VESGX vs. VOO
Compare and contrast key facts about Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) and Vanguard S&P 500 ETF (VOO).
VESGX is managed by Vanguard. It was launched on Jun 5, 2019. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
VESGX vs. VOO - Performance Comparison
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VESGX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VESGX Vanguard Global ESG Select Stock Fund Admiral Shares | -3.24% | 15.26% | 16.40% | 19.61% | -10.76% | 22.34% | 19.43% | 11.83% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 13.02% |
Returns By Period
In the year-to-date period, VESGX achieves a -3.24% return, which is significantly higher than VOO's -3.66% return.
VESGX
- 1D
- 2.72%
- 1M
- -5.78%
- YTD
- -3.24%
- 6M
- -2.24%
- 1Y
- 9.94%
- 3Y*
- 13.25%
- 5Y*
- 9.44%
- 10Y*
- —
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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VESGX vs. VOO - Expense Ratio Comparison
VESGX has a 0.46% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
VESGX vs. VOO — Risk / Return Rank
VESGX
VOO
VESGX vs. VOO - 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 S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 1.01 | -0.38 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.53 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.23 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.55 | -0.58 |
Martin ratioReturn relative to average drawdown | 3.55 | 7.31 | -3.76 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 1.01 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.71 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.83 | -0.09 |
Correlation
The correlation between VESGX and VOO is 0.87, 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.
Dividends
VESGX vs. VOO - Dividend Comparison
VESGX's dividend yield for the trailing twelve months is around 4.53%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VESGX Vanguard Global ESG Select Stock Fund Admiral Shares | 4.53% | 6.98% | 5.05% | 1.81% | 2.24% | 2.74% | 1.06% | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
VESGX vs. VOO - Drawdown Comparison
The maximum VESGX drawdown since its inception was -30.52%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VESGX and VOO.
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Drawdown Indicators
| VESGX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.52% | -33.99% | +3.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.79% | -11.98% | +1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -23.70% | -24.52% | +0.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -8.19% | -5.55% | -2.64% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -3.72% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.55% | +0.39% |
Volatility
VESGX vs. VOO - Volatility Comparison
Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) has a higher volatility of 5.95% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that VESGX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VESGX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.95% | 5.34% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.77% | 9.47% | +0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.45% | 18.11% | -1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.53% | 16.82% | -2.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.38% | 17.99% | -0.61% |