VEA vs. ADM
VEA (Vanguard FTSE Developed Markets ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index, while ADM (Archer-Daniels-Midland Company) is a stock. Over the past 10 years, VEA returned 10.72%/yr vs 9.94%/yr for ADM. At a 0.49 correlation, their price movements are largely independent.
Performance
VEA vs. ADM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VEA achieves a 14.73% return, which is significantly lower than ADM's 41.55% return. Over the past 10 years, VEA has outperformed ADM with an annualized return of 10.72%, while ADM has yielded a comparatively lower 9.94% annualized return.
VEA
- 1D
- 0.34%
- 1M
- 1.30%
- YTD
- 14.73%
- 6M
- 16.65%
- 1Y
- 29.82%
- 3Y*
- 19.03%
- 5Y*
- 9.51%
- 10Y*
- 10.72%
ADM
- 1D
- 1.70%
- 1M
- -2.56%
- YTD
- 41.55%
- 6M
- 35.61%
- 1Y
- 66.67%
- 3Y*
- 6.06%
- 5Y*
- 6.96%
- 10Y*
- 9.94%
VEA vs. ADM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEA Vanguard FTSE Developed Markets ETF | 14.73% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
ADM Archer-Daniels-Midland Company | 41.55% | 18.24% | -27.52% | -20.42% | 39.98% | 37.33% | 12.44% | 17.10% | 5.28% | -9.48% |
Correlation
The correlation between VEA and ADM is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2007 | 0.49 |
Over the past year, the correlation between VEA and ADM has dropped to 0.05 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VEA vs. ADM — Risk / Return Rank
VEA
ADM
VEA vs. ADM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Markets ETF (VEA) and Archer-Daniels-Midland Company (ADM). 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.
| VEA | ADM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.39 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.58 | 5.24 | -2.66 |
| Martin ratioReturn relative to average drawdown | 9.92 | 14.45 | -4.53 |
Loading charts...
Drawdowns
VEA vs. ADM - Drawdown Comparison
The maximum VEA drawdown since its inception was -60.68%, smaller than the maximum ADM drawdown of -68.01%. Use the drawdown chart below to compare losses from any high point for VEA and ADM.
Loading charts...
Drawdown Indicators
| VEA | ADM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.68% | -68.01% | +7.33% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -12.79% | +1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -13.45% | -49.22% | +35.77% |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | -54.14% | +24.43% |
Max Drawdown (10Y)Largest decline over 10 years | -35.73% | -54.14% | +18.41% |
Current DrawdownCurrent decline from peak | -1.06% | -8.23% | +7.17% |
Average DrawdownAverage peak-to-trough decline | -13.28% | -21.59% | +8.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 4.63% | -1.61% |
Volatility
VEA vs. ADM - Volatility Comparison
The current volatility for Vanguard FTSE Developed Markets ETF (VEA) is 6.84%, while Archer-Daniels-Midland Company (ADM) has a volatility of 7.74%. This indicates that VEA experiences smaller price fluctuations and is considered to be less risky than ADM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VEA | ADM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.84% | 7.74% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 14.38% | 19.56% | -5.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.58% | 27.30% | -10.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.72% | 28.26% | -11.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 26.96% | -9.56% |
Dividends
VEA vs. ADM - Dividend Comparison
VEA's dividend yield for the trailing twelve months is around 2.62%, more than ADM's 2.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADM Archer-Daniels-Midland Company | 2.57% | 3.55% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% |
VEA Vanguard FTSE Developed Markets ETF | 2.62% | 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
VEA and ADM have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADM has higher volatility (7.74%) compared to VEA (6.84%). In terms of maximum drawdown, VEA dropped -60.68% vs ADM's -68.01%.
ADM currently has the higher Sharpe Ratio (2.46 vs 1.81), 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.
Find the right allocation for VEA and ADM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer