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

Correlation

The correlation between VESGX and VIGI is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

VESGX vs. VIGI - 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 International Dividend Appreciation ETF (VIGI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

VESGX:

6.11%

VIGI:

6.78%

Max Drawdown

VESGX:

-0.55%

VIGI:

-1.34%

Current Drawdown

VESGX:

-0.18%

VIGI:

-1.02%

Returns By Period


VESGX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VIGI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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VESGX vs. VIGI - Expense Ratio Comparison

VESGX has a 0.46% expense ratio, which is higher than VIGI's 0.15% expense ratio.


Risk-Adjusted Performance

VESGX vs. VIGI — 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

VIGI
The Risk-Adjusted Performance Rank of VIGI is 6868
Overall Rank
The Sharpe Ratio Rank of VIGI is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGI is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VIGI is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VIGI is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VIGI is 6262
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. VIGI - 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 International Dividend Appreciation ETF (VIGI). 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.



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Dividends

VESGX vs. VIGI - Dividend Comparison

VESGX's dividend yield for the trailing twelve months is around 1.73%, less than VIGI's 1.89% yield.


TTM202420232022202120202019201820172016
VESGX
Vanguard Global ESG Select Stock Fund Admiral Shares
1.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIGI
Vanguard International Dividend Appreciation ETF
1.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VESGX vs. VIGI - Drawdown Comparison

The maximum VESGX drawdown since its inception was -0.55%, smaller than the maximum VIGI drawdown of -1.34%. Use the drawdown chart below to compare losses from any high point for VESGX and VIGI. For additional features, visit the drawdowns tool.


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Volatility

VESGX vs. VIGI - Volatility Comparison


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