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VESIX vs. MEURX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VESIX vs. MEURX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard European Stock Index Fund Institutional Shares (VESIX) and Franklin Mutual European Fund (MEURX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VESIX achieves a 7.46% return, which is significantly higher than MEURX's 2.29% return. Both investments have delivered pretty close results over the past 10 years, with VESIX having a 9.63% annualized return and MEURX not far behind at 9.28%.


VESIX

1D
0.30%
1M
0.94%
YTD
7.46%
6M
7.99%
1Y
21.44%
3Y*
15.92%
5Y*
9.23%
10Y*
9.63%

MEURX

1D
0.03%
1M
-1.12%
YTD
2.29%
6M
2.51%
1Y
18.31%
3Y*
16.19%
5Y*
12.34%
10Y*
9.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VESIX vs. MEURX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VESIX
Vanguard European Stock Index Fund Institutional Shares
7.46%35.43%2.02%20.03%-16.07%16.31%6.46%24.24%-14.78%27.05%
MEURX
Franklin Mutual European Fund
2.29%39.96%3.67%16.68%-0.68%16.48%-6.22%22.28%-11.13%10.45%

Correlation

The correlation between VESIX and MEURX is 0.95, 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

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since May 15, 2000

0.83

The correlation between VESIX and MEURX shifts across timeframes, from 0.83 (all time) to 0.95 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VESIX vs. MEURX — Risk / Return Rank

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

VESIX
VESIX Risk / Return Rank: 2626
Overall Rank
VESIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VESIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
VESIX Omega Ratio Rank: 2525
Omega Ratio Rank
VESIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
VESIX Martin Ratio Rank: 3030
Martin Ratio Rank

MEURX
MEURX Risk / Return Rank: 2323
Overall Rank
MEURX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
MEURX Sortino Ratio Rank: 2222
Sortino Ratio Rank
MEURX Omega Ratio Rank: 2323
Omega Ratio Rank
MEURX Calmar Ratio Rank: 2222
Calmar Ratio Rank
MEURX Martin Ratio Rank: 2323
Martin Ratio Rank
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.

VESIX vs. MEURX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard European Stock Index Fund Institutional Shares (VESIX) and Franklin Mutual European Fund (MEURX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VESIXMEURXDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.24

1.23

+0.01

Calmar ratioReturn relative to maximum drawdown

1.76

1.61

+0.15

Martin ratioReturn relative to average drawdown

6.51

5.28

+1.23

VESIX vs. MEURX - Sharpe Ratio Comparison

The current VESIX Sharpe Ratio is 1.36, which is comparable to the MEURX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of VESIX and MEURX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VESIX vs. MEURX - Drawdown Comparison

The maximum VESIX drawdown since its inception was -63.25%, which is greater than MEURX's maximum drawdown of -43.16%. Use the drawdown chart below to compare losses from any high point for VESIX and MEURX.


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Drawdown Indicators


VESIXMEURXDifference

Max Drawdown

Largest peak-to-trough decline

-63.25%

-43.16%

-20.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-11.16%

-0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-13.94%

-15.36%

+1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-32.68%

-20.38%

-12.30%

Max Drawdown (10Y)

Largest decline over 10 years

-36.85%

-41.10%

+4.25%

Current Drawdown

Current decline from peak

-0.81%

-4.88%

+4.07%

Average Drawdown

Average peak-to-trough decline

-15.20%

-7.65%

-7.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

3.41%

-0.17%

Volatility

VESIX vs. MEURX - Volatility Comparison

Vanguard European Stock Index Fund Institutional Shares (VESIX) has a higher volatility of 5.02% compared to Franklin Mutual European Fund (MEURX) at 3.57%. This indicates that VESIX's price experiences larger fluctuations and is considered to be riskier than MEURX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VESIXMEURXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

3.57%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

13.08%

11.34%

+1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

15.56%

14.18%

+1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

15.37%

+2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.21%

17.32%

+0.89%

VESIX vs. MEURX - Expense Ratio Comparison

VESIX has a 0.08% expense ratio, which is lower than MEURX's 1.00% expense ratio.


Dividends

VESIX vs. MEURX - Dividend Comparison

VESIX's dividend yield for the trailing twelve months is around 2.91%, less than MEURX's 3.02% yield.


PositionTTM20252024202320222021202020192018201720162015
MEURX
Franklin Mutual European Fund
3.02%3.09%3.06%2.25%3.31%3.52%2.36%2.71%4.07%1.31%3.70%5.72%
VESIX
Vanguard European Stock Index Fund Institutional Shares
2.91%2.86%3.60%3.15%3.25%3.04%2.10%3.28%3.95%2.72%3.54%3.27%

Frequently Asked Questions


With a correlation of 0.95, VESIX and MEURX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VESIX has higher volatility (5.02%) compared to MEURX (3.57%). In terms of maximum drawdown, VESIX dropped -63.25% vs MEURX's -43.16%.

VESIX currently has the higher Sharpe Ratio (1.36 vs 1.27), 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.

Portfolio Optimizer

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