VEA vs. COST
VEA (Vanguard FTSE Developed Markets ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index, while COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, VEA returned 9.92%/yr vs 20.81%/yr for COST. At a 0.42 correlation, their price movements are largely independent.
Performance
VEA vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, VEA achieves a 11.59% return, which is significantly higher than COST's 8.82% return. Over the past 10 years, VEA has underperformed COST with an annualized return of 9.92%, while COST has yielded a comparatively higher 20.81% annualized return.
VEA
- 1D
- -0.67%
- 1M
- -4.26%
- 6M
- 7.02%
- YTD
- 11.59%
- 1Y
- 25.76%
- 3Y*
- 17.14%
- 5Y*
- 9.55%
- 10Y*
- 9.92%
- ALL TIME*
- 5.03%
COST
- 1D
- -0.54%
- 1M
- -1.64%
- 6M
- -2.61%
- YTD
- 8.82%
- 1Y
- -1.04%
- 3Y*
- 20.42%
- 5Y*
- 18.94%
- 10Y*
- 20.81%
- ALL TIME*
- 16.93%
VEA vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEA Vanguard FTSE Developed Markets ETF | 11.59% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
COST Costco Wholesale Corporation | 8.82% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between VEA and COST is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2007 | 0.42 |
The correlation between VEA and COST shifts across timeframes, from -0.08 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VEA vs. COST — Risk / Return Rank
VEA
COST
VEA vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Markets ETF (VEA) and Costco Wholesale Corporation (COST). 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 | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.57 | ||
| Sortino ratioReturn per unit of downside risk | +2.05 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.01 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | -0.06 | +2.29 |
| Martin ratioReturn relative to average drawdown | 8.35 | -0.14 | +8.49 |
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Drawdowns
VEA vs. COST - Drawdown Comparison
The maximum VEA drawdown since its inception was -60.68%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for VEA and COST.
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Drawdown Indicators
| VEA | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.68% | -53.39% | -7.29% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -16.57% | +4.94% |
Max Drawdown (3Y)Largest decline over 3 years | -13.45% | -20.74% | +7.29% |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | -31.40% | +1.69% |
Max Drawdown (10Y)Largest decline over 10 years | -35.73% | -31.40% | -4.33% |
Current DrawdownCurrent decline from peak | -4.37% | -14.49% | +10.12% |
Average DrawdownAverage peak-to-trough decline | -13.22% | -13.36% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 7.38% | -4.29% |
Volatility
VEA vs. COST - Volatility Comparison
The current volatility for Vanguard FTSE Developed Markets ETF (VEA) is 5.31%, while Costco Wholesale Corporation (COST) has a volatility of 7.25%. This indicates that VEA experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEA | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 7.25% | -1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 15.14% | 14.98% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.09% | 19.74% | -2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 22.90% | -6.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.18% | 22.02% | -4.84% |
Dividends
VEA vs. COST - Dividend Comparison
VEA's dividend yield for the trailing twelve months is around 2.62%, more than COST's 0.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.57% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
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 COST have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (7.25%) compared to VEA (5.31%). In terms of maximum drawdown, VEA dropped -60.68% vs COST's -53.39%.
VEA currently has the higher Sharpe Ratio (1.52 vs -0.05), 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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