VEURX vs. VIAAX
Compare and contrast key facts about Vanguard European Stock Index Fund (VEURX) and Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX).
VEURX is managed by Vanguard. It was launched on Jun 17, 1990. VIAAX is managed by Vanguard. It was launched on Mar 2, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEURX or VIAAX.
Key characteristics
| VEURX | VIAAX | |
|---|---|---|
| YTD Return | 5.37% | 7.82% |
| 1Y Return | 17.82% | 19.42% |
| 3Y Return (Ann) | 1.52% | 1.20% |
| 5Y Return (Ann) | 6.47% | 7.02% |
| Sharpe Ratio | 1.38 | 1.70 |
| Sortino Ratio | 1.98 | 2.43 |
| Omega Ratio | 1.24 | 1.29 |
| Calmar Ratio | 1.55 | 1.33 |
| Martin Ratio | 7.21 | 8.67 |
| Ulcer Index | 2.48% | 2.22% |
| Daily Std Dev | 12.94% | 11.35% |
| Max Drawdown | -63.33% | -30.78% |
| Current Drawdown | -7.31% | -5.40% |
Correlation
The correlation between VEURX and VIAAX is 0.91, 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. VIAAX - Performance Comparison
In the year-to-date period, VEURX achieves a 5.37% return, which is significantly lower than VIAAX's 7.82% return. 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. VIAAX - Expense Ratio Comparison
VEURX has a 0.25% expense ratio, which is higher than VIAAX's 0.16% 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. VIAAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard European Stock Index Fund (VEURX) and Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX). 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. VIAAX - Dividend Comparison
VEURX's dividend yield for the trailing twelve months is around 2.90%, more than VIAAX's 1.96% 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% |
VIAAX Vanguard International Dividend Appreciation Index Fund Admiral Shares | 1.96% | 1.92% | 2.05% | 0.94% | 1.28% | 1.83% | 1.99% | 1.69% | 1.06% | 0.00% | 0.00% | 0.00% |
Drawdowns
VEURX vs. VIAAX - Drawdown Comparison
The maximum VEURX drawdown since its inception was -63.33%, which is greater than VIAAX's maximum drawdown of -30.78%. Use the drawdown chart below to compare losses from any high point for VEURX and VIAAX. For additional features, visit the drawdowns tool.
Volatility
VEURX vs. VIAAX - Volatility Comparison
Vanguard European Stock Index Fund (VEURX) has a higher volatility of 4.06% compared to Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) at 3.20%. This indicates that VEURX's price experiences larger fluctuations and is considered to be riskier than VIAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.