX
Sharpe Ratio1.270.70
Sortino Ratio1.861.04
Omega Ratio1.231.12
Calmar Ratio0.680.91
Martin Ratio7.953.01
Ulcer Index3.27%2.97%
Daily Std Dev20.41%12.72%
Max Drawdown-53.24%-63.28%
Current Drawdown-20.62%-9.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VAIGX vs. VEUSX - Expense Ratio Comparison

VAIGX has a 0.42% expense ratio, which is higher than VEUSX's 0.10% expense ratio.


VAIGX
Vanguard Advice Select International Growth Fund
Expense ratio chart for VAIGX: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for VEUSX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Correlation

-0.50.00.51.00.8

The correlation between VAIGX and VEUSX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

VAIGX vs. VEUSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Advice Select International Growth Fund (VAIGX) and Vanguard European Stock Index Fund Admiral Shares (VEUSX). 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.


Sharpe ratio
The chart of Sharpe ratio for VAIGX, currently valued at 1.27, compared to the broader market-1.000.001.002.003.004.005.001.270.70
The chart of Sortino ratio for VAIGX, currently valued at 1.86, compared to the broader market0.005.0010.001.861.04
The chart of Omega ratio for VAIGX, currently valued at 1.23, compared to the broader market1.002.003.004.001.231.12
The chart of Calmar ratio for VAIGX, currently valued at 0.68, compared to the broader market0.005.0010.0015.0020.0025.000.680.91
The chart of Martin ratio for VAIGX, currently valued at 7.95, compared to the broader market0.0020.0040.0060.0080.00100.007.953.01
VAIGX
VEUSX

The current VAIGX Sharpe Ratio is 1.27, which is higher than the VEUSX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of VAIGX and VEUSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.27
0.70
VAIGX
VEUSX

Dividends

VAIGX vs. VEUSX - Dividend Comparison

VAIGX's dividend yield for the trailing twelve months is around 0.11%, less than VEUSX's 3.12% yield.


TTM20232022202120202019201820172016201520142013
VAIGX
Vanguard Advice Select International Growth Fund
0.11%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEUSX
Vanguard European Stock Index Fund Admiral Shares
3.12%3.13%3.23%3.02%2.08%3.26%3.92%2.70%3.52%3.24%4.62%2.78%

Drawdowns

VAIGX vs. VEUSX - Drawdown Comparison

The maximum VAIGX drawdown since its inception was -53.24%, smaller than the maximum VEUSX drawdown of -63.28%. Use the drawdown chart below to compare losses from any high point for VAIGX and VEUSX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-20.62%
-9.86%
VAIGX
VEUSX

Volatility

VAIGX vs. VEUSX - Volatility Comparison

Vanguard Advice Select International Growth Fund (VAIGX) and Vanguard European Stock Index Fund Admiral Shares (VEUSX) have volatilities of 4.01% and 4.07%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
4.01%
4.07%
VAIGX
VEUSX