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VEUPX vs. VIGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEUPX vs. VIGAX - 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 Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

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VEUPX vs. VIGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEUPX
Vanguard European Stock Index Fund Institutional Plus Shares
-3.87%35.46%2.04%20.01%-16.03%16.31%6.46%24.25%-14.77%27.12%
VIGAX
Vanguard Growth Index Fund Admiral Shares
-13.83%19.43%32.67%46.76%-33.14%27.26%40.18%37.23%-3.35%27.80%

Returns By Period

In the year-to-date period, VEUPX achieves a -3.87% return, which is significantly higher than VIGAX's -13.83% return. Over the past 10 years, VEUPX has underperformed VIGAX with an annualized return of 8.63%, while VIGAX has yielded a comparatively higher 15.56% annualized return.


VEUPX

1D
0.63%
1M
-11.10%
YTD
-3.87%
6M
1.31%
1Y
17.62%
3Y*
13.17%
5Y*
8.38%
10Y*
8.63%

VIGAX

1D
-0.57%
1M
-8.83%
YTD
-13.83%
6M
-12.31%
1Y
13.72%
3Y*
19.56%
5Y*
10.93%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEUPX vs. VIGAX - Expense Ratio Comparison

VEUPX has a 0.07% expense ratio, which is higher than VIGAX's 0.05% 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%.


Return for Risk

VEUPX vs. VIGAX — Risk / Return Rank

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

VEUPX
VEUPX Risk / Return Rank: 5151
Overall Rank
VEUPX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
VEUPX Sortino Ratio Rank: 4848
Sortino Ratio Rank
VEUPX Omega Ratio Rank: 4747
Omega Ratio Rank
VEUPX Calmar Ratio Rank: 5656
Calmar Ratio Rank
VEUPX Martin Ratio Rank: 5252
Martin Ratio Rank

VIGAX
VIGAX Risk / Return Rank: 2626
Overall Rank
VIGAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VIGAX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VIGAX Omega Ratio Rank: 2929
Omega Ratio Rank
VIGAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VIGAX Martin Ratio Rank: 2222
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. VIGAX - 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 Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.


VEUPXVIGAXDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.61

+0.37

Sortino ratio

Return per unit of downside risk

1.38

1.04

+0.34

Omega ratio

Gain probability vs. loss probability

1.20

1.15

+0.05

Calmar ratio

Return relative to maximum drawdown

1.32

0.66

+0.66

Martin ratio

Return relative to average drawdown

5.07

2.37

+2.70

VEUPX vs. VIGAX - Sharpe Ratio Comparison

The current VEUPX Sharpe Ratio is 0.98, which is higher than the VIGAX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of VEUPX and VIGAX, 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


VEUPXVIGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.61

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.49

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.73

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.43

-0.07

Correlation

The correlation between VEUPX and VIGAX is 0.68, 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.


Dividends

VEUPX vs. VIGAX - Dividend Comparison

VEUPX's dividend yield for the trailing twelve months is around 3.11%, more than VIGAX's 0.46% yield.


TTM20252024202320222021202020192018201720162015
VEUPX
Vanguard European Stock Index Fund Institutional Plus Shares
3.11%2.87%3.61%3.15%3.26%3.05%2.11%3.29%3.96%2.73%3.54%3.29%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.46%0.40%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%

Drawdowns

VEUPX vs. VIGAX - Drawdown Comparison

The maximum VEUPX drawdown since its inception was -36.83%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VEUPX and VIGAX.


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Drawdown Indicators


VEUPXVIGAXDifference

Max Drawdown

Largest peak-to-trough decline

-36.83%

-50.66%

+13.83%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-16.51%

+4.55%

Max Drawdown (5Y)

Largest decline over 5 years

-32.69%

-35.63%

+2.94%

Max Drawdown (10Y)

Largest decline over 10 years

-36.83%

-35.63%

-1.20%

Current Drawdown

Current decline from peak

-11.25%

-16.51%

+5.26%

Average Drawdown

Average peak-to-trough decline

-8.44%

-12.02%

+3.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

4.57%

-1.46%

Volatility

VEUPX vs. VIGAX - Volatility Comparison

Vanguard European Stock Index Fund Institutional Plus Shares (VEUPX) has a higher volatility of 6.93% compared to Vanguard Growth Index Fund Admiral Shares (VIGAX) at 5.52%. This indicates that VEUPX's price experiences larger fluctuations and is considered to be riskier than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEUPXVIGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.93%

5.52%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

10.59%

12.10%

-1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

16.72%

22.69%

-5.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.15%

22.30%

-5.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.13%

21.49%

-3.36%