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VEURX vs. VZICX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEURX and VZICX 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.


Performance

VEURX vs. VZICX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VEURX:

0.69

VZICX:

0.83

Sortino Ratio

VEURX:

1.10

VZICX:

1.25

Omega Ratio

VEURX:

1.15

VZICX:

1.17

Calmar Ratio

VEURX:

0.88

VZICX:

1.05

Martin Ratio

VEURX:

2.40

VZICX:

3.48

Ulcer Index

VEURX:

5.09%

VZICX:

4.03%

Daily Std Dev

VEURX:

16.79%

VZICX:

16.50%

Max Drawdown

VEURX:

-63.33%

VZICX:

-34.37%

Current Drawdown

VEURX:

0.00%

VZICX:

0.00%

Returns By Period

In the year-to-date period, VEURX achieves a 17.63% return, which is significantly higher than VZICX's 13.79% return.


VEURX

YTD

17.63%

1M

9.36%

6M

16.00%

1Y

11.57%

5Y*

14.28%

10Y*

5.66%

VZICX

YTD

13.79%

1M

10.33%

6M

10.58%

1Y

13.54%

5Y*

14.08%

10Y*

N/A

*Annualized

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VEURX vs. VZICX - Expense Ratio Comparison

VEURX has a 0.25% expense ratio, which is lower than VZICX's 0.35% expense ratio.


Risk-Adjusted Performance

VEURX vs. VZICX — 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 6767
Overall Rank
The Sharpe Ratio Rank of VEURX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VEURX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VEURX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VEURX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VEURX is 6363
Martin Ratio Rank

VZICX
The Risk-Adjusted Performance Rank of VZICX is 7777
Overall Rank
The Sharpe Ratio Rank of VZICX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of VZICX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VZICX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of VZICX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VZICX is 7878
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. VZICX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard European Stock Index Fund (VEURX) and Vanguard International Core Stock Fund Admiral Shares (VZICX). 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.


The current VEURX Sharpe Ratio is 0.69, which is comparable to the VZICX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of VEURX and VZICX, 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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Dividends

VEURX vs. VZICX - Dividend Comparison

VEURX's dividend yield for the trailing twelve months is around 2.83%, more than VZICX's 1.85% yield.


TTM20242023202220212020201920182017201620152014
VEURX
Vanguard European Stock Index Fund
2.83%3.44%3.01%3.08%2.90%1.97%3.14%3.77%2.56%3.35%3.09%4.46%
VZICX
Vanguard International Core Stock Fund Admiral Shares
1.85%2.10%2.20%2.10%2.82%1.89%0.11%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VEURX vs. VZICX - Drawdown Comparison

The maximum VEURX drawdown since its inception was -63.33%, which is greater than VZICX's maximum drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for VEURX and VZICX. For additional features, visit the drawdowns tool.


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Volatility

VEURX vs. VZICX - Volatility Comparison

Vanguard European Stock Index Fund (VEURX) has a higher volatility of 3.02% compared to Vanguard International Core Stock Fund Admiral Shares (VZICX) at 2.86%. This indicates that VEURX's price experiences larger fluctuations and is considered to be riskier than VZICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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