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VEIGX vs. VESGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEIGX and VESGX is 1.00, 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

VEIGX vs. VESGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global ESG Select Stock Fund Investor Shares (VEIGX) and Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX). 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%JulyAugustSeptemberOctoberNovemberDecember
3.91%
3.96%
VEIGX
VESGX

Key characteristics

Sharpe Ratio

VEIGX:

1.51

VESGX:

1.52

Sortino Ratio

VEIGX:

2.10

VESGX:

2.10

Omega Ratio

VEIGX:

1.27

VESGX:

1.27

Calmar Ratio

VEIGX:

2.67

VESGX:

2.67

Martin Ratio

VEIGX:

8.18

VESGX:

8.26

Ulcer Index

VEIGX:

1.95%

VESGX:

1.95%

Daily Std Dev

VEIGX:

10.55%

VESGX:

10.59%

Max Drawdown

VEIGX:

-30.54%

VESGX:

-30.52%

Current Drawdown

VEIGX:

-4.55%

VESGX:

-4.54%

Returns By Period

The year-to-date returns for both investments are quite close, with VEIGX having a 13.72% return and VESGX slightly higher at 13.81%.


VEIGX

YTD

13.72%

1M

-0.91%

6M

4.11%

1Y

15.17%

5Y*

12.04%

10Y*

N/A

VESGX

YTD

13.81%

1M

-0.92%

6M

4.17%

1Y

15.26%

5Y*

12.16%

10Y*

N/A

Compare stocks, funds, or ETFs

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


VEIGX vs. VESGX - Expense Ratio Comparison

VEIGX has a 0.56% expense ratio, which is higher than VESGX's 0.46% expense ratio.


VEIGX
Vanguard Global ESG Select Stock Fund Investor Shares
Expense ratio chart for VEIGX: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%
Expense ratio chart for VESGX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Risk-Adjusted Performance

VEIGX vs. VESGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global ESG Select Stock Fund Investor Shares (VEIGX) and Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX). 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 VEIGX, currently valued at 1.51, compared to the broader market-1.000.001.002.003.004.001.511.52
The chart of Sortino ratio for VEIGX, currently valued at 2.10, compared to the broader market-2.000.002.004.006.008.0010.002.102.10
The chart of Omega ratio for VEIGX, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.003.501.271.27
The chart of Calmar ratio for VEIGX, currently valued at 2.67, compared to the broader market0.002.004.006.008.0010.0012.0014.002.672.67
The chart of Martin ratio for VEIGX, currently valued at 8.18, compared to the broader market0.0020.0040.0060.008.188.26
VEIGX
VESGX

The current VEIGX Sharpe Ratio is 1.51, which is comparable to the VESGX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of VEIGX and VESGX, 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 Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.51
1.52
VEIGX
VESGX

Dividends

VEIGX vs. VESGX - Dividend Comparison

VEIGX's dividend yield for the trailing twelve months is around 0.14%, less than VESGX's 0.16% yield.


TTM20232022202120202019
VEIGX
Vanguard Global ESG Select Stock Fund Investor Shares
0.14%1.72%1.69%1.22%0.86%0.74%
VESGX
Vanguard Global ESG Select Stock Fund Admiral Shares
0.16%1.81%1.81%1.31%0.93%0.78%

Drawdowns

VEIGX vs. VESGX - Drawdown Comparison

The maximum VEIGX drawdown since its inception was -30.54%, roughly equal to the maximum VESGX drawdown of -30.52%. Use the drawdown chart below to compare losses from any high point for VEIGX and VESGX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.55%
-4.54%
VEIGX
VESGX

Volatility

VEIGX vs. VESGX - Volatility Comparison

Vanguard Global ESG Select Stock Fund Investor Shares (VEIGX) and Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) have volatilities of 3.33% and 3.33%, 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%2.50%3.00%3.50%4.00%4.50%JulyAugustSeptemberOctoberNovemberDecember
3.33%
3.33%
VEIGX
VESGX
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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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