VEFA vs. VEA

Last updated Jun 30, 2026

VEFA (VanEck MSCI EAFE Analyst Sentiment ETF) and VEA (Vanguard FTSE Developed Markets ETF) are both Foreign Large Cap Equities funds. Their correlation of 0.95 suggests significant overlap in exposure.

Performance

VEFA vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck MSCI EAFE Analyst Sentiment ETF (VEFA) and Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

VEFA

• 1D: 1.06%
• 1M: 0.16%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VEA

• 1D: 0.51%
• 1M: -0.66%
• YTD: 14.32%
• 6M: 13.86%
• 1Y: 28.40%
• 3Y*: 19.03%
• 5Y*: 9.96%
• 10Y*: 10.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VEFA vs. VEA - Yearly Performance Comparison

	2026 (YTD)
VEFA VanEck MSCI EAFE Analyst Sentiment ETF	11.09%
VEA Vanguard FTSE Developed Markets ETF	9.45%

Correlation

The correlation between VEFA and VEA is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 2, 2026	0.95

Return for Risk

VEFA vs. VEA — Risk / Return Rank

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

VEFA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VEA

VEA Risk / Return Rank: 59
VEA Sharpe Ratio Rank: 59
VEA Sortino Ratio Rank: 57
VEA Omega Ratio Rank: 60
VEA Calmar Ratio Rank: 58
VEA Martin Ratio Rank: 61

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.

VEFA vs. VEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck MSCI EAFE Analyst Sentiment ETF (VEFA) and Vanguard FTSE Developed Markets ETF (VEA). 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.

	VEFA	VEA	Difference
Sharpe ratio: Return per unit of total volatility	—	1.70	—
Sortino ratio: Return per unit of downside risk	—	2.35	—
Omega ratio: Gain probability vs. loss probability	—	1.31	—
Calmar ratio: Return relative to maximum drawdown	—	2.45	—
Martin ratio: Return relative to average drawdown	—	9.40	—

Drawdowns

VEFA vs. VEA - Drawdown Comparison

The maximum VEFA drawdown since its inception was -5.08%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for VEFA and VEA.

Drawdown Indicators

	VEFA	VEA	Difference
Max Drawdown Largest peak-to-trough decline	-5.08%	-60.68%	+55.60%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.63%	—
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	-1.36%	-2.03%	+0.67%
Average Drawdown Average peak-to-trough decline	-1.25%	-13.25%	+12.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.03%	—

Volatility

Volatility by Period

	VEFA	VEA	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.98%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.80%	—
Volatility (1Y) Calculated over the trailing 1-year period	20.47%	16.79%	+3.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.47%	16.77%	+3.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.47%	17.17%	+3.30%

Dividends

VEFA vs. VEA - Dividend Comparison

VEFA has not paid dividends to shareholders, while VEA's dividend yield for the trailing twelve months is around 2.56%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VEA Vanguard FTSE Developed Markets ETF	2.56%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%
VEFA VanEck MSCI EAFE Analyst Sentiment ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VEFA and VEA in my portfolio?

With a correlation of 0.95, VEFA and VEA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF pays a higher dividend yield, VEFA or VEA?

VEA has the higher dividend yield at 2.56%, compared with 0.00% for VEFA.

What is the main difference between VEFA and VEA?

They also come from different issuers: VanEck and Vanguard.