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

Correlation

The correlation between VEIGX and VIAAX is 0.77, 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. VIAAX - 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 International Dividend Appreciation Index Fund Admiral Shares (VIAAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VEIGX:

0.40

VIAAX:

0.67

Sortino Ratio

VEIGX:

0.76

VIAAX:

1.09

Omega Ratio

VEIGX:

1.11

VIAAX:

1.15

Calmar Ratio

VEIGX:

0.41

VIAAX:

0.75

Martin Ratio

VEIGX:

1.61

VIAAX:

2.08

Ulcer Index

VEIGX:

4.55%

VIAAX:

5.18%

Daily Std Dev

VEIGX:

16.03%

VIAAX:

15.00%

Max Drawdown

VEIGX:

-30.54%

VIAAX:

-32.73%

Current Drawdown

VEIGX:

-3.02%

VIAAX:

-1.51%

Returns By Period

In the year-to-date period, VEIGX achieves a 2.65% return, which is significantly lower than VIAAX's 9.41% return.


VEIGX

YTD

2.65%

1M

10.76%

6M

-0.71%

1Y

6.29%

5Y*

15.64%

10Y*

N/A

VIAAX

YTD

9.41%

1M

7.86%

6M

4.06%

1Y

9.92%

5Y*

9.16%

10Y*

N/A

*Annualized

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VEIGX vs. VIAAX - Expense Ratio Comparison

VEIGX has a 0.56% expense ratio, which is higher than VIAAX's 0.16% expense ratio.


Risk-Adjusted Performance

VEIGX vs. VIAAX — 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 4747
Overall Rank
The Sharpe Ratio Rank of VEIGX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of VEIGX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of VEIGX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of VEIGX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of VEIGX is 4949
Martin Ratio Rank

VIAAX
The Risk-Adjusted Performance Rank of VIAAX is 6565
Overall Rank
The Sharpe Ratio Rank of VIAAX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VIAAX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VIAAX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VIAAX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VIAAX is 5757
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. VIAAX - 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 International Dividend Appreciation Index Fund Admiral Shares (VIAAX). 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 lower than the VIAAX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of VEIGX and VIAAX, 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. VIAAX - Dividend Comparison

VEIGX's dividend yield for the trailing twelve months is around 1.58%, less than VIAAX's 1.87% yield.


TTM202420232022202120202019201820172016
VEIGX
Vanguard Global ESG Select Stock Fund Investor Shares
1.58%1.68%1.72%1.69%1.22%0.86%0.74%0.00%0.00%0.00%
VIAAX
Vanguard International Dividend Appreciation Index Fund Admiral Shares
1.87%1.92%1.92%2.05%0.94%1.28%1.83%1.99%1.69%1.06%

Drawdowns

VEIGX vs. VIAAX - Drawdown Comparison

The maximum VEIGX drawdown since its inception was -30.54%, smaller than the maximum VIAAX drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for VEIGX and VIAAX. For additional features, visit the drawdowns tool.


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Volatility

VEIGX vs. VIAAX - Volatility Comparison

Vanguard Global ESG Select Stock Fund Investor Shares (VEIGX) has a higher volatility of 4.99% compared to Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) at 3.88%. This indicates that VEIGX's price experiences larger fluctuations and is considered to be riskier than VIAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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