PortfoliosLab logo
VEURX vs. VTRIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEURX and VTRIX is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

VEURX vs. VTRIX - Performance Comparison

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

Loading data...

Key characteristics

Daily Std Dev

VEURX:

9.74%

VTRIX:

16.55%

Max Drawdown

VEURX:

-1.08%

VTRIX:

-59.40%

Current Drawdown

VEURX:

-0.25%

VTRIX:

-2.25%

Returns By Period


VEURX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VTRIX

YTD

8.49%

1M

9.28%

6M

3.50%

1Y

3.50%

5Y*

11.13%

10Y*

4.33%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VEURX vs. VTRIX - Expense Ratio Comparison

VEURX has a 0.25% expense ratio, which is lower than VTRIX's 0.36% expense ratio.


Risk-Adjusted Performance

VEURX vs. VTRIX — Risk-Adjusted Performance Rank

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

VEURX
The Risk-Adjusted Performance Rank of VEURX is 7171
Overall Rank
The Sharpe Ratio Rank of VEURX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VEURX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VEURX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VEURX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VEURX is 6666
Martin Ratio Rank

VTRIX
The Risk-Adjusted Performance Rank of VTRIX is 4040
Overall Rank
The Sharpe Ratio Rank of VTRIX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of VTRIX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of VTRIX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of VTRIX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of VTRIX is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VEURX vs. VTRIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard European Stock Index Fund (VEURX) and Vanguard International Value Fund (VTRIX). 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.



Loading data...

Dividends

VEURX vs. VTRIX - Dividend Comparison

VEURX's dividend yield for the trailing twelve months is around 2.85%, less than VTRIX's 7.86% yield.


TTM20242023202220212020201920182017201620152014
VEURX
Vanguard European Stock Index Fund
2.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTRIX
Vanguard International Value Fund
7.86%8.53%2.78%2.75%4.35%1.58%2.96%6.24%1.86%2.29%2.13%2.79%

Drawdowns

VEURX vs. VTRIX - Drawdown Comparison

The maximum VEURX drawdown since its inception was -1.08%, smaller than the maximum VTRIX drawdown of -59.40%. Use the drawdown chart below to compare losses from any high point for VEURX and VTRIX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

VEURX vs. VTRIX - Volatility Comparison


Loading data...