VEUPX vs. VTIAX
VEUPX (Vanguard European Stock Index Fund Institutional Plus Shares) and VTIAX (Vanguard Total International Stock Index Fund Admiral Shares) are both mutual funds - VEUPX is a Europe Equities fund managed by Vanguard, while VTIAX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, VEUPX returned 9.41%/yr vs 9.85%/yr for VTIAX. Their correlation of 0.93 suggests significant overlap in exposure. VEUPX charges 0.07%/yr vs 0.09%/yr for VTIAX.
Performance
VEUPX vs. VTIAX - Performance Comparison
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Returns By Period
In the year-to-date period, VEUPX achieves a 7.09% return, which is significantly lower than VTIAX's 15.40% return. Both investments have delivered pretty close results over the past 10 years, with VEUPX having a 9.41% annualized return and VTIAX not far ahead at 9.85%.
VEUPX
- 1D
- 0.41%
- 1M
- 3.96%
- YTD
- 7.09%
- 6M
- 10.14%
- 1Y
- 19.65%
- 3Y*
- 16.90%
- 5Y*
- 8.72%
- 10Y*
- 9.41%
VTIAX
- 1D
- 0.60%
- 1M
- 5.53%
- YTD
- 15.40%
- 6M
- 18.19%
- 1Y
- 33.34%
- 3Y*
- 19.78%
- 5Y*
- 8.81%
- 10Y*
- 9.85%
VEUPX vs. VTIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEUPX Vanguard European Stock Index Fund Institutional Plus Shares | 7.09% | 35.46% | 2.04% | 20.01% | -16.03% | 16.31% | 6.46% | 24.25% | -14.77% | 27.12% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 15.40% | 32.18% | 5.34% | 15.28% | -16.02% | 8.59% | 11.27% | 21.52% | -14.46% | 27.54% |
Correlation
The correlation between VEUPX and VTIAX is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2010 | 0.93 |
The correlation between VEUPX and VTIAX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
VEUPX vs. VTIAX — Risk / Return Rank
VEUPX
VTIAX
VEUPX vs. VTIAX - 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 Total International Stock Index Fund Admiral Shares (VTIAX). 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.
| VEUPX | VTIAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.43 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 2.91 | -1.34 |
| Martin ratioReturn relative to average drawdown | 5.81 | 11.49 | -5.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VEUPX | VTIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.31 | -1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.59 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.62 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.44 | -0.05 |
Drawdowns
VEUPX vs. VTIAX - Drawdown Comparison
The maximum VEUPX drawdown since its inception was -36.83%, roughly equal to the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VEUPX and VTIAX.
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Drawdown Indicators
| VEUPX | VTIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.83% | -35.83% | -1.00% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -11.28% | -0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -13.96% | -13.13% | -0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -32.69% | -29.56% | -3.13% |
Max Drawdown (10Y)Largest decline over 10 years | -36.83% | -35.83% | -1.00% |
Current DrawdownCurrent decline from peak | -1.14% | 0.00% | -1.14% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -8.08% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.85% | +0.38% |
Volatility
VEUPX vs. VTIAX - Volatility Comparison
Vanguard European Stock Index Fund Institutional Plus Shares (VEUPX) has a higher volatility of 5.48% compared to Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) at 4.80%. This indicates that VEUPX's price experiences larger fluctuations and is considered to be riskier than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEUPX | VTIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.48% | 4.80% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 12.53% | 11.90% | +0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.21% | 14.22% | +0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.38% | 15.04% | +2.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 15.93% | +2.31% |
VEUPX vs. VTIAX - Expense Ratio Comparison
VEUPX has a 0.07% expense ratio, which is lower than VTIAX's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VEUPX vs. VTIAX - Dividend Comparison
VEUPX's dividend yield for the trailing twelve months is around 2.79%, more than VTIAX's 2.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEUPX Vanguard European Stock Index Fund Institutional Plus Shares | 2.79% | 2.87% | 3.61% | 3.15% | 3.26% | 3.05% | 2.11% | 3.29% | 3.96% | 2.73% | 3.54% | 3.29% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.60% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
Frequently Asked Questions
With a correlation of 0.90, VEUPX and VTIAX 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.
VEUPX has higher volatility (5.48%) compared to VTIAX (4.80%). In terms of maximum drawdown, VEUPX dropped -36.83% vs VTIAX's -35.83%.
VTIAX currently has the higher Sharpe Ratio (2.31 vs 1.24), 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.
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