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VEA vs. LINE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEA vs. LINE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Developed Markets ETF (VEA) and Lineage, Inc. (LINE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VEA achieves a 14.73% return, which is significantly lower than LINE's 29.07% 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%

LINE

1D
-0.34%
1M
11.58%
YTD
29.07%
6M
24.54%
1Y
3.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEA vs. LINE - Yearly Performance Comparison


2026 (YTD)20252024
VEA
Vanguard FTSE Developed Markets ETF
14.73%35.16%-2.50%
LINE
Lineage, Inc.
29.07%-37.20%-27.57%

Correlation

The correlation between VEA and LINE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2024

0.45

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Return for Risk

VEA vs. LINE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VEA
VEA Risk / Return Rank: 6262
Overall Rank
VEA Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VEA Sortino Ratio Rank: 6262
Sortino Ratio Rank
VEA Omega Ratio Rank: 6363
Omega Ratio Rank
VEA Calmar Ratio Rank: 5959
Calmar Ratio Rank
VEA Martin Ratio Rank: 6363
Martin Ratio Rank

LINE
LINE Risk / Return Rank: 4343
Overall Rank
LINE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
LINE Sortino Ratio Rank: 4141
Sortino Ratio Rank
LINE Omega Ratio Rank: 4040
Omega Ratio Rank
LINE Calmar Ratio Rank: 4545
Calmar Ratio Rank
LINE Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VEA vs. LINE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Markets ETF (VEA) and Lineage, Inc. (LINE). 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.


VEALINEDifference
Sharpe ratioReturn per unit of total volatility

+1.71

Sortino ratioReturn per unit of downside risk

+2.09

Omega ratioGain probability vs. loss probability

1.33

1.05

+0.28

Calmar ratioReturn relative to maximum drawdown

2.58

0.12

+2.45

Martin ratioReturn relative to average drawdown

9.92

0.23

+9.68

VEA vs. LINE - Sharpe Ratio Comparison

The current VEA Sharpe Ratio is 1.81, which is higher than the LINE Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of VEA and LINE, 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

VEA vs. LINE - Drawdown Comparison

The maximum VEA drawdown since its inception was -60.68%, roughly equal to the maximum LINE drawdown of -61.74%. Use the drawdown chart below to compare losses from any high point for VEA and LINE.


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Drawdown Indicators


VEALINEDifference

Max Drawdown

Largest peak-to-trough decline

-60.68%

-61.74%

+1.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-28.46%

+16.83%

Max Drawdown (3Y)

Largest decline over 3 years

-13.45%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

Current Drawdown

Current decline from peak

-1.06%

-45.65%

+44.59%

Average Drawdown

Average peak-to-trough decline

-13.28%

-40.99%

+27.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

15.15%

-12.13%

Volatility

VEA vs. LINE - Volatility Comparison

The current volatility for Vanguard FTSE Developed Markets ETF (VEA) is 6.84%, while Lineage, Inc. (LINE) has a volatility of 10.80%. This indicates that VEA experiences smaller price fluctuations and is considered to be less risky than LINE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEALINEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.84%

10.80%

-3.96%

Volatility (6M)

Calculated over the trailing 6-month period

14.38%

28.50%

-14.12%

Volatility (1Y)

Calculated over the trailing 1-year period

16.58%

37.90%

-21.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.72%

36.74%

-20.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

36.74%

-19.34%

Dividends

VEA vs. LINE - Dividend Comparison

VEA's dividend yield for the trailing twelve months is around 2.62%, less than LINE's 4.76% yield.


PositionTTM20252024202320222021202020192018201720162015
LINE
Lineage, Inc.
4.76%6.03%1.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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 LINE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LINE has higher volatility (10.80%) compared to VEA (6.84%). In terms of maximum drawdown, VEA dropped -60.68% vs LINE's -61.74%.

VEA currently has the higher Sharpe Ratio (1.81 vs 0.09), 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.

Portfolio Optimizer

Find the right allocation for VEA and LINE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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