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

Correlation

The correlation between VEUSX and VEIRX is 0.73, 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.


-0.50.00.51.00.7

Performance

VEUSX vs. VEIRX - 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 Equity Income Fund Admiral Shares (VEIRX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-2.58%
0.79%
VEUSX
VEIRX

Key characteristics

Sharpe Ratio

VEUSX:

0.69

VEIRX:

1.00

Sortino Ratio

VEUSX:

1.02

VEIRX:

1.23

Omega Ratio

VEUSX:

1.12

VEIRX:

1.23

Calmar Ratio

VEUSX:

0.78

VEIRX:

1.11

Martin Ratio

VEUSX:

1.91

VEIRX:

4.01

Ulcer Index

VEUSX:

4.55%

VEIRX:

3.43%

Daily Std Dev

VEUSX:

12.58%

VEIRX:

13.80%

Max Drawdown

VEUSX:

-63.28%

VEIRX:

-56.75%

Current Drawdown

VEUSX:

-8.27%

VEIRX:

-7.86%

Returns By Period

In the year-to-date period, VEUSX achieves a 2.34% return, which is significantly lower than VEIRX's 3.48% return. Over the past 10 years, VEUSX has underperformed VEIRX with an annualized return of 5.48%, while VEIRX has yielded a comparatively higher 6.49% annualized return.


VEUSX

YTD

2.34%

1M

2.18%

6M

-2.58%

1Y

7.86%

5Y*

5.23%

10Y*

5.48%

VEIRX

YTD

3.48%

1M

4.87%

6M

0.79%

1Y

13.54%

5Y*

5.47%

10Y*

6.49%

*Annualized

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. VEIRX - Expense Ratio Comparison

VEUSX has a 0.10% expense ratio, which is lower than VEIRX's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VEIRX
Vanguard Equity Income Fund Admiral Shares
Expense ratio chart for VEIRX: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
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. VEIRX — Risk-Adjusted Performance Rank

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

VEUSX
The Risk-Adjusted Performance Rank of VEUSX is 3333
Overall Rank
The Sharpe Ratio Rank of VEUSX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of VEUSX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VEUSX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of VEUSX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of VEUSX is 2525
Martin Ratio Rank

VEIRX
The Risk-Adjusted Performance Rank of VEIRX is 5353
Overall Rank
The Sharpe Ratio Rank of VEIRX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VEIRX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of VEIRX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VEIRX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VEIRX is 4949
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.

VEUSX vs. VEIRX - 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 Equity Income Fund Admiral Shares (VEIRX). 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 0.69, compared to the broader market-1.000.001.002.003.004.000.691.00
The chart of Sortino ratio for VEUSX, currently valued at 1.02, compared to the broader market0.005.0010.001.021.23
The chart of Omega ratio for VEUSX, currently valued at 1.12, compared to the broader market1.002.003.004.001.121.23
The chart of Calmar ratio for VEUSX, currently valued at 0.78, compared to the broader market0.005.0010.0015.0020.000.781.11
The chart of Martin ratio for VEUSX, currently valued at 1.91, compared to the broader market0.0020.0040.0060.0080.001.914.01
VEUSX
VEIRX

The current VEUSX Sharpe Ratio is 0.69, which is lower than the VEIRX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of VEUSX and VEIRX, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.69
1.00
VEUSX
VEIRX

Dividends

VEUSX vs. VEIRX - Dividend Comparison

VEUSX's dividend yield for the trailing twelve months is around 3.50%, more than VEIRX's 2.81% yield.


TTM20242023202220212020201920182017201620152014
VEUSX
Vanguard European Stock Index Fund Admiral Shares
3.50%3.58%3.13%3.23%3.02%2.08%3.26%3.92%2.70%3.52%3.24%5.17%
VEIRX
Vanguard Equity Income Fund Admiral Shares
2.81%2.91%3.03%3.03%2.49%2.70%2.71%3.25%2.54%2.83%3.05%2.78%

Drawdowns

VEUSX vs. VEIRX - Drawdown Comparison

The maximum VEUSX drawdown since its inception was -63.28%, which is greater than VEIRX's maximum drawdown of -56.75%. Use the drawdown chart below to compare losses from any high point for VEUSX and VEIRX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.27%
-7.86%
VEUSX
VEIRX

Volatility

VEUSX vs. VEIRX - Volatility Comparison

The current volatility for Vanguard European Stock Index Fund Admiral Shares (VEUSX) is 3.76%, while Vanguard Equity Income Fund Admiral Shares (VEIRX) has a volatility of 10.26%. This indicates that VEUSX experiences smaller price fluctuations and is considered to be less risky than VEIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
3.76%
10.26%
VEUSX
VEIRX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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