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

Correlation

The correlation between VEIGX and VESGX is 0.88, 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.


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.

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Key characteristics

Sharpe Ratio

VEIGX:

0.40

VESGX:

0.41

Sortino Ratio

VEIGX:

0.70

VESGX:

0.71

Omega Ratio

VEIGX:

1.10

VESGX:

1.10

Calmar Ratio

VEIGX:

0.37

VESGX:

0.38

Martin Ratio

VEIGX:

1.46

VESGX:

1.49

Ulcer Index

VEIGX:

4.55%

VESGX:

4.53%

Daily Std Dev

VEIGX:

15.93%

VESGX:

15.96%

Max Drawdown

VEIGX:

-30.54%

VESGX:

-30.52%

Current Drawdown

VEIGX:

-2.92%

VESGX:

-2.86%

Returns By Period

The year-to-date returns for both investments are quite close, with VEIGX having a 2.76% return and VESGX slightly higher at 2.80%.


VEIGX

YTD

2.76%

1M

10.88%

6M

0.38%

1Y

6.40%

5Y*

15.62%

10Y*

N/A

VESGX

YTD

2.80%

1M

10.88%

6M

0.44%

1Y

6.53%

5Y*

15.74%

10Y*

N/A

*Annualized

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VEIGX vs. VESGX - Expense Ratio Comparison

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


Risk-Adjusted Performance

VEIGX vs. VESGX — Risk-Adjusted Performance Rank

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

VEIGX
The Risk-Adjusted Performance Rank of VEIGX is 4545
Overall Rank
The Sharpe Ratio Rank of VEIGX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of VEIGX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of VEIGX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of VEIGX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of VEIGX is 4646
Martin Ratio Rank

VESGX
The Risk-Adjusted Performance Rank of VESGX is 4545
Overall Rank
The Sharpe Ratio Rank of VESGX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of VESGX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of VESGX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of VESGX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of VESGX is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current VEIGX Sharpe Ratio is 0.40, which is comparable to the VESGX Sharpe Ratio of 0.41. 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.


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Dividends

VEIGX vs. VESGX - Dividend Comparison

VEIGX's dividend yield for the trailing twelve months is around 1.58%, less than VESGX's 1.68% yield.


TTM202420232022202120202019
VEIGX
Vanguard Global ESG Select Stock Fund Investor Shares
1.58%1.68%1.72%1.69%1.22%0.86%0.74%
VESGX
Vanguard Global ESG Select Stock Fund Admiral Shares
1.68%1.78%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.


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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 4.49% and 4.51%, 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.


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