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VEA vs. VXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEA and VXUS is 0.98, 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.


-0.50.00.51.01.0

Performance

VEA vs. VXUS - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-0.74%
0.91%
VEA
VXUS

Key characteristics

Sharpe Ratio

VEA:

0.35

VXUS:

0.57

Sortino Ratio

VEA:

0.56

VXUS:

0.86

Omega Ratio

VEA:

1.07

VXUS:

1.11

Calmar Ratio

VEA:

0.47

VXUS:

0.77

Martin Ratio

VEA:

1.32

VXUS:

2.30

Ulcer Index

VEA:

3.40%

VXUS:

3.14%

Daily Std Dev

VEA:

12.79%

VXUS:

12.67%

Max Drawdown

VEA:

-60.69%

VXUS:

-35.97%

Current Drawdown

VEA:

-8.54%

VXUS:

-7.56%

Returns By Period

In the year-to-date period, VEA achieves a 3.62% return, which is significantly lower than VXUS's 5.93% return. Over the past 10 years, VEA has outperformed VXUS with an annualized return of 5.32%, while VXUS has yielded a comparatively lower 5.00% annualized return.


VEA

YTD

3.62%

1M

-1.50%

6M

-1.40%

1Y

4.47%

5Y*

4.89%

10Y*

5.32%

VXUS

YTD

5.93%

1M

-0.80%

6M

0.30%

1Y

7.23%

5Y*

4.47%

10Y*

5.00%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VEA vs. VXUS - Expense Ratio Comparison

VEA has a 0.05% expense ratio, which is lower than VXUS's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VXUS
Vanguard Total International Stock ETF
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VEA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

VEA vs. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Markets ETF (VEA) and Vanguard Total International Stock ETF (VXUS). 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.


Sharpe ratio
The chart of Sharpe ratio for VEA, currently valued at 0.35, compared to the broader market0.002.004.000.350.57
The chart of Sortino ratio for VEA, currently valued at 0.56, compared to the broader market-2.000.002.004.006.008.0010.000.560.86
The chart of Omega ratio for VEA, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.11
The chart of Calmar ratio for VEA, currently valued at 0.47, compared to the broader market0.005.0010.0015.000.470.77
The chart of Martin ratio for VEA, currently valued at 1.32, compared to the broader market0.0020.0040.0060.0080.00100.001.322.30
VEA
VXUS

The current VEA Sharpe Ratio is 0.35, which is lower than the VXUS Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of VEA and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.35
0.57
VEA
VXUS

Dividends

VEA vs. VXUS - Dividend Comparison

VEA's dividend yield for the trailing twelve months is around 3.34%, which matches VXUS's 3.34% yield.


TTM20232022202120202019201820172016201520142013
VEA
Vanguard FTSE Developed Markets ETF
3.34%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
VXUS
Vanguard Total International Stock ETF
3.34%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%2.70%

Drawdowns

VEA vs. VXUS - Drawdown Comparison

The maximum VEA drawdown since its inception was -60.69%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VEA and VXUS. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.54%
-7.56%
VEA
VXUS

Volatility

VEA vs. VXUS - Volatility Comparison

Vanguard FTSE Developed Markets ETF (VEA) and Vanguard Total International Stock ETF (VXUS) have volatilities of 3.52% and 3.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.52%
3.47%
VEA
VXUS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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