PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VEIGX vs. VIGI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEIGX and VIGI is 0.89, 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.


-0.50.00.51.00.9

Performance

VEIGX vs. VIGI - 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 ETF (VIGI). 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%AugustSeptemberOctoberNovemberDecember2025
2.98%
-3.25%
VEIGX
VIGI

Key characteristics

Sharpe Ratio

VEIGX:

1.50

VIGI:

0.43

Sortino Ratio

VEIGX:

2.04

VIGI:

0.67

Omega Ratio

VEIGX:

1.27

VIGI:

1.08

Calmar Ratio

VEIGX:

2.32

VIGI:

0.45

Martin Ratio

VEIGX:

6.62

VIGI:

1.21

Ulcer Index

VEIGX:

2.40%

VIGI:

4.05%

Daily Std Dev

VEIGX:

10.62%

VIGI:

11.42%

Max Drawdown

VEIGX:

-30.54%

VIGI:

-31.01%

Current Drawdown

VEIGX:

-4.32%

VIGI:

-9.48%

Returns By Period

In the year-to-date period, VEIGX achieves a 1.28% return, which is significantly higher than VIGI's 0.26% return.


VEIGX

YTD

1.28%

1M

0.24%

6M

2.97%

1Y

15.13%

5Y*

11.15%

10Y*

N/A

VIGI

YTD

0.26%

1M

-0.20%

6M

-3.25%

1Y

4.42%

5Y*

4.59%

10Y*

N/A

*Annualized

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. VIGI - Expense Ratio Comparison

VEIGX has a 0.56% expense ratio, which is higher than VIGI's 0.15% 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 VIGI: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

VEIGX vs. VIGI — 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 7373
Overall Rank
The Sharpe Ratio Rank of VEIGX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VEIGX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VEIGX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VEIGX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VEIGX is 6868
Martin Ratio Rank

VIGI
The Risk-Adjusted Performance Rank of VIGI is 1717
Overall Rank
The Sharpe Ratio Rank of VIGI is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGI is 1515
Sortino Ratio Rank
The Omega Ratio Rank of VIGI is 1515
Omega Ratio Rank
The Calmar Ratio Rank of VIGI is 2424
Calmar Ratio Rank
The Martin Ratio Rank of VIGI is 1515
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. VIGI - 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 ETF (VIGI). 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 1.50, compared to the broader market-1.000.001.002.003.004.001.500.43
The chart of Sortino ratio for VEIGX, currently valued at 2.04, compared to the broader market0.005.0010.002.040.67
The chart of Omega ratio for VEIGX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.08
The chart of Calmar ratio for VEIGX, currently valued at 2.32, compared to the broader market0.005.0010.0015.0020.002.320.45
The chart of Martin ratio for VEIGX, currently valued at 6.62, compared to the broader market0.0020.0040.0060.0080.006.621.21
VEIGX
VIGI

The current VEIGX Sharpe Ratio is 1.50, which is higher than the VIGI Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of VEIGX and VIGI, 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 Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.50
0.43
VEIGX
VIGI

Dividends

VEIGX vs. VIGI - Dividend Comparison

VEIGX's dividend yield for the trailing twelve months is around 1.66%, less than VIGI's 1.93% yield.


TTM202420232022202120202019201820172016
VEIGX
Vanguard Global ESG Select Stock Fund Investor Shares
1.66%1.68%1.72%1.69%1.22%0.86%0.74%0.00%0.00%0.00%
VIGI
Vanguard International Dividend Appreciation ETF
1.93%1.93%1.92%2.06%7.02%1.29%2.50%1.99%1.75%0.98%

Drawdowns

VEIGX vs. VIGI - Drawdown Comparison

The maximum VEIGX drawdown since its inception was -30.54%, roughly equal to the maximum VIGI drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for VEIGX and VIGI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.32%
-9.48%
VEIGX
VIGI

Volatility

VEIGX vs. VIGI - Volatility Comparison

Vanguard Global ESG Select Stock Fund Investor Shares (VEIGX) has a higher volatility of 4.17% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 3.50%. This indicates that VEIGX's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
4.17%
3.50%
VEIGX
VIGI
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab