VEIGX vs. VFTAX

Last updated Aug 4, 2026

VEIGX (Vanguard Global ESG Select Stock Fund Investor Shares) and VFTAX (Vanguard FTSE Social Index Fund Admiral Shares) are both mutual funds - VEIGX is a ESG fund managed by Vanguard, while VFTAX is a Large Cap Blend Equities fund tracking the FTSE US Choice Index. Over the past 5 years, VEIGX returned 11.35%/yr vs 11.86%/yr for VFTAX. Their correlation of 0.85 means they have usually moved in the same direction. VEIGX charges 0.56%/yr vs 0.14%/yr for VFTAX.

Performance

VEIGX vs. VFTAX - 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 FTSE Social Index Fund Admiral Shares (VFTAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VEIGX achieves a 16.18% return, which is significantly higher than VFTAX's 9.26% return.

VEIGX

• 1D: 0.76%
• 1M: 1.95%
• 6M: 11.24%
• YTD: 16.18%
• 1Y: 23.40%
• 3Y*: 16.85%
• 5Y*: 11.35%
• 10Y*: —
• ALL TIME*: 14.52%

VFTAX

• 1D: 0.71%
• 1M: 0.10%
• 6M: 8.40%
• YTD: 9.26%
• 1Y: 20.82%
• 3Y*: 19.59%
• 5Y*: 11.86%
• 10Y*: —
• ALL TIME*: 16.43%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
VEIGX Vanguard Global ESG Select Stock Fund Investor Shares	$0.00	$0.00	$0.00
VFTAX Vanguard FTSE Social Index Fund Admiral Shares	$0.00	$0.00	$0.00

VEIGX vs. VFTAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VEIGX Vanguard Global ESG Select Stock Fund Investor Shares	16.18%	12.19%	16.20%	19.49%	-10.85%	22.19%	19.30%	11.76%
VFTAX Vanguard FTSE Social Index Fund Admiral Shares	9.26%	17.25%	25.97%	31.78%	-24.22%	27.70%	22.63%	14.57%

Correlation

The correlation between VEIGX and VFTAX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.79
Correlation (3Y) Balances recent behavior with more history.	0.79
Correlation (5Y) Shows whether the relationship held over a longer period.	0.83
Correlation (All Time) Calculated using the full available price history since Jun 14, 2019	0.85

The correlation between VEIGX and VFTAX has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.

VEIGX vs. VFTAX - Sectors Allocation Comparison

Sectors	VEIGX	VFTAX
Technology	30.3%	44.7%
Financial Services	20.8%	11.2%
Consumer Cyclical	13.5%	11.4%
Healthcare	8.3%	9.7%
Industrials	7.4%	3.2%
Consumer Defensive	5.5%	3.7%
Real Estate	5.2%	2.0%
Basic Materials	3.7%	1.5%
Communication Services	3.2%	12.4%
Utilities	2.0%	0.1%
Energy	-	0.0%

Return for Risk

VEIGX vs. VFTAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VEIGX

VEIGX Risk / Return Rank: 60
VEIGX Sharpe Ratio Rank: 64
VEIGX Sortino Ratio Rank: 64
VEIGX Omega Ratio Rank: 59
VEIGX Calmar Ratio Rank: 53
VEIGX Martin Ratio Rank: 57

VFTAX

VFTAX Risk / Return Rank: 38
VFTAX Sharpe Ratio Rank: 40
VFTAX Sortino Ratio Rank: 38
VFTAX Omega Ratio Rank: 38
VFTAX Calmar Ratio Rank: 34
VFTAX Martin Ratio Rank: 40

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VEIGX vs. VFTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global ESG Select Stock Fund Investor Shares (VEIGX) and Vanguard FTSE Social Index Fund Admiral Shares (VFTAX). 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.

	VEIGX	VFTAX	Difference
Sharpe ratio: Return per unit of total volatility	1.63	1.28	+0.35
Sortino ratio: Return per unit of downside risk	2.35	1.81	+0.54
Omega ratio: Gain probability vs. loss probability	1.29	1.23	+0.06
Calmar ratio: Return relative to maximum drawdown	2.07	1.58	+0.49
Martin ratio: Return relative to average drawdown	8.00	6.24	+1.76

VEIGX vs. VFTAX - Sharpe Ratio Comparison

The current VEIGX Sharpe Ratio is 1.63, which is comparable to the VFTAX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of VEIGX and VFTAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VEIGX vs. VFTAX - Drawdown Comparison

The maximum VEIGX drawdown since its inception was -30.54%, smaller than the maximum VFTAX drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for VEIGX and VFTAX.

Drawdown Indicators

	VEIGX	VFTAX	Difference
Max Drawdown Largest peak-to-trough decline	-30.54%	-34.20%	+3.66%
Max Drawdown (1Y) Largest decline over 1 year	-10.78%	-11.84%	+1.06%
Max Drawdown (3Y) Largest decline over 3 years	-14.53%	-20.18%	+5.65%
Max Drawdown (5Y) Largest decline over 5 years	-23.77%	-29.12%	+5.35%
Current Drawdown Current decline from peak	0.00%	-2.16%	+2.16%
Average Drawdown Average peak-to-trough decline	-4.04%	-6.19%	+2.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.78%	2.99%	-0.21%

Volatility

VEIGX vs. VFTAX - Volatility Comparison

Vanguard Global ESG Select Stock Fund Investor Shares (VEIGX) and Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) have volatilities of 3.99% and 4.15%, 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.

Volatility by Period

	VEIGX	VFTAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.99%	4.15%	-0.16%
Volatility (6M) Calculated over the trailing 6-month period	11.26%	11.64%	-0.38%
Volatility (1Y) Calculated over the trailing 1-year period	13.68%	14.57%	-0.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.75%	18.54%	-3.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.27%	20.70%	-3.43%

VEIGX vs. VFTAX - Expense Ratio Comparison

VEIGX has a 0.56% expense ratio, which is higher than VFTAX's 0.14% expense ratio.

Dividends

VEIGX vs. VFTAX - Dividend Comparison

VEIGX's dividend yield for the trailing twelve months is around 3.68%, more than VFTAX's 0.83% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
VEIGX Vanguard Global ESG Select Stock Fund Investor Shares	3.68%	4.54%	4.87%	1.72%	2.11%	2.63%	0.99%	0.77%
VFTAX Vanguard FTSE Social Index Fund Admiral Shares	0.83%	0.85%	0.99%	1.10%	1.34%	0.94%	1.21%	1.43%

Frequently Asked Questions

Can I hold both VEIGX and VFTAX in my portfolio?

VEIGX and VFTAX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VEIGX or VFTAX?

VFTAX has higher volatility (4.15%) compared to VEIGX (3.99%). In terms of maximum drawdown, VEIGX dropped -30.54% vs VFTAX's -34.20%.

Which has better risk-adjusted returns?

VEIGX currently has the higher Sharpe Ratio (1.63 vs 1.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.