VESGX vs. VBTLX
Compare and contrast key facts about Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX).
VESGX is managed by Vanguard. It was launched on Jun 5, 2019. VBTLX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
VESGX vs. VBTLX - Performance Comparison
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VESGX vs. VBTLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VESGX Vanguard Global ESG Select Stock Fund Admiral Shares | -5.80% | 15.26% | 16.40% | 19.61% | -10.76% | 22.34% | 19.43% | 11.83% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | -0.49% | 7.17% | 1.26% | 5.74% | -13.16% | -1.81% | 7.72% | 3.46% |
Returns By Period
In the year-to-date period, VESGX achieves a -5.80% return, which is significantly lower than VBTLX's -0.49% return.
VESGX
- 1D
- 0.19%
- 1M
- -9.52%
- YTD
- -5.80%
- 6M
- -4.24%
- 1Y
- 7.35%
- 3Y*
- 12.24%
- 5Y*
- 9.07%
- 10Y*
- —
VBTLX
- 1D
- 0.52%
- 1M
- -2.23%
- YTD
- -0.49%
- 6M
- 0.50%
- 1Y
- 3.77%
- 3Y*
- 3.44%
- 5Y*
- 0.23%
- 10Y*
- 1.60%
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VESGX vs. VBTLX - Expense Ratio Comparison
VESGX has a 0.46% expense ratio, which is higher than VBTLX's 0.05% expense ratio.
Return for Risk
VESGX vs. VBTLX — Risk / Return Rank
VESGX
VBTLX
VESGX vs. VBTLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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.
| VESGX | VBTLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 1.00 | -0.53 |
Sortino ratioReturn per unit of downside risk | 0.78 | 1.44 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.18 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 1.78 | -0.94 |
Martin ratioReturn relative to average drawdown | 3.16 | 5.08 | -1.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VESGX | VBTLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 1.00 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.04 | +0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.32 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.76 | -0.04 |
Correlation
The correlation between VESGX and VBTLX is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
VESGX vs. VBTLX - Dividend Comparison
VESGX's dividend yield for the trailing twelve months is around 4.65%, more than VBTLX's 3.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VESGX Vanguard Global ESG Select Stock Fund Admiral Shares | 4.65% | 6.98% | 5.05% | 1.81% | 2.24% | 2.74% | 1.06% | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.61% | 3.87% | 3.69% | 3.10% | 2.59% | 1.96% | 2.39% | 2.74% | 2.57% | 2.56% | 2.53% | 2.82% |
Drawdowns
VESGX vs. VBTLX - Drawdown Comparison
The maximum VESGX drawdown since its inception was -30.52%, which is greater than VBTLX's maximum drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for VESGX and VBTLX.
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Drawdown Indicators
| VESGX | VBTLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.52% | -18.81% | -11.71% |
Max Drawdown (1Y)Largest decline over 1 year | -10.79% | -2.73% | -8.06% |
Max Drawdown (5Y)Largest decline over 5 years | -23.70% | -18.14% | -5.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.81% | — |
Current DrawdownCurrent decline from peak | -10.62% | -3.06% | -7.56% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -2.67% | -1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 0.96% | +1.94% |
Volatility
VESGX vs. VBTLX - Volatility Comparison
Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) has a higher volatility of 5.15% compared to Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) at 1.55%. This indicates that VESGX's price experiences larger fluctuations and is considered to be riskier than VBTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VESGX | VBTLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 1.55% | +3.60% |
Volatility (6M)Calculated over the trailing 6-month period | 9.40% | 2.59% | +6.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.26% | 4.37% | +11.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.48% | 5.98% | +8.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.36% | 4.97% | +12.39% |