VESIX vs. VTPSX
Compare and contrast key facts about Vanguard European Stock Index Fund Institutional Shares (VESIX) and Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX).
VESIX is managed by Vanguard. It was launched on May 15, 2000. VTPSX is managed by Vanguard. It was launched on Nov 30, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VESIX or VTPSX.
Performance
VESIX vs. VTPSX - Performance Comparison
Returns By Period
In the year-to-date period, VESIX achieves a 2.60% return, which is significantly lower than VTPSX's 6.40% return. Both investments have delivered pretty close results over the past 10 years, with VESIX having a 4.93% annualized return and VTPSX not far behind at 4.81%.
VESIX
2.60%
-6.07%
-5.23%
9.45%
6.11%
4.93%
VTPSX
6.40%
-4.10%
-0.21%
12.67%
5.48%
4.81%
Key characteristics
| VESIX | VTPSX | |
|---|---|---|
| Sharpe Ratio | 0.70 | 1.01 |
| Sortino Ratio | 1.04 | 1.46 |
| Omega Ratio | 1.12 | 1.18 |
| Calmar Ratio | 0.91 | 1.09 |
| Martin Ratio | 3.02 | 4.99 |
| Ulcer Index | 2.97% | 2.44% |
| Daily Std Dev | 12.75% | 12.02% |
| Max Drawdown | -63.25% | -35.77% |
| Current Drawdown | -9.85% | -7.06% |
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VESIX vs. VTPSX - Expense Ratio Comparison
VESIX has a 0.08% expense ratio, which is higher than VTPSX's 0.07% 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%.
Correlation
The correlation between VESIX and VTPSX is 0.94, 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.
Risk-Adjusted Performance
VESIX vs. VTPSX - 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 Total International Stock Index Fund Institutional Plus Shares (VTPSX). 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
VESIX vs. VTPSX - Dividend Comparison
VESIX's dividend yield for the trailing twelve months is around 3.14%, more than VTPSX's 3.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VESIX Vanguard European Stock Index Fund Institutional Shares | 3.14% | 3.14% | 3.24% | 3.04% | 2.10% | 3.29% | 3.95% | 2.72% | 3.54% | 3.27% | 4.65% | 2.80% |
VTPSX Vanguard Total International Stock Index Fund Institutional Plus Shares | 3.01% | 3.25% | 3.09% | 3.09% | 2.13% | 3.08% | 3.20% | 2.77% | 2.97% | 2.89% | 3.44% | 2.74% |
Drawdowns
VESIX vs. VTPSX - Drawdown Comparison
The maximum VESIX drawdown since its inception was -63.25%, which is greater than VTPSX's maximum drawdown of -35.77%. Use the drawdown chart below to compare losses from any high point for VESIX and VTPSX. For additional features, visit the drawdowns tool.
Volatility
VESIX vs. VTPSX - Volatility Comparison
Vanguard European Stock Index Fund Institutional Shares (VESIX) has a higher volatility of 4.07% compared to Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) at 3.53%. This indicates that VESIX's price experiences larger fluctuations and is considered to be riskier than VTPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.