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VEUSX vs. VAIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VEUSXVAIGX
YTD Return8.25%10.01%
1Y Return18.70%14.30%
Sharpe Ratio1.400.57
Daily Std Dev12.98%21.72%
Max Drawdown-63.28%-53.24%
Current Drawdown-3.65%-28.27%

Correlation

-0.50.00.51.00.8

The correlation between VEUSX and VAIGX is 0.78, 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

VEUSX vs. VAIGX - Performance Comparison

In the year-to-date period, VEUSX achieves a 8.25% return, which is significantly lower than VAIGX's 10.01% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
4.41%
1.30%
VEUSX
VAIGX

Compare stocks, funds, or ETFs

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


Vanguard European Stock Index Fund Admiral Shares

Vanguard Advice Select International Growth Fund

VEUSX vs. VAIGX - Expense Ratio Comparison

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


VAIGX
Vanguard Advice Select International Growth Fund
Expense ratio chart for VAIGX: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for VEUSX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

VEUSX vs. VAIGX - Risk-Adjusted Performance 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.


VEUSX
Sharpe ratio
The chart of Sharpe ratio for VEUSX, currently valued at 1.40, compared to the broader market-1.000.001.002.003.004.005.001.40
Sortino ratio
The chart of Sortino ratio for VEUSX, currently valued at 2.02, compared to the broader market0.005.0010.002.02
Omega ratio
The chart of Omega ratio for VEUSX, currently valued at 1.24, compared to the broader market1.002.003.004.001.24
Calmar ratio
The chart of Calmar ratio for VEUSX, currently valued at 1.18, compared to the broader market0.005.0010.0015.0020.001.18
Martin ratio
The chart of Martin ratio for VEUSX, currently valued at 7.02, compared to the broader market0.0020.0040.0060.0080.00100.007.02
VAIGX
Sharpe ratio
The chart of Sharpe ratio for VAIGX, currently valued at 0.57, compared to the broader market-1.000.001.002.003.004.005.000.57
Sortino ratio
The chart of Sortino ratio for VAIGX, currently valued at 0.95, compared to the broader market0.005.0010.000.95
Omega ratio
The chart of Omega ratio for VAIGX, currently valued at 1.11, compared to the broader market1.002.003.004.001.11
Calmar ratio
The chart of Calmar ratio for VAIGX, currently valued at 0.26, compared to the broader market0.005.0010.0015.0020.000.26
Martin ratio
The chart of Martin ratio for VAIGX, currently valued at 2.40, compared to the broader market0.0020.0040.0060.0080.00100.002.40

VEUSX vs. VAIGX - Sharpe Ratio Comparison

The current VEUSX Sharpe Ratio is 1.40, which is higher than the VAIGX Sharpe Ratio of 0.57. The chart below compares the 12-month rolling Sharpe Ratio of VEUSX and VAIGX.


Rolling 12-month Sharpe Ratio0.000.501.001.50AprilMayJuneJulyAugustSeptember
1.40
0.57
VEUSX
VAIGX

Dividends

VEUSX vs. VAIGX - Dividend Comparison

VEUSX's dividend yield for the trailing twelve months is around 3.08%, more than VAIGX's 0.12% yield.


TTM20232022202120202019201820172016201520142013
VEUSX
Vanguard European Stock Index Fund Admiral Shares
3.08%3.13%3.22%3.02%2.08%3.26%3.92%2.70%3.52%3.24%4.62%2.78%
VAIGX
Vanguard Advice Select International Growth Fund
0.12%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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 -53.24%. Use the drawdown chart below to compare losses from any high point for VEUSX and VAIGX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-3.65%
-28.27%
VEUSX
VAIGX

Volatility

VEUSX vs. VAIGX - Volatility Comparison

The current volatility for Vanguard European Stock Index Fund Admiral Shares (VEUSX) is 3.92%, while Vanguard Advice Select International Growth Fund (VAIGX) has a volatility of 7.76%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%AprilMayJuneJulyAugustSeptember
3.92%
7.76%
VEUSX
VAIGX