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VEURX vs. VOE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEURX vs. VOE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard European Stock Index Fund (VEURX) and Vanguard Mid-Cap Value ETF (VOE). The values are adjusted to include any dividend payments, if applicable.

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VEURX vs. VOE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEURX
Vanguard European Stock Index Fund
-1.03%35.20%1.88%19.83%-16.16%16.14%6.29%24.02%-14.88%26.81%
VOE
Vanguard Mid-Cap Value ETF
4.67%12.08%14.00%9.85%-7.97%28.78%2.65%27.85%-12.48%17.07%

Returns By Period

In the year-to-date period, VEURX achieves a -1.03% return, which is significantly lower than VOE's 4.67% return. Over the past 10 years, VEURX has underperformed VOE with an annualized return of 8.76%, while VOE has yielded a comparatively higher 10.23% annualized return.


VEURX

1D
2.98%
1M
-6.27%
YTD
-1.03%
6M
3.38%
1Y
20.61%
3Y*
14.09%
5Y*
8.53%
10Y*
8.76%

VOE

1D
0.20%
1M
-4.46%
YTD
4.67%
6M
7.17%
1Y
17.39%
3Y*
13.81%
5Y*
8.66%
10Y*
10.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEURX vs. VOE - Expense Ratio Comparison

VEURX has a 0.25% expense ratio, which is higher than VOE's 0.07% 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. VOE — Risk / Return Rank

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

VEURX
VEURX Risk / Return Rank: 6565
Overall Rank
VEURX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VEURX Sortino Ratio Rank: 6666
Sortino Ratio Rank
VEURX Omega Ratio Rank: 6262
Omega Ratio Rank
VEURX Calmar Ratio Rank: 6868
Calmar Ratio Rank
VEURX Martin Ratio Rank: 6464
Martin Ratio Rank

VOE
VOE Risk / Return Rank: 5858
Overall Rank
VOE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VOE Sortino Ratio Rank: 5858
Sortino Ratio Rank
VOE Omega Ratio Rank: 5757
Omega Ratio Rank
VOE Calmar Ratio Rank: 5252
Calmar Ratio Rank
VOE Martin Ratio Rank: 6363
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. VOE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard European Stock Index Fund (VEURX) and Vanguard Mid-Cap Value ETF (VOE). 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.


VEURXVOEDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.06

+0.18

Sortino ratio

Return per unit of downside risk

1.72

1.55

+0.17

Omega ratio

Gain probability vs. loss probability

1.25

1.22

+0.03

Calmar ratio

Return relative to maximum drawdown

1.63

1.41

+0.23

Martin ratio

Return relative to average drawdown

6.24

6.51

-0.27

VEURX vs. VOE - Sharpe Ratio Comparison

The current VEURX Sharpe Ratio is 1.25, which is comparable to the VOE Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of VEURX and VOE, 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


VEURXVOEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.06

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.54

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.54

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.43

-0.06

Correlation

The correlation between VEURX and VOE is 0.74, 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. VOE - Dividend Comparison

VEURX's dividend yield for the trailing twelve months is around 2.83%, more than VOE's 1.99% yield.


TTM20252024202320222021202020192018201720162015
VEURX
Vanguard European Stock Index Fund
2.83%2.70%3.44%3.00%3.07%2.90%1.97%3.14%3.77%2.55%3.35%3.09%
VOE
Vanguard Mid-Cap Value ETF
1.99%2.10%2.11%2.27%2.27%1.78%2.36%2.05%2.75%1.86%1.92%2.05%

Drawdowns

VEURX vs. VOE - Drawdown Comparison

The maximum VEURX drawdown since its inception was -63.33%, roughly equal to the maximum VOE drawdown of -61.50%. Use the drawdown chart below to compare losses from any high point for VEURX and VOE.


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Drawdown Indicators


VEURXVOEDifference

Max Drawdown

Largest peak-to-trough decline

-63.33%

-61.50%

-1.83%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-12.42%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-32.81%

-19.70%

-13.11%

Max Drawdown (10Y)

Largest decline over 10 years

-37.03%

-43.18%

+6.15%

Current Drawdown

Current decline from peak

-8.63%

-4.54%

-4.09%

Average Drawdown

Average peak-to-trough decline

-12.72%

-8.41%

-4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

2.68%

+0.45%

Volatility

VEURX vs. VOE - Volatility Comparison

Vanguard European Stock Index Fund (VEURX) has a higher volatility of 7.46% compared to Vanguard Mid-Cap Value ETF (VOE) at 4.01%. This indicates that VEURX's price experiences larger fluctuations and is considered to be riskier than VOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEURXVOEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.46%

4.01%

+3.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.97%

8.77%

+2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

16.92%

16.46%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

16.11%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.14%

18.84%

-0.70%