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VEUSX vs. VAIGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEUSX vs. VAIGX - Performance Comparison

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

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Returns By Period

In the year-to-date period, VEUSX achieves a 7.56% return, which is significantly higher than VAIGX's -2.46% return.


VEUSX

1D
0.11%
1M
1.04%
YTD
7.56%
6M
7.40%
1Y
20.61%
3Y*
17.17%
5Y*
9.07%
10Y*
10.41%

VAIGX

1D
-1.04%
1M
1.55%
YTD
-2.46%
6M
-2.10%
1Y
-2.67%
3Y*
10.87%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEUSX vs. VAIGX - Yearly Performance Comparison


2026 (YTD)2025202420232022
VEUSX
Vanguard European Stock Index Fund Admiral Shares
7.56%35.41%2.01%19.99%-11.28%
VAIGX
Vanguard Advice Select International Growth Fund
-2.46%17.01%19.11%15.53%-28.63%

Correlation

The correlation between VEUSX and VAIGX is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2022

0.75

The correlation between VEUSX and VAIGX has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.

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Return for Risk

VEUSX vs. VAIGX — Risk / Return Rank

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

VEUSX
VEUSX Risk / Return Rank: 2828
Overall Rank
VEUSX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VEUSX Sortino Ratio Rank: 2727
Sortino Ratio Rank
VEUSX Omega Ratio Rank: 2626
Omega Ratio Rank
VEUSX Calmar Ratio Rank: 2727
Calmar Ratio Rank
VEUSX Martin Ratio Rank: 3131
Martin Ratio Rank

VAIGX
VAIGX Risk / Return Rank: 22
Overall Rank
VAIGX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
VAIGX Sortino Ratio Rank: 33
Sortino Ratio Rank
VAIGX Omega Ratio Rank: 33
Omega Ratio Rank
VAIGX Calmar Ratio Rank: 22
Calmar Ratio Rank
VAIGX Martin Ratio Rank: 22
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. VAIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard European Stock Index Fund Admiral Shares (VEUSX) and Vanguard Advice Select International Growth Fund (VAIGX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VEUSXVAIGXDifference
Sharpe ratioReturn per unit of total volatility

+1.46

Sortino ratioReturn per unit of downside risk

+1.96

Omega ratioGain probability vs. loss probability

1.25

1.01

+0.24

Calmar ratioReturn relative to maximum drawdown

1.81

-0.07

+1.88

Martin ratioReturn relative to average drawdown

6.67

-0.16

+6.83

VEUSX vs. VAIGX - Sharpe Ratio Comparison

The current VEUSX Sharpe Ratio is 1.39, which is higher than the VAIGX Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of VEUSX and VAIGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VEUSX vs. VAIGX - Drawdown Comparison

The maximum VEUSX drawdown since its inception was -63.28%, which is greater than VAIGX's maximum drawdown of -41.46%. Use the drawdown chart below to compare losses from any high point for VEUSX and VAIGX.


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Drawdown Indicators


VEUSXVAIGXDifference

Max Drawdown

Largest peak-to-trough decline

-63.28%

-41.46%

-21.82%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-21.75%

+9.78%

Max Drawdown (3Y)

Largest decline over 3 years

-13.96%

-25.25%

+11.29%

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

Max Drawdown (10Y)

Largest decline over 10 years

-36.87%

Current Drawdown

Current decline from peak

-0.70%

-11.03%

+10.33%

Average Drawdown

Average peak-to-trough decline

-12.93%

-14.29%

+1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

9.60%

-6.36%

Volatility

VEUSX vs. VAIGX - Volatility Comparison

The current volatility for Vanguard European Stock Index Fund Admiral Shares (VEUSX) is 4.66%, while Vanguard Advice Select International Growth Fund (VAIGX) has a volatility of 8.11%. This indicates that VEUSX experiences smaller price fluctuations and is considered to be less risky than VAIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEUSXVAIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.66%

8.11%

-3.45%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

17.50%

-4.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.59%

21.39%

-5.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

28.95%

-11.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

28.95%

-10.77%

VEUSX vs. VAIGX - Expense Ratio Comparison

VEUSX has a 0.10% expense ratio, which is lower than VAIGX's 0.42% expense ratio.


Dividends

VEUSX vs. VAIGX - Dividend Comparison

VEUSX's dividend yield for the trailing twelve months is around 2.89%, less than VAIGX's 4.63% yield.


PositionTTM20252024202320222021202020192018201720162015
VAIGX
Vanguard Advice Select International Growth Fund
4.63%4.52%0.82%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEUSX
Vanguard European Stock Index Fund Admiral Shares
2.89%2.84%3.58%3.13%3.22%3.02%2.08%3.26%3.92%2.70%3.52%3.24%

Frequently Asked Questions


VEUSX and VAIGX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VAIGX has higher volatility (8.11%) compared to VEUSX (4.66%). In terms of maximum drawdown, VEUSX dropped -63.28% vs VAIGX's -41.46%.

VEUSX currently has the higher Sharpe Ratio (1.39 vs -0.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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