VEOIX vs. VTIAX

Last updated Jun 4, 2026

VEOIX (Vanguard Global Environmental Opportunities Stock Fund Investor Shares) and VTIAX (Vanguard Total International Stock Index Fund Admiral Shares) are both mutual funds - VEOIX is a Global Equities fund actively managed by Vanguard, while VTIAX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Index. VEOIX is actively managed, while VTIAX is passively managed. Over the past 3 years, VEOIX returned 9.68%/yr vs 19.78%/yr for VTIAX. Their correlation of 0.82 suggests significant overlap in exposure. VEOIX charges 0.70%/yr vs 0.09%/yr for VTIAX.

Performance

VEOIX vs. VTIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global Environmental Opportunities Stock Fund Investor Shares (VEOIX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VEOIX achieves a 14.06% return, which is significantly lower than VTIAX's 15.40% return.

VEOIX

• 1D: 1.71%
• 1M: 4.09%
• YTD: 14.06%
• 6M: 13.61%
• 1Y: 27.03%
• 3Y*: 9.68%
• 5Y*: —
• 10Y*: —

VTIAX

• 1D: 0.60%
• 1M: 5.53%
• YTD: 15.40%
• 6M: 18.19%
• 1Y: 33.34%
• 3Y*: 19.78%
• 5Y*: 8.81%
• 10Y*: 9.85%

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

VEOIX vs. VTIAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VEOIX Vanguard Global Environmental Opportunities Stock Fund Investor Shares	14.06%	16.46%	0.32%	6.03%	-2.49%
VTIAX Vanguard Total International Stock Index Fund Admiral Shares	15.40%	32.18%	5.34%	15.28%	2.20%

Correlation

The correlation between VEOIX and VTIAX is 0.85, 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	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (All Time) Calculated using the full available price history since Nov 22, 2022	0.82

The correlation between VEOIX and VTIAX has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.

VEOIX vs. VTIAX - Sectors Allocation Comparison

Sectors	VEOIX	VTIAX
Industrials	47.8%	16.1%
Technology	26.5%	18.1%
Utilities	10.6%	3.2%
Basic Materials	7.0%	7.6%
Consumer Cyclical	3.7%	8.4%
Energy	0.0%	5.2%
Financial Services	0.0%	22.3%
Communication Services	-	4.4%
Consumer Defensive	-	5.0%
Healthcare	-	7.1%
Real Estate	-	2.6%

Return for Risk

VEOIX vs. VTIAX — Risk / Return Rank

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

VEOIX

VEOIX Risk / Return Rank: 43
VEOIX Sharpe Ratio Rank: 42
VEOIX Sortino Ratio Rank: 40
VEOIX Omega Ratio Rank: 38
VEOIX Calmar Ratio Rank: 53
VEOIX Martin Ratio Rank: 45

VTIAX

VTIAX Risk / Return Rank: 58
VTIAX Sharpe Ratio Rank: 62
VTIAX Sortino Ratio Rank: 56
VTIAX Omega Ratio Rank: 59
VTIAX Calmar Ratio Rank: 57
VTIAX Martin Ratio Rank: 57

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.

VEOIX vs. VTIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Environmental Opportunities Stock Fund Investor Shares (VEOIX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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.

	VEOIX	VTIAX	Difference
Sharpe ratio: Return per unit of total volatility	1.89	2.31	-0.42
Sortino ratio: Return per unit of downside risk	2.65	3.14	-0.50
Omega ratio: Gain probability vs. loss probability	1.33	1.43	-0.10
Calmar ratio: Return relative to maximum drawdown	2.79	2.91	-0.12
Martin ratio: Return relative to average drawdown	9.50	11.49	-1.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VEOIX vs. VTIAX - Sharpe Ratio Comparison

The current VEOIX Sharpe Ratio is 1.89, which is comparable to the VTIAX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of VEOIX and VTIAX, 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

	VEOIX	VTIAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.89	2.31	-0.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.59	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.62	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.44	+0.19

Drawdowns

VEOIX vs. VTIAX - Drawdown Comparison

The maximum VEOIX drawdown since its inception was -21.56%, smaller than the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VEOIX and VTIAX.

Drawdown Indicators

	VEOIX	VTIAX	Difference
Max Drawdown Largest peak-to-trough decline	-21.56%	-35.83%	+14.27%
Max Drawdown (1Y) Largest decline over 1 year	-9.73%	-11.28%	+1.55%
Max Drawdown (3Y) Largest decline over 3 years	-21.56%	-13.13%	-8.43%
Max Drawdown (5Y) Largest decline over 5 years	—	-29.56%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.83%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-5.56%	-8.08%	+2.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.85%	2.85%	0.00%

Volatility

VEOIX vs. VTIAX - Volatility Comparison

Vanguard Global Environmental Opportunities Stock Fund Investor Shares (VEOIX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) have volatilities of 4.94% and 4.80%, 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

	VEOIX	VTIAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.94%	4.80%	+0.14%
Volatility (6M) Calculated over the trailing 6-month period	11.23%	11.90%	-0.67%
Volatility (1Y) Calculated over the trailing 1-year period	14.34%	14.22%	+0.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.21%	15.04%	+0.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.21%	15.93%	-0.72%

VEOIX vs. VTIAX - Expense Ratio Comparison

VEOIX has a 0.70% expense ratio, which is higher than VTIAX's 0.09% expense ratio.

Dividends

VEOIX vs. VTIAX - Dividend Comparison

VEOIX's dividend yield for the trailing twelve months is around 0.87%, less than VTIAX's 2.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VEOIX Vanguard Global Environmental Opportunities Stock Fund Investor Shares	0.87%	0.99%	0.89%	1.51%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTIAX Vanguard Total International Stock Index Fund Admiral Shares	2.60%	3.15%	3.33%	3.22%	3.04%	3.05%	2.10%	3.04%	3.16%	2.73%	2.93%	2.84%

Frequently Asked Questions

Can I hold both VEOIX and VTIAX in my portfolio?

VEOIX and VTIAX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VEOIX or VTIAX?

VEOIX has higher volatility (4.94%) compared to VTIAX (4.80%). In terms of maximum drawdown, VEOIX dropped -21.56% vs VTIAX's -35.83%.

Which has better risk-adjusted returns?

VTIAX currently has the higher Sharpe Ratio (2.31 vs 1.89), 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.