VESGX vs. VTI
Compare and contrast key facts about Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) and Vanguard Total Stock Market ETF (VTI).
VESGX is managed by Vanguard. It was launched on Jun 5, 2019. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VESGX or VTI.
Key characteristics
| VESGX | VTI | |
|---|---|---|
| YTD Return | 15.32% | 26.21% |
| 1Y Return | 27.75% | 38.35% |
| 3Y Return (Ann) | 7.86% | 8.70% |
| 5Y Return (Ann) | 13.23% | 15.34% |
| Sharpe Ratio | 2.56 | 3.04 |
| Sortino Ratio | 3.62 | 4.05 |
| Omega Ratio | 1.46 | 1.57 |
| Calmar Ratio | 4.54 | 4.46 |
| Martin Ratio | 15.31 | 19.72 |
| Ulcer Index | 1.78% | 1.94% |
| Daily Std Dev | 10.65% | 12.58% |
| Max Drawdown | -30.52% | -55.45% |
| Current Drawdown | -3.28% | -0.39% |
Correlation
The correlation between VESGX and VTI 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. VTI - Performance Comparison
In the year-to-date period, VESGX achieves a 15.32% return, which is significantly lower than VTI's 26.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VESGX vs. VTI - Expense Ratio Comparison
VESGX has a 0.46% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
VESGX vs. VTI - 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 Total Stock Market ETF (VTI). 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.
Dividends
VESGX vs. VTI - Dividend Comparison
VESGX's dividend yield for the trailing twelve months is around 1.61%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VESGX Vanguard Global ESG Select Stock Fund Admiral Shares | 1.61% | 1.81% | 1.81% | 1.31% | 0.93% | 0.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VESGX vs. VTI - Drawdown Comparison
The maximum VESGX drawdown since its inception was -30.52%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VESGX and VTI. For additional features, visit the drawdowns tool.
Volatility
VESGX vs. VTI - Volatility Comparison
The current volatility for Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) is 3.02%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.06%. This indicates that VESGX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.