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

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.

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.24%
-21.30%
VEUSX
VAIGX

Returns By Period

In the year-to-date period, VEUSX achieves a 2.70% return, which is significantly lower than VAIGX's 20.70% return.


VEUSX

YTD

2.70%

1M

-6.03%

6M

-5.94%

1Y

11.15%

5Y (annualized)

5.95%

10Y (annualized)

4.98%

VAIGX

YTD

20.70%

1M

-1.31%

6M

5.19%

1Y

27.76%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


VEUSXVAIGX
Sharpe Ratio0.851.32
Sortino Ratio1.231.92
Omega Ratio1.151.24
Calmar Ratio1.110.71
Martin Ratio3.898.38
Ulcer Index2.78%3.24%
Daily Std Dev12.79%20.47%
Max Drawdown-63.28%-53.24%
Current Drawdown-9.76%-21.30%

Compare stocks, funds, or ETFs

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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%

Correlation

-0.50.00.51.00.8

The correlation between VEUSX and VAIGX is 0.77, 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.

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.


Sharpe ratio
The chart of Sharpe ratio for VEUSX, currently valued at 0.85, compared to the broader market0.002.004.000.851.32
The chart of Sortino ratio for VEUSX, currently valued at 1.23, compared to the broader market0.005.0010.001.231.92
The chart of Omega ratio for VEUSX, currently valued at 1.15, compared to the broader market1.002.003.004.001.151.24
The chart of Calmar ratio for VEUSX, currently valued at 1.11, compared to the broader market0.005.0010.0015.0020.0025.001.110.71
The chart of Martin ratio for VEUSX, currently valued at 3.89, compared to the broader market0.0020.0040.0060.0080.00100.003.898.38
VEUSX
VAIGX

The current VEUSX Sharpe Ratio is 0.85, which is lower than the VAIGX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of VEUSX and VAIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.85
1.32
VEUSX
VAIGX

Dividends

VEUSX vs. VAIGX - Dividend Comparison

VEUSX's dividend yield for the trailing twelve months is around 3.11%, more than VAIGX's 0.11% yield.


TTM20232022202120202019201820172016201520142013
VEUSX
Vanguard European Stock Index Fund Admiral Shares
3.11%3.13%3.23%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
0.11%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%JuneJulyAugustSeptemberOctoberNovember
-9.76%
-21.30%
VEUSX
VAIGX

Volatility

VEUSX vs. VAIGX - Volatility Comparison

The current volatility for Vanguard European Stock Index Fund Admiral Shares (VEUSX) is 4.18%, while Vanguard Advice Select International Growth Fund (VAIGX) has a volatility of 4.47%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
4.18%
4.47%
VEUSX
VAIGX