VEIGX vs. VTI

Last updated Jun 3, 2026

VEIGX (Vanguard Global ESG Select Stock Fund Investor Shares) and VTI (Vanguard Total Stock Market ETF) are both funds - VEIGX is a ESG fund managed by Vanguard, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 5 years, VEIGX returned 10.37%/yr vs 13.05%/yr for VTI. Their correlation of 0.88 suggests significant overlap in exposure. VEIGX charges 0.56%/yr vs 0.03%/yr for VTI.

Performance

VEIGX vs. VTI - 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 Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VEIGX achieves a 10.11% return, which is significantly lower than VTI's 12.01% return.

VEIGX

• 1D: 0.58%
• 1M: 5.32%
• YTD: 10.11%
• 6M: 11.95%
• 1Y: 15.59%
• 3Y*: 16.38%
• 5Y*: 10.37%
• 10Y*: —

VTI

• 1D: 0.26%
• 1M: 5.37%
• YTD: 12.01%
• 6M: 12.40%
• 1Y: 30.01%
• 3Y*: 22.37%
• 5Y*: 13.05%
• 10Y*: 15.13%

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

VEIGX vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VEIGX Vanguard Global ESG Select Stock Fund Investor Shares	10.11%	12.19%	16.20%	19.49%	-10.85%	22.19%	19.30%	11.76%
VTI Vanguard Total Stock Market ETF	12.01%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	12.36%

Correlation

The correlation between VEIGX and VTI is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Jun 17, 2019	0.88

The correlation between VEIGX and VTI has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.

VEIGX vs. VTI - Sectors Allocation Comparison

Sectors	VEIGX	VTI
Technology	30.3%	33.5%
Financial Services	20.8%	12.0%
Consumer Cyclical	13.5%	10.0%
Healthcare	8.3%	9.2%
Industrials	7.4%	9.8%
Consumer Defensive	5.5%	4.7%
Real Estate	5.2%	2.4%
Basic Materials	3.7%	2.0%
Communication Services	3.2%	10.3%
Utilities	2.0%	2.3%
Energy	-	3.7%

Return for Risk

VEIGX vs. VTI — Risk / Return Rank

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

VEIGX

VEIGX Risk / Return Rank: 18
VEIGX Sharpe Ratio Rank: 18
VEIGX Sortino Ratio Rank: 18
VEIGX Omega Ratio Rank: 17
VEIGX Calmar Ratio Rank: 17
VEIGX Martin Ratio Rank: 21

VTI

VTI Risk / Return Rank: 74
VTI Sharpe Ratio Rank: 75
VTI Sortino Ratio Rank: 74
VTI Omega Ratio Rank: 74
VTI Calmar Ratio Rank: 68
VTI Martin Ratio Rank: 80

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VEIGX vs. VTI - 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 Total Stock Market ETF (VTI). 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.

	VEIGX	VTI	Difference
Sharpe ratio Return per unit of total volatility	1.25	2.48	-1.23
Sortino ratio Return per unit of downside risk	1.84	3.37	-1.54
Omega ratio Gain probability vs. loss probability	1.22	1.45	-0.22
Calmar ratio Return relative to maximum drawdown	1.52	3.44	-1.92
Martin ratio Return relative to average drawdown	5.72	15.88	-10.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VEIGX vs. VTI - Sharpe Ratio Comparison

The current VEIGX Sharpe Ratio is 1.25, which is lower than the VTI Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of VEIGX and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VEIGX	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.25	2.48	-1.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	0.75	-0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.83	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	0.51	+0.30

Drawdowns

VEIGX vs. VTI - Drawdown Comparison

The maximum VEIGX drawdown since its inception was -30.54%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VEIGX and VTI.

Drawdown Indicators

	VEIGX	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-30.54%	-55.45%	+24.91%
Max Drawdown (1Y) Largest decline over 1 year	-10.78%	-8.92%	-1.86%
Max Drawdown (3Y) Largest decline over 3 years	-14.53%	-19.30%	+4.77%
Max Drawdown (5Y) Largest decline over 5 years	-23.77%	-25.36%	+1.59%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.12%	-8.03%	+3.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.86%	1.93%	+0.93%

Volatility

VEIGX vs. VTI - Volatility Comparison

Vanguard Global ESG Select Stock Fund Investor Shares (VEIGX) has a higher volatility of 3.52% compared to Vanguard Total Stock Market ETF (VTI) at 2.86%. This indicates that VEIGX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VEIGX	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.52%	2.86%	+0.66%
Volatility (6M) Calculated over the trailing 6-month period	10.16%	9.11%	+1.05%
Volatility (1Y) Calculated over the trailing 1-year period	13.01%	12.15%	+0.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.62%	17.40%	-2.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.32%	18.30%	-0.98%

VEIGX vs. VTI - Expense Ratio Comparison

VEIGX has a 0.56% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

VEIGX vs. VTI - Dividend Comparison

VEIGX's dividend yield for the trailing twelve months is around 3.88%, more than VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VEIGX Vanguard Global ESG Select Stock Fund Investor Shares	3.88%	4.54%	4.87%	1.72%	2.11%	2.63%	0.99%	0.77%	0.00%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.01%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both VEIGX and VTI in my portfolio?

VEIGX and VTI have a correlation of 0.83, 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 VTI?

VEIGX has higher volatility (3.52%) compared to VTI (2.86%). In terms of maximum drawdown, VEIGX dropped -30.54% vs VTI's -55.45%.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.48 vs 1.25), 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.