PortfoliosLab logoPortfoliosLab logo
VEUSX vs. MAEFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEUSX vs. MAEFX - Performance Comparison

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

Loading graphics...

VEUSX vs. MAEFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEUSX
Vanguard European Stock Index Fund Admiral Shares
-1.01%35.41%2.01%19.99%-16.06%16.28%6.43%24.22%-14.81%27.04%
MAEFX
BlackRock EuroFund Fund
-6.70%20.07%7.21%20.70%-23.85%19.53%19.34%25.17%-19.83%22.42%

Returns By Period

In the year-to-date period, VEUSX achieves a -1.01% return, which is significantly higher than MAEFX's -6.70% return. Over the past 10 years, VEUSX has outperformed MAEFX with an annualized return of 8.91%, while MAEFX has yielded a comparatively lower 6.33% annualized return.


VEUSX

1D
2.98%
1M
-6.28%
YTD
-1.01%
6M
3.46%
1Y
20.78%
3Y*
14.25%
5Y*
8.67%
10Y*
8.91%

MAEFX

1D
4.46%
1M
-8.07%
YTD
-6.70%
6M
-7.55%
1Y
7.87%
3Y*
7.99%
5Y*
4.79%
10Y*
6.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


VEUSX vs. MAEFX - Expense Ratio Comparison

VEUSX has a 0.10% expense ratio, which is lower than MAEFX's 1.10% expense ratio.


Return for Risk

VEUSX vs. MAEFX — Risk / Return Rank

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

VEUSX
VEUSX Risk / Return Rank: 6767
Overall Rank
VEUSX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VEUSX Sortino Ratio Rank: 6767
Sortino Ratio Rank
VEUSX Omega Ratio Rank: 6464
Omega Ratio Rank
VEUSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
VEUSX Martin Ratio Rank: 6565
Martin Ratio Rank

MAEFX
MAEFX Risk / Return Rank: 1111
Overall Rank
MAEFX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
MAEFX Sortino Ratio Rank: 1212
Sortino Ratio Rank
MAEFX Omega Ratio Rank: 1111
Omega Ratio Rank
MAEFX Calmar Ratio Rank: 1010
Calmar Ratio Rank
MAEFX Martin Ratio Rank: 1111
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.

VEUSX vs. MAEFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard European Stock Index Fund Admiral Shares (VEUSX) and BlackRock EuroFund Fund (MAEFX). 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.


VEUSXMAEFXDifference

Sharpe ratio

Return per unit of total volatility

1.25

0.38

+0.87

Sortino ratio

Return per unit of downside risk

1.73

0.69

+1.04

Omega ratio

Gain probability vs. loss probability

1.25

1.09

+0.16

Calmar ratio

Return relative to maximum drawdown

1.65

0.41

+1.24

Martin ratio

Return relative to average drawdown

6.31

1.44

+4.86

VEUSX vs. MAEFX - Sharpe Ratio Comparison

The current VEUSX Sharpe Ratio is 1.25, which is higher than the MAEFX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of VEUSX and MAEFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VEUSXMAEFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.38

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.22

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.30

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.35

-0.05

Correlation

The correlation between VEUSX and MAEFX is 0.95, 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

VEUSX vs. MAEFX - Dividend Comparison

VEUSX's dividend yield for the trailing twelve months is around 2.99%, less than MAEFX's 12.42% yield.


TTM20252024202320222021202020192018201720162015
VEUSX
Vanguard European Stock Index Fund Admiral Shares
2.99%2.84%3.58%3.13%3.22%3.02%2.08%3.26%3.92%2.70%3.52%3.24%
MAEFX
BlackRock EuroFund Fund
12.42%11.58%1.29%1.24%0.76%0.00%0.00%0.45%2.81%1.19%2.32%1.64%

Drawdowns

VEUSX vs. MAEFX - Drawdown Comparison

The maximum VEUSX drawdown since its inception was -63.28%, roughly equal to the maximum MAEFX drawdown of -62.58%. Use the drawdown chart below to compare losses from any high point for VEUSX and MAEFX.


Loading graphics...

Drawdown Indicators


VEUSXMAEFXDifference

Max Drawdown

Largest peak-to-trough decline

-63.28%

-62.58%

-0.70%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-17.14%

+5.17%

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

-40.47%

+7.75%

Max Drawdown (10Y)

Largest decline over 10 years

-36.87%

-40.51%

+3.64%

Current Drawdown

Current decline from peak

-8.61%

-13.44%

+4.83%

Average Drawdown

Average peak-to-trough decline

-13.02%

-11.67%

-1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

4.87%

-1.74%

Volatility

VEUSX vs. MAEFX - Volatility Comparison

The current volatility for Vanguard European Stock Index Fund Admiral Shares (VEUSX) is 7.49%, while BlackRock EuroFund Fund (MAEFX) has a volatility of 10.70%. This indicates that VEUSX experiences smaller price fluctuations and is considered to be less risky than MAEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VEUSXMAEFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.49%

10.70%

-3.21%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

15.26%

-4.27%

Volatility (1Y)

Calculated over the trailing 1-year period

16.95%

21.99%

-5.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

22.04%

-4.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.15%

21.38%

-3.23%