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VEURX vs. VESIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEURX vs. VESIX - Performance Comparison

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

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VEURX vs. VESIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEURX
Vanguard European Stock Index Fund
-3.90%35.20%1.88%19.83%-16.16%16.14%6.29%24.02%-14.88%26.81%
VESIX
Vanguard European Stock Index Fund Institutional Shares
-3.86%35.43%2.02%20.03%-16.07%16.31%6.46%24.24%-14.78%27.05%

Returns By Period

The year-to-date returns for both investments are quite close, with VEURX having a -3.90% return and VESIX slightly higher at -3.86%. Both investments have delivered pretty close results over the past 10 years, with VEURX having a 8.44% annualized return and VESIX not far ahead at 8.61%.


VEURX

1D
0.63%
1M
-11.10%
YTD
-3.90%
6M
1.23%
1Y
17.43%
3Y*
12.98%
5Y*
8.21%
10Y*
8.44%

VESIX

1D
0.64%
1M
-11.11%
YTD
-3.86%
6M
1.30%
1Y
17.61%
3Y*
13.16%
5Y*
8.37%
10Y*
8.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEURX vs. VESIX - Expense Ratio Comparison

VEURX has a 0.25% expense ratio, which is higher than VESIX's 0.08% 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

VEURX vs. VESIX — Risk / Return Rank

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

VEURX
VEURX Risk / Return Rank: 5151
Overall Rank
VEURX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
VEURX Sortino Ratio Rank: 4949
Sortino Ratio Rank
VEURX Omega Ratio Rank: 4747
Omega Ratio Rank
VEURX Calmar Ratio Rank: 5656
Calmar Ratio Rank
VEURX Martin Ratio Rank: 5252
Martin Ratio Rank

VESIX
VESIX Risk / Return Rank: 5151
Overall Rank
VESIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
VESIX Sortino Ratio Rank: 4949
Sortino Ratio Rank
VESIX Omega Ratio Rank: 4747
Omega Ratio Rank
VESIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
VESIX Martin Ratio Rank: 5252
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.

VEURX vs. VESIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard European Stock Index Fund (VEURX) and Vanguard European Stock Index Fund Institutional Shares (VESIX). 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.


VEURXVESIXDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.98

-0.01

Sortino ratio

Return per unit of downside risk

1.36

1.38

-0.01

Omega ratio

Gain probability vs. loss probability

1.19

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

1.30

1.32

-0.02

Martin ratio

Return relative to average drawdown

5.00

5.07

-0.07

VEURX vs. VESIX - Sharpe Ratio Comparison

The current VEURX Sharpe Ratio is 0.97, which is comparable to the VESIX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of VEURX and VESIX, 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


VEURXVESIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.98

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.49

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.48

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.24

+0.13

Correlation

The correlation between VEURX and VESIX is 1.00, 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

VEURX vs. VESIX - Dividend Comparison

VEURX's dividend yield for the trailing twelve months is around 2.92%, less than VESIX's 3.10% yield.


TTM20252024202320222021202020192018201720162015
VEURX
Vanguard European Stock Index Fund
2.92%2.70%3.44%3.00%3.07%2.90%1.97%3.14%3.77%2.55%3.35%3.09%
VESIX
Vanguard European Stock Index Fund Institutional Shares
3.10%2.86%3.60%3.15%3.25%3.04%2.10%3.28%3.95%2.72%3.54%3.27%

Drawdowns

VEURX vs. VESIX - Drawdown Comparison

The maximum VEURX drawdown since its inception was -63.33%, roughly equal to the maximum VESIX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for VEURX and VESIX.


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Drawdown Indicators


VEURXVESIXDifference

Max Drawdown

Largest peak-to-trough decline

-63.33%

-63.25%

-0.08%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-11.96%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-32.81%

-32.68%

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-37.03%

-36.85%

-0.18%

Current Drawdown

Current decline from peak

-11.27%

-11.25%

-0.02%

Average Drawdown

Average peak-to-trough decline

-12.72%

-15.31%

+2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

3.11%

+0.01%

Volatility

VEURX vs. VESIX - Volatility Comparison

Vanguard European Stock Index Fund (VEURX) and Vanguard European Stock Index Fund Institutional Shares (VESIX) have volatilities of 6.90% and 6.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEURXVESIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

6.93%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

10.57%

10.60%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

16.70%

16.71%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.15%

17.15%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.12%

18.13%

-0.01%