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VESIX vs. VIGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VESIX and VIGIX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

VESIX vs. VIGIX - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
180.42%
641.68%
VESIX
VIGIX

Key characteristics

Sharpe Ratio

VESIX:

0.19

VIGIX:

2.09

Sortino Ratio

VESIX:

0.35

VIGIX:

2.68

Omega Ratio

VESIX:

1.04

VIGIX:

1.38

Calmar Ratio

VESIX:

0.21

VIGIX:

2.81

Martin Ratio

VESIX:

0.65

VIGIX:

10.99

Ulcer Index

VESIX:

3.84%

VIGIX:

3.31%

Daily Std Dev

VESIX:

12.88%

VIGIX:

17.44%

Max Drawdown

VESIX:

-63.25%

VIGIX:

-57.17%

Current Drawdown

VESIX:

-11.84%

VIGIX:

-2.51%

Returns By Period

In the year-to-date period, VESIX achieves a 0.34% return, which is significantly lower than VIGIX's 34.77% return. Over the past 10 years, VESIX has underperformed VIGIX with an annualized return of 4.91%, while VIGIX has yielded a comparatively higher 15.88% annualized return.


VESIX

YTD

0.34%

1M

-2.06%

6M

-5.40%

1Y

1.11%

5Y*

4.75%

10Y*

4.91%

VIGIX

YTD

34.77%

1M

3.33%

6M

12.01%

1Y

34.91%

5Y*

18.89%

10Y*

15.88%

Compare stocks, funds, or ETFs

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


VESIX vs. VIGIX - Expense Ratio Comparison

VESIX has a 0.08% expense ratio, which is higher than VIGIX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VESIX
Vanguard European Stock Index Fund Institutional Shares
Expense ratio chart for VESIX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VIGIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VESIX vs. VIGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard European Stock Index Fund Institutional Shares (VESIX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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 VESIX, currently valued at 0.19, compared to the broader market-1.000.001.002.003.004.000.192.09
The chart of Sortino ratio for VESIX, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.0010.000.352.68
The chart of Omega ratio for VESIX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.003.501.041.38
The chart of Calmar ratio for VESIX, currently valued at 0.21, compared to the broader market0.002.004.006.008.0010.0012.0014.000.212.81
The chart of Martin ratio for VESIX, currently valued at 0.65, compared to the broader market0.0020.0040.0060.000.6510.99
VESIX
VIGIX

The current VESIX Sharpe Ratio is 0.19, which is lower than the VIGIX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of VESIX and VIGIX, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.19
2.09
VESIX
VIGIX

Dividends

VESIX vs. VIGIX - Dividend Comparison

VESIX's dividend yield for the trailing twelve months is around 2.49%, more than VIGIX's 0.33% yield.


TTM20232022202120202019201820172016201520142013
VESIX
Vanguard European Stock Index Fund Institutional Shares
2.49%3.14%3.24%3.04%2.10%3.29%3.95%2.72%3.54%3.27%4.65%2.80%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.33%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%1.22%1.20%

Drawdowns

VESIX vs. VIGIX - Drawdown Comparison

The maximum VESIX drawdown since its inception was -63.25%, which is greater than VIGIX's maximum drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for VESIX and VIGIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.84%
-2.51%
VESIX
VIGIX

Volatility

VESIX vs. VIGIX - Volatility Comparison

The current volatility for Vanguard European Stock Index Fund Institutional Shares (VESIX) is 3.63%, while Vanguard Growth Index Fund Institutional Shares (VIGIX) has a volatility of 4.92%. This indicates that VESIX experiences smaller price fluctuations and is considered to be less risky than VIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.63%
4.92%
VESIX
VIGIX
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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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