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VESG.AX vs. CORE.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VESG.AX vs. CORE.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Vanguard Ethically Conscious International Shares Index ETF (VESG.AX) and Schroder Global Core Fund - Active ETF (CORE.AX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VESG.AX achieves a 6.51% return, which is significantly higher than CORE.AX's 4.95% return.


VESG.AX

1D
-0.32%
1M
1.11%
6M
5.63%
YTD
6.51%
1Y
15.76%
3Y*
18.48%
5Y*
12.18%
10Y*

CORE.AX

1D
-0.25%
1M
0.93%
6M
4.67%
YTD
4.95%
1Y
15.14%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VESG.AX vs. CORE.AX - Yearly Performance Comparison


Correlation

The correlation between VESG.AX and CORE.AX is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2025

0.65

The correlation between VESG.AX and CORE.AX has been stable across timeframes, ranging from 0.65 to 0.66 - a consistent structural relationship.

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Return for Risk

VESG.AX vs. CORE.AX — Risk / Return Rank

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

VESG.AX
VESG.AX Risk / Return Rank: 4242
Overall Rank
VESG.AX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VESG.AX Sortino Ratio Rank: 4747
Sortino Ratio Rank
VESG.AX Omega Ratio Rank: 5353
Omega Ratio Rank
VESG.AX Calmar Ratio Rank: 2929
Calmar Ratio Rank
VESG.AX Martin Ratio Rank: 3232
Martin Ratio Rank

CORE.AX
CORE.AX Risk / Return Rank: 4545
Overall Rank
CORE.AX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
CORE.AX Sortino Ratio Rank: 4949
Sortino Ratio Rank
CORE.AX Omega Ratio Rank: 5656
Omega Ratio Rank
CORE.AX Calmar Ratio Rank: 3939
Calmar Ratio Rank
CORE.AX Martin Ratio Rank: 3636
Martin Ratio Rank
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.

VESG.AX vs. CORE.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Ethically Conscious International Shares Index ETF (VESG.AX) and Schroder Global Core Fund - Active ETF (CORE.AX). 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.


VESG.AXCORE.AXDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.27

1.28

-0.02

Calmar ratioReturn relative to maximum drawdown

1.24

1.68

-0.44

Martin ratioReturn relative to average drawdown

3.71

4.54

-0.83

VESG.AX vs. CORE.AX - Sharpe Ratio Comparison

The current VESG.AX Sharpe Ratio is 1.41, which is comparable to the CORE.AX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of VESG.AX and CORE.AX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VESG.AX vs. CORE.AX - Drawdown Comparison

The maximum VESG.AX drawdown since its inception was -23.90%, which is greater than CORE.AX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for VESG.AX and CORE.AX.


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Drawdown Indicators


VESG.AXCORE.AXDifference

Max Drawdown

Largest peak-to-trough decline

-23.90%

-10.20%

-13.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.59%

-10.20%

-2.39%

Max Drawdown (3Y)

Largest decline over 3 years

-14.93%

Max Drawdown (5Y)

Largest decline over 5 years

-23.90%

Current Drawdown

Current decline from peak

-0.75%

-1.34%

+0.59%

Average Drawdown

Average peak-to-trough decline

-5.02%

-2.60%

-2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

Volatility

VESG.AX vs. CORE.AX - Volatility Comparison

Vanguard Ethically Conscious International Shares Index ETF (VESG.AX) has a higher volatility of 3.06% compared to Schroder Global Core Fund - Active ETF (CORE.AX) at 2.12%. This indicates that VESG.AX's price experiences larger fluctuations and is considered to be riskier than CORE.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VESG.AXCORE.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

2.12%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

9.02%

7.39%

+1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

11.12%

12.44%

-1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.36%

12.50%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.06%

12.50%

+1.56%

Dividends

VESG.AX vs. CORE.AX - Dividend Comparison

VESG.AX's dividend yield for the trailing twelve months is around 1.09%, more than CORE.AX's 0.68% yield.


PositionTTM2025202420232022202120202019
CORE.AX
Schroder Global Core Fund - Active ETF
0.68%0.55%0.00%0.00%0.00%0.00%0.00%0.00%
VESG.AX
Vanguard Ethically Conscious International Shares Index ETF
1.09%1.47%0.73%1.45%1.83%0.99%1.47%1.37%

Frequently Asked Questions


VESG.AX and CORE.AX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Vanguard and Schroder.

Portfolio Optimizer

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