VESGX vs. VASGX
Compare and contrast key facts about Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) and Vanguard LifeStrategy Growth Fund (VASGX).
VESGX is managed by Vanguard. It was launched on Jun 5, 2019. VASGX is managed by Vanguard. It was launched on Sep 30, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VESGX or VASGX.
Key characteristics
| VESGX | VASGX | |
|---|---|---|
| YTD Return | 15.07% | 14.58% |
| 1Y Return | 24.47% | 21.47% |
| 3Y Return (Ann) | 7.77% | 3.02% |
| 5Y Return (Ann) | 13.04% | 8.01% |
| Sharpe Ratio | 2.58 | 2.48 |
| Sortino Ratio | 3.64 | 3.49 |
| Omega Ratio | 1.46 | 1.46 |
| Calmar Ratio | 4.57 | 2.34 |
| Martin Ratio | 15.29 | 16.35 |
| Ulcer Index | 1.80% | 1.47% |
| Daily Std Dev | 10.64% | 9.65% |
| Max Drawdown | -30.52% | -51.16% |
| Current Drawdown | -3.49% | -1.11% |
Correlation
The correlation between VESGX and VASGX is 0.93, 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
VESGX vs. VASGX - Performance Comparison
The year-to-date returns for both stocks are quite close, with VESGX having a 15.07% return and VASGX slightly lower at 14.58%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VESGX vs. VASGX - Expense Ratio Comparison
VESGX has a 0.46% expense ratio, which is higher than VASGX's 0.14% expense ratio.
Risk-Adjusted Performance
VESGX vs. VASGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) and Vanguard LifeStrategy Growth Fund (VASGX). 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.
Dividends
VESGX vs. VASGX - Dividend Comparison
VESGX's dividend yield for the trailing twelve months is around 1.61%, less than VASGX's 2.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VESGX Vanguard Global ESG Select Stock Fund Admiral Shares | 1.61% | 1.81% | 1.81% | 1.31% | 0.93% | 0.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VASGX Vanguard LifeStrategy Growth Fund | 2.18% | 2.34% | 2.10% | 1.87% | 1.68% | 2.32% | 2.56% | 2.09% | 2.22% | 2.20% | 2.10% | 1.92% |
Drawdowns
VESGX vs. VASGX - Drawdown Comparison
The maximum VESGX drawdown since its inception was -30.52%, smaller than the maximum VASGX drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for VESGX and VASGX. For additional features, visit the drawdowns tool.
Volatility
VESGX vs. VASGX - Volatility Comparison
Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) has a higher volatility of 2.86% compared to Vanguard LifeStrategy Growth Fund (VASGX) at 2.56%. This indicates that VESGX's price experiences larger fluctuations and is considered to be riskier than VASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.