VEURX vs. VGK
Compare and contrast key facts about Vanguard European Stock Index Fund (VEURX) and Vanguard FTSE Europe ETF (VGK).
VEURX is managed by Vanguard. It was launched on Jun 17, 1990. VGK is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe Index. It was launched on Mar 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEURX or VGK.
Key characteristics
| VEURX | VGK | |
|---|---|---|
| YTD Return | 5.37% | 5.48% |
| 1Y Return | 17.82% | 17.99% |
| 3Y Return (Ann) | 1.52% | 1.67% |
| 5Y Return (Ann) | 6.47% | 6.59% |
| 10Y Return (Ann) | 5.20% | 5.36% |
| Sharpe Ratio | 1.38 | 1.35 |
| Sortino Ratio | 1.98 | 1.92 |
| Omega Ratio | 1.24 | 1.23 |
| Calmar Ratio | 1.55 | 1.59 |
| Martin Ratio | 7.21 | 7.21 |
| Ulcer Index | 2.48% | 2.49% |
| Daily Std Dev | 12.94% | 13.34% |
| Max Drawdown | -63.33% | -63.61% |
| Current Drawdown | -7.31% | -7.33% |
Correlation
The correlation between VEURX and VGK is 0.96, 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.
Performance
VEURX vs. VGK - Performance Comparison
The year-to-date returns for both investments are quite close, with VEURX having a 5.37% return and VGK slightly higher at 5.48%. Both investments have delivered pretty close results over the past 10 years, with VEURX having a 5.20% annualized return and VGK not far ahead at 5.36%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VEURX vs. VGK - Expense Ratio Comparison
VEURX has a 0.25% expense ratio, which is higher than VGK'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%.
Risk-Adjusted Performance
VEURX vs. VGK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard European Stock Index Fund (VEURX) and Vanguard FTSE Europe ETF (VGK). 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
VEURX vs. VGK - Dividend Comparison
VEURX's dividend yield for the trailing twelve months is around 2.90%, less than VGK's 3.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEURX Vanguard European Stock Index Fund | 2.90% | 3.01% | 3.08% | 2.90% | 1.97% | 3.14% | 3.77% | 2.56% | 3.35% | 3.09% | 4.46% | 2.65% |
VGK Vanguard FTSE Europe ETF | 3.05% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% | 2.77% |
Drawdowns
VEURX vs. VGK - Drawdown Comparison
The maximum VEURX drawdown since its inception was -63.33%, roughly equal to the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for VEURX and VGK. For additional features, visit the drawdowns tool.
Volatility
VEURX vs. VGK - Volatility Comparison
The current volatility for Vanguard European Stock Index Fund (VEURX) is 4.06%, while Vanguard FTSE Europe ETF (VGK) has a volatility of 4.28%. This indicates that VEURX experiences smaller price fluctuations and is considered to be less risky than VGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.