VESGX vs. VWILX

Last updated Jun 4, 2026

VESGX (Vanguard Global ESG Select Stock Fund Admiral Shares) and VWILX (Vanguard International Growth Fund Admiral Shares) are both mutual funds - VESGX is a ESG fund managed by Vanguard, while VWILX is a Large Cap Growth Equities fund managed by Vanguard. Over the past 5 years, VESGX returned 11.32%/yr vs -1.21%/yr for VWILX. A 0.80 correlation means they provide meaningful diversification when combined. VESGX charges 0.46%/yr vs 0.32%/yr for VWILX.

Performance

VESGX vs. VWILX - 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 Growth Fund Admiral Shares (VWILX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VESGX achieves a 10.83% return, which is significantly higher than VWILX's 6.25% return.

VESGX

• 1D: 0.62%
• 1M: 6.95%
• YTD: 10.83%
• 6M: 11.54%
• 1Y: 16.65%
• 3Y*: 17.79%
• 5Y*: 11.32%
• 10Y*: —

VWILX

• 1D: 0.35%
• 1M: 4.18%
• YTD: 6.25%
• 6M: 6.75%
• 1Y: 13.81%
• 3Y*: 12.51%
• 5Y*: -1.21%
• 10Y*: 9.94%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VESGX vs. VWILX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VESGX Vanguard Global ESG Select Stock Fund Admiral Shares	10.83%	15.26%	16.40%	19.61%	-10.76%	22.34%	19.43%	11.83%
VWILX Vanguard International Growth Fund Admiral Shares	6.25%	20.08%	9.18%	14.80%	-30.80%	-12.81%	59.77%	16.03%

Correlation

The correlation between VESGX and VWILX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (All Time) Calculated using the full available price history since Jun 17, 2019	0.80

The correlation between VESGX and VWILX has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.

VESGX vs. VWILX - Sectors Allocation Comparison

Sectors	VESGX	VWILX
Technology	30.3%	27.5%
Financial Services	20.8%	12.2%
Consumer Cyclical	13.5%	17.5%
Healthcare	8.3%	10.6%
Industrials	7.4%	13.3%
Consumer Defensive	5.5%	5.4%
Real Estate	5.2%	-
Basic Materials	3.7%	2.6%
Communication Services	3.2%	6.2%
Utilities	2.0%	0.5%
Energy	-	1.9%

Return for Risk

VESGX vs. VWILX — Risk / Return Rank

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

VESGX

VESGX Risk / Return Rank: 19
VESGX Sharpe Ratio Rank: 19
VESGX Sortino Ratio Rank: 20
VESGX Omega Ratio Rank: 18
VESGX Calmar Ratio Rank: 18
VESGX Martin Ratio Rank: 22

VWILX

VWILX Risk / Return Rank: 10
VWILX Sharpe Ratio Rank: 9
VWILX Sortino Ratio Rank: 9
VWILX Omega Ratio Rank: 9
VWILX Calmar Ratio Rank: 10
VWILX Martin Ratio Rank: 10

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VESGX vs. VWILX - 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 International Growth Fund Admiral Shares (VWILX). 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	VWILX	Difference
Sharpe ratio: Return per unit of total volatility	1.27	0.76	+0.51
Sortino ratio: Return per unit of downside risk	1.85	1.16	+0.70
Omega ratio: Gain probability vs. loss probability	1.22	1.14	+0.08
Calmar ratio: Return relative to maximum drawdown	1.53	0.96	+0.56
Martin ratio: Return relative to average drawdown	5.74	3.10	+2.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VESGX vs. VWILX - Sharpe Ratio Comparison

The current VESGX Sharpe Ratio is 1.27, which is higher than the VWILX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of VESGX and VWILX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VESGX	VWILX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.27	0.76	+0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	-0.05	+0.83
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.46	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.85	0.35	+0.51

Drawdowns

VESGX vs. VWILX - Drawdown Comparison

The maximum VESGX drawdown since its inception was -30.52%, smaller than the maximum VWILX drawdown of -59.49%. Use the drawdown chart below to compare losses from any high point for VESGX and VWILX.

Drawdown Indicators

	VESGX	VWILX	Difference
Max Drawdown Largest peak-to-trough decline	-30.52%	-59.49%	+28.97%
Max Drawdown (1Y) Largest decline over 1 year	-10.79%	-14.06%	+3.27%
Max Drawdown (3Y) Largest decline over 3 years	-12.27%	-20.02%	+7.75%
Max Drawdown (5Y) Largest decline over 5 years	-23.70%	-53.56%	+29.86%
Max Drawdown (10Y) Largest decline over 10 years	—	-54.08%	—
Current Drawdown Current decline from peak	0.00%	-14.66%	+14.66%
Average Drawdown Average peak-to-trough decline	-4.05%	-15.09%	+11.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.86%	4.36%	-1.50%

Volatility

VESGX vs. VWILX - Volatility Comparison

The current volatility for Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) is 3.50%, while Vanguard International Growth Fund Admiral Shares (VWILX) has a volatility of 4.73%. This indicates that VESGX experiences smaller price fluctuations and is considered to be less risky than VWILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VESGX	VWILX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.50%	4.73%	-1.23%
Volatility (6M) Calculated over the trailing 6-month period	10.18%	14.45%	-4.27%
Volatility (1Y) Calculated over the trailing 1-year period	13.00%	17.96%	-4.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.64%	23.43%	-8.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.32%	21.70%	-4.38%

VESGX vs. VWILX - Expense Ratio Comparison

VESGX has a 0.46% expense ratio, which is higher than VWILX's 0.32% expense ratio.

Dividends

VESGX vs. VWILX - Dividend Comparison

VESGX's dividend yield for the trailing twelve months is around 3.95%, less than VWILX's 6.49% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VESGX Vanguard Global ESG Select Stock Fund Admiral Shares	3.95%	6.98%	5.05%	1.81%	2.24%	2.74%	1.06%	0.82%	0.00%	0.00%	0.00%	0.00%
VWILX Vanguard International Growth Fund Admiral Shares	6.49%	6.89%	9.81%	1.92%	7.03%	0.36%	2.38%	1.30%	5.52%	0.84%	1.42%	1.53%

Frequently Asked Questions

Can I hold both VESGX and VWILX in my portfolio?

VESGX and VWILX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VESGX or VWILX?

VWILX has higher volatility (4.73%) compared to VESGX (3.50%). In terms of maximum drawdown, VESGX dropped -30.52% vs VWILX's -59.49%.

Which has better risk-adjusted returns?

VESGX currently has the higher Sharpe Ratio (1.27 vs 0.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.