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VEUPX vs. MAEFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEUPX vs. MAEFX - Performance Comparison

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

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VEUPX vs. MAEFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEUPX
Vanguard European Stock Index Fund Institutional Plus Shares
-1.00%35.46%2.04%20.01%-16.03%16.31%6.46%24.25%-14.77%27.12%
MAEFX
BlackRock EuroFund Fund
-6.70%20.07%7.21%20.70%-23.85%19.53%19.34%25.17%-19.83%22.42%

Returns By Period

In the year-to-date period, VEUPX achieves a -1.00% return, which is significantly higher than MAEFX's -6.70% return. Over the past 10 years, VEUPX has outperformed MAEFX with an annualized return of 8.95%, while MAEFX has yielded a comparatively lower 6.33% annualized return.


VEUPX

1D
2.98%
1M
-6.27%
YTD
-1.00%
6M
3.47%
1Y
20.82%
3Y*
14.29%
5Y*
8.71%
10Y*
8.95%

MAEFX

1D
4.46%
1M
-8.07%
YTD
-6.70%
6M
-7.55%
1Y
7.87%
3Y*
7.99%
5Y*
4.79%
10Y*
6.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEUPX vs. MAEFX - Expense Ratio Comparison

VEUPX has a 0.07% expense ratio, which is lower than MAEFX's 1.10% expense ratio.


Return for Risk

VEUPX vs. MAEFX — Risk / Return Rank

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

VEUPX
VEUPX Risk / Return Rank: 6363
Overall Rank
VEUPX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
VEUPX Sortino Ratio Rank: 6464
Sortino Ratio Rank
VEUPX Omega Ratio Rank: 6161
Omega Ratio Rank
VEUPX Calmar Ratio Rank: 6565
Calmar Ratio Rank
VEUPX Martin Ratio Rank: 6161
Martin Ratio Rank

MAEFX
MAEFX Risk / Return Rank: 1111
Overall Rank
MAEFX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
MAEFX Sortino Ratio Rank: 1212
Sortino Ratio Rank
MAEFX Omega Ratio Rank: 1111
Omega Ratio Rank
MAEFX Calmar Ratio Rank: 1010
Calmar Ratio Rank
MAEFX Martin Ratio Rank: 1111
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.

VEUPX vs. MAEFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard European Stock Index Fund Institutional Plus Shares (VEUPX) and BlackRock EuroFund Fund (MAEFX). 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.


VEUPXMAEFXDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.38

+0.87

Sortino ratio

Return per unit of downside risk

1.73

0.69

+1.04

Omega ratio

Gain probability vs. loss probability

1.25

1.09

+0.16

Calmar ratio

Return relative to maximum drawdown

1.65

0.41

+1.24

Martin ratio

Return relative to average drawdown

6.32

1.44

+4.88

VEUPX vs. MAEFX - Sharpe Ratio Comparison

The current VEUPX Sharpe Ratio is 1.26, which is higher than the MAEFX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of VEUPX and MAEFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VEUPXMAEFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.38

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.22

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.30

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.35

+0.02

Correlation

The correlation between VEUPX and MAEFX is 0.95, 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.


Dividends

VEUPX vs. MAEFX - Dividend Comparison

VEUPX's dividend yield for the trailing twelve months is around 3.02%, less than MAEFX's 12.42% yield.


TTM20252024202320222021202020192018201720162015
VEUPX
Vanguard European Stock Index Fund Institutional Plus Shares
3.02%2.87%3.61%3.15%3.26%3.05%2.11%3.29%3.96%2.73%3.54%3.29%
MAEFX
BlackRock EuroFund Fund
12.42%11.58%1.29%1.24%0.76%0.00%0.00%0.45%2.81%1.19%2.32%1.64%

Drawdowns

VEUPX vs. MAEFX - Drawdown Comparison

The maximum VEUPX drawdown since its inception was -36.83%, smaller than the maximum MAEFX drawdown of -62.58%. Use the drawdown chart below to compare losses from any high point for VEUPX and MAEFX.


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Drawdown Indicators


VEUPXMAEFXDifference

Max Drawdown

Largest peak-to-trough decline

-36.83%

-62.58%

+25.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-17.14%

+5.18%

Max Drawdown (5Y)

Largest decline over 5 years

-32.69%

-40.47%

+7.78%

Max Drawdown (10Y)

Largest decline over 10 years

-36.83%

-40.51%

+3.68%

Current Drawdown

Current decline from peak

-8.61%

-13.44%

+4.83%

Average Drawdown

Average peak-to-trough decline

-8.44%

-11.67%

+3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

4.87%

-1.74%

Volatility

VEUPX vs. MAEFX - Volatility Comparison

The current volatility for Vanguard European Stock Index Fund Institutional Plus Shares (VEUPX) is 7.49%, while BlackRock EuroFund Fund (MAEFX) has a volatility of 10.70%. This indicates that VEUPX experiences smaller price fluctuations and is considered to be less risky than MAEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEUPXMAEFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.49%

10.70%

-3.21%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

15.26%

-4.27%

Volatility (1Y)

Calculated over the trailing 1-year period

16.94%

21.99%

-5.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

22.04%

-4.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.15%

21.38%

-3.23%