VEA vs. T
VEA (Vanguard FTSE Developed Markets ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index, while T (AT&T Inc.) is a stock. Over the past 10 years, VEA returned 9.92%/yr vs 2.10%/yr for T. At a 0.43 correlation, their price movements are largely independent.
Performance
VEA vs. T - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VEA achieves a 11.59% return, which is significantly higher than T's -7.04% return. Over the past 10 years, VEA has outperformed T with an annualized return of 9.92%, while T has yielded a comparatively lower 2.10% 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%
T
- 1D
- 0.64%
- 1M
- 2.62%
- 6M
- -2.84%
- YTD
- -7.04%
- 1Y
- -13.37%
- 3Y*
- 20.93%
- 5Y*
- 7.13%
- 10Y*
- 2.10%
- ALL TIME*
- 9.35%
VEA vs. T - 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% |
T AT&T Inc. | -7.04% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
Correlation
The correlation between VEA and T is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2007 | 0.43 |
The correlation between VEA and T shifts across timeframes, from -0.12 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.
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. T — Risk / Return Rank
VEA
T
VEA vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Markets ETF (VEA) and AT&T Inc. (T). 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 | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.08 | ||
| Sortino ratioReturn per unit of downside risk | +2.78 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.92 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | -0.46 | +2.69 |
| Martin ratioReturn relative to average drawdown | 8.35 | -1.03 | +9.39 |
Loading charts...
Drawdowns
VEA vs. T - Drawdown Comparison
The maximum VEA drawdown since its inception was -60.68%, smaller than the maximum T drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for VEA and T.
Loading charts...
Drawdown Indicators
| VEA | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.68% | -64.15% | +3.47% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -28.89% | +17.26% |
Max Drawdown (3Y)Largest decline over 3 years | -13.45% | -28.89% | +15.44% |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | -32.01% | +2.30% |
Max Drawdown (10Y)Largest decline over 10 years | -35.73% | -42.35% | +6.62% |
Current DrawdownCurrent decline from peak | -4.37% | -21.57% | +17.20% |
Average DrawdownAverage peak-to-trough decline | -13.22% | -15.74% | +2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 12.94% | -9.85% |
Volatility
VEA vs. T - Volatility Comparison
The current volatility for Vanguard FTSE Developed Markets ETF (VEA) is 5.31%, while AT&T Inc. (T) has a volatility of 9.59%. This indicates that VEA experiences smaller price fluctuations and is considered to be less risky than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VEA | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 9.59% | -4.28% |
Volatility (6M)Calculated over the trailing 6-month period | 15.14% | 19.91% | -4.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.09% | 23.72% | -6.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 24.38% | -7.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.18% | 23.92% | -6.74% |
Dividends
VEA vs. T - Dividend Comparison
VEA's dividend yield for the trailing twelve months is around 2.62%, less than T's 6.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | 6.58% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
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 T have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (9.59%) compared to VEA (5.31%). In terms of maximum drawdown, VEA dropped -60.68% vs T's -64.15%.
VEA currently has the higher Sharpe Ratio (1.52 vs -0.57), 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 T
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