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

Correlation

The correlation between VESGX and VASGX is 0.89, 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 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.

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Key characteristics

Sharpe Ratio

VESGX:

0.24

VASGX:

0.36

Sortino Ratio

VESGX:

0.54

VASGX:

0.62

Omega Ratio

VESGX:

1.07

VASGX:

1.09

Calmar Ratio

VESGX:

0.27

VASGX:

0.36

Martin Ratio

VESGX:

1.06

VASGX:

1.27

Ulcer Index

VESGX:

4.53%

VASGX:

4.28%

Daily Std Dev

VESGX:

15.80%

VASGX:

14.13%

Max Drawdown

VESGX:

-30.52%

VASGX:

-51.16%

Current Drawdown

VESGX:

-5.57%

VASGX:

-5.23%

Returns By Period

In the year-to-date period, VESGX achieves a -0.06% return, which is significantly lower than VASGX's 1.83% return.


VESGX

YTD

-0.06%

1M

10.17%

6M

-3.27%

1Y

3.54%

5Y*

14.47%

10Y*

N/A

VASGX

YTD

1.83%

1M

7.58%

6M

-3.95%

1Y

4.95%

5Y*

8.89%

10Y*

6.44%

*Annualized

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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 Rank

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

VESGX
The Risk-Adjusted Performance Rank of VESGX is 4242
Overall Rank
The Sharpe Ratio Rank of VESGX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of VESGX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of VESGX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of VESGX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of VESGX is 4444
Martin Ratio Rank

VASGX
The Risk-Adjusted Performance Rank of VASGX is 4848
Overall Rank
The Sharpe Ratio Rank of VASGX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VASGX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of VASGX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of VASGX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of VASGX is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current VESGX Sharpe Ratio is 0.24, which is lower than the VASGX Sharpe Ratio of 0.36. 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.


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Dividends

VESGX vs. VASGX - Dividend Comparison

VESGX's dividend yield for the trailing twelve months is around 2.56%, less than VASGX's 6.03% yield.


TTM20242023202220212020201920182017201620152014
VESGX
Vanguard Global ESG Select Stock Fund Admiral Shares
2.56%2.61%1.81%2.24%2.47%1.06%0.82%0.00%0.00%0.00%0.00%0.00%
VASGX
Vanguard LifeStrategy Growth Fund
6.03%6.15%3.01%2.22%3.54%3.54%2.34%4.36%2.13%2.23%4.54%2.76%

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.


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Volatility

VESGX vs. VASGX - Volatility Comparison

Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) has a higher volatility of 5.52% compared to Vanguard LifeStrategy Growth Fund (VASGX) at 4.24%. 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.


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