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VESGX vs. VASGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VESGX and VASGX is 0.92, 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

VESGX vs. VASGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) and Vanguard LifeStrategy Growth Fund (VASGX). 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%JulyAugustSeptemberOctoberNovemberDecember
3.96%
4.54%
VESGX
VASGX

Key characteristics

Sharpe Ratio

VESGX:

1.52

VASGX:

1.44

Sortino Ratio

VESGX:

2.10

VASGX:

1.99

Omega Ratio

VESGX:

1.27

VASGX:

1.26

Calmar Ratio

VESGX:

2.67

VASGX:

2.06

Martin Ratio

VESGX:

8.26

VASGX:

9.23

Ulcer Index

VESGX:

1.95%

VASGX:

1.51%

Daily Std Dev

VESGX:

10.59%

VASGX:

9.70%

Max Drawdown

VESGX:

-30.52%

VASGX:

-51.16%

Current Drawdown

VESGX:

-4.54%

VASGX:

-3.51%

Returns By Period

The year-to-date returns for both stocks are quite close, with VESGX having a 13.81% return and VASGX slightly lower at 13.14%.


VESGX

YTD

13.81%

1M

-0.92%

6M

4.17%

1Y

15.26%

5Y*

12.16%

10Y*

N/A

VASGX

YTD

13.14%

1M

-0.60%

6M

4.40%

1Y

13.21%

5Y*

7.15%

10Y*

6.96%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VESGX vs. VASGX - Expense Ratio Comparison

VESGX has a 0.46% expense ratio, which is higher than VASGX's 0.14% expense ratio.


VESGX
Vanguard Global ESG Select Stock Fund Admiral Shares
Expense ratio chart for VESGX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for VASGX: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

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.


Sharpe ratio
The chart of Sharpe ratio for VESGX, currently valued at 1.52, compared to the broader market-1.000.001.002.003.004.001.521.44
The chart of Sortino ratio for VESGX, currently valued at 2.10, compared to the broader market-2.000.002.004.006.008.0010.002.101.99
The chart of Omega ratio for VESGX, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.003.501.271.26
The chart of Calmar ratio for VESGX, currently valued at 2.67, compared to the broader market0.005.0010.0015.002.672.06
The chart of Martin ratio for VESGX, currently valued at 8.26, compared to the broader market0.0020.0040.0060.008.269.23
VESGX
VASGX

The current VESGX Sharpe Ratio is 1.52, which is comparable to the VASGX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of VESGX and VASGX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.52
1.44
VESGX
VASGX

Dividends

VESGX vs. VASGX - Dividend Comparison

VESGX's dividend yield for the trailing twelve months is around 0.16%, less than VASGX's 2.20% yield.


TTM20232022202120202019201820172016201520142013
VESGX
Vanguard Global ESG Select Stock Fund Admiral Shares
0.16%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
2.20%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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.54%
-3.51%
VESGX
VASGX

Volatility

VESGX vs. VASGX - Volatility Comparison

Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) has a higher volatility of 3.33% compared to Vanguard LifeStrategy Growth Fund (VASGX) at 2.84%. 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.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.33%
2.84%
VESGX
VASGX
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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.

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