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

Correlation

The correlation between VESGX and VXUS 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.


-0.50.00.51.00.9

Performance

VESGX vs. VXUS - 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 Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
2.55%
-1.05%
VESGX
VXUS

Key characteristics

Sharpe Ratio

VESGX:

1.51

VXUS:

0.82

Sortino Ratio

VESGX:

2.05

VXUS:

1.20

Omega Ratio

VESGX:

1.27

VXUS:

1.15

Calmar Ratio

VESGX:

2.34

VXUS:

1.06

Martin Ratio

VESGX:

6.70

VXUS:

2.81

Ulcer Index

VESGX:

2.39%

VXUS:

3.67%

Daily Std Dev

VESGX:

10.64%

VXUS:

12.57%

Max Drawdown

VESGX:

-30.52%

VXUS:

-35.97%

Current Drawdown

VESGX:

-4.29%

VXUS:

-7.42%

Returns By Period

In the year-to-date period, VESGX achieves a 1.29% return, which is significantly higher than VXUS's 0.97% return.


VESGX

YTD

1.29%

1M

0.13%

6M

2.14%

1Y

14.17%

5Y*

11.41%

10Y*

N/A

VXUS

YTD

0.97%

1M

1.05%

6M

-1.64%

1Y

8.95%

5Y*

4.30%

10Y*

5.08%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VESGX vs. VXUS - Expense Ratio Comparison

VESGX has a 0.46% expense ratio, which is higher than VXUS's 0.07% expense ratio.


VESGX
Vanguard Global ESG Select Stock Fund Admiral Shares
Expense ratio chart for VESGX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VESGX vs. VXUS — 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 7373
Overall Rank
The Sharpe Ratio Rank of VESGX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VESGX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VESGX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VESGX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VESGX is 6969
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 3333
Overall Rank
The Sharpe Ratio Rank of VXUS is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 3030
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 2929
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 4343
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 3131
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. VXUS - 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 International Stock ETF (VXUS). 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.


Sharpe ratio
The chart of Sharpe ratio for VESGX, currently valued at 1.51, compared to the broader market-1.000.001.002.003.004.001.510.82
The chart of Sortino ratio for VESGX, currently valued at 2.05, compared to the broader market0.005.0010.002.051.20
The chart of Omega ratio for VESGX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.15
The chart of Calmar ratio for VESGX, currently valued at 2.34, compared to the broader market0.005.0010.0015.0020.002.341.06
The chart of Martin ratio for VESGX, currently valued at 6.70, compared to the broader market0.0020.0040.0060.0080.006.702.81
VESGX
VXUS

The current VESGX Sharpe Ratio is 1.51, which is higher than the VXUS Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of VESGX and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.51
0.82
VESGX
VXUS

Dividends

VESGX vs. VXUS - Dividend Comparison

VESGX's dividend yield for the trailing twelve months is around 1.76%, less than VXUS's 3.34% yield.


TTM20242023202220212020201920182017201620152014
VESGX
Vanguard Global ESG Select Stock Fund Admiral Shares
1.76%1.78%1.81%1.81%1.31%0.93%0.78%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
3.34%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%

Drawdowns

VESGX vs. VXUS - Drawdown Comparison

The maximum VESGX drawdown since its inception was -30.52%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VESGX and VXUS. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.29%
-7.42%
VESGX
VXUS

Volatility

VESGX vs. VXUS - Volatility Comparison

Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) has a higher volatility of 4.18% compared to Vanguard Total International Stock ETF (VXUS) at 3.68%. This indicates that VESGX's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
4.18%
3.68%
VESGX
VXUS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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