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VEA vs. VIDI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEA vs. VIDI - Performance Comparison

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

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VEA vs. VIDI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEA
Vanguard FTSE Developed Markets ETF
4.45%35.16%3.15%17.93%-15.34%11.66%9.71%22.62%-14.75%26.42%
VIDI
Vident International Equity Fund
8.20%41.83%6.03%18.92%-13.83%11.93%1.18%15.84%-17.65%33.56%

Returns By Period

In the year-to-date period, VEA achieves a 4.45% return, which is significantly lower than VIDI's 8.20% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: VEA at 9.55% and VIDI at 9.55%.


VEA

1D
1.65%
1M
-5.45%
YTD
4.45%
6M
9.91%
1Y
31.74%
3Y*
16.71%
5Y*
8.93%
10Y*
9.55%

VIDI

1D
0.80%
1M
-4.59%
YTD
8.20%
6M
15.18%
1Y
45.72%
3Y*
22.22%
5Y*
10.90%
10Y*
9.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEA vs. VIDI - Expense Ratio Comparison

VEA has a 0.03% expense ratio, which is lower than VIDI's 0.59% expense ratio.


Return for Risk

VEA vs. VIDI — Risk / Return Rank

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

VEA
VEA Risk / Return Rank: 8787
Overall Rank
VEA Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VEA Sortino Ratio Rank: 8888
Sortino Ratio Rank
VEA Omega Ratio Rank: 8787
Omega Ratio Rank
VEA Calmar Ratio Rank: 8787
Calmar Ratio Rank
VEA Martin Ratio Rank: 8787
Martin Ratio Rank

VIDI
VIDI Risk / Return Rank: 9595
Overall Rank
VIDI Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VIDI Sortino Ratio Rank: 9696
Sortino Ratio Rank
VIDI Omega Ratio Rank: 9696
Omega Ratio Rank
VIDI Calmar Ratio Rank: 9393
Calmar Ratio Rank
VIDI Martin Ratio Rank: 9595
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. VIDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Markets ETF (VEA) and Vident International Equity Fund (VIDI). 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.


VEAVIDIDifference

Sharpe ratio

Return per unit of total volatility

1.81

2.67

-0.86

Sortino ratio

Return per unit of downside risk

2.46

3.39

-0.93

Omega ratio

Gain probability vs. loss probability

1.36

1.54

-0.17

Calmar ratio

Return relative to maximum drawdown

2.77

3.73

-0.96

Martin ratio

Return relative to average drawdown

10.77

16.32

-5.55

VEA vs. VIDI - Sharpe Ratio Comparison

The current VEA Sharpe Ratio is 1.81, which is lower than the VIDI Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of VEA and VIDI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VEAVIDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

2.67

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.69

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.53

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.38

-0.15

Correlation

The correlation between VEA and VIDI is 0.89, 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.


Dividends

VEA vs. VIDI - Dividend Comparison

VEA's dividend yield for the trailing twelve months is around 2.88%, less than VIDI's 4.10% yield.


TTM20252024202320222021202020192018201720162015
VEA
Vanguard FTSE Developed Markets ETF
2.88%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%
VIDI
Vident International Equity Fund
4.10%4.26%4.93%4.14%5.85%4.62%2.51%3.35%2.80%2.21%1.92%2.25%

Drawdowns

VEA vs. VIDI - Drawdown Comparison

The maximum VEA drawdown since its inception was -60.68%, which is greater than VIDI's maximum drawdown of -48.39%. Use the drawdown chart below to compare losses from any high point for VEA and VIDI.


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Drawdown Indicators


VEAVIDIDifference

Max Drawdown

Largest peak-to-trough decline

-60.68%

-48.39%

-12.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-12.48%

+0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

-30.00%

+0.29%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

-48.39%

+12.66%

Current Drawdown

Current decline from peak

-7.20%

-6.20%

-1.00%

Average Drawdown

Average peak-to-trough decline

-13.39%

-10.51%

-2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

2.85%

+0.14%

Volatility

VEA vs. VIDI - Volatility Comparison

Vanguard FTSE Developed Markets ETF (VEA) has a higher volatility of 7.92% compared to Vident International Equity Fund (VIDI) at 7.06%. This indicates that VEA's price experiences larger fluctuations and is considered to be riskier than VIDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEAVIDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.92%

7.06%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

11.68%

11.16%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

17.67%

17.24%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

15.83%

+0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

17.99%

-0.73%