VEUSX vs. VGK
Compare and contrast key facts about Vanguard European Stock Index Fund Admiral Shares (VEUSX) and Vanguard FTSE Europe ETF (VGK).
VEUSX is managed by Vanguard. It was launched on Aug 13, 2001. VGK is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe Index. It was launched on Mar 4, 2005.
Performance
VEUSX vs. VGK - Performance Comparison
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VEUSX vs. VGK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEUSX Vanguard European Stock Index Fund Admiral Shares | -3.87% | 35.41% | 2.01% | 19.99% | -16.06% | 16.28% | 6.43% | 24.22% | -14.81% | 27.04% |
VGK Vanguard FTSE Europe ETF | -0.95% | 35.83% | 1.88% | 20.19% | -15.98% | 16.89% | 5.43% | 24.85% | -14.89% | 26.98% |
Returns By Period
In the year-to-date period, VEUSX achieves a -3.87% return, which is significantly lower than VGK's -0.95% return. Both investments have delivered pretty close results over the past 10 years, with VEUSX having a 8.59% annualized return and VGK not far ahead at 8.96%.
VEUSX
- 1D
- 0.62%
- 1M
- -11.11%
- YTD
- -3.87%
- 6M
- 1.30%
- 1Y
- 17.58%
- 3Y*
- 13.14%
- 5Y*
- 8.35%
- 10Y*
- 8.59%
VGK
- 1D
- 3.21%
- 1M
- -8.16%
- YTD
- -0.95%
- 6M
- 4.76%
- 1Y
- 21.14%
- 3Y*
- 14.29%
- 5Y*
- 8.68%
- 10Y*
- 8.96%
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VEUSX vs. VGK - Expense Ratio Comparison
VEUSX has a 0.10% expense ratio, which is higher than VGK's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
VEUSX vs. VGK — Risk / Return Rank
VEUSX
VGK
VEUSX vs. VGK - 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 FTSE Europe ETF (VGK). 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 | VGK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.21 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.73 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.24 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.64 | -0.32 |
Martin ratioReturn relative to average drawdown | 5.06 | 6.32 | -1.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VEUSX | VGK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.21 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.49 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.48 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.26 | +0.03 |
Correlation
The correlation between VEUSX and VGK is 0.97, 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. VGK - Dividend Comparison
VEUSX's dividend yield for the trailing twelve months is around 3.08%, more than VGK's 3.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEUSX Vanguard European Stock Index Fund Admiral Shares | 3.08% | 2.84% | 3.58% | 3.13% | 3.22% | 3.02% | 2.08% | 3.26% | 3.92% | 2.70% | 3.52% | 3.24% |
VGK Vanguard FTSE Europe ETF | 3.00% | 2.86% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% |
Drawdowns
VEUSX vs. VGK - Drawdown Comparison
The maximum VEUSX drawdown since its inception was -63.28%, roughly equal to the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for VEUSX and VGK.
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Drawdown Indicators
| VEUSX | VGK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.28% | -63.61% | +0.33% |
Max Drawdown (1Y)Largest decline over 1 year | -11.97% | -12.09% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -32.72% | -32.74% | +0.02% |
Max Drawdown (10Y)Largest decline over 10 years | -36.87% | -37.24% | +0.37% |
Current DrawdownCurrent decline from peak | -11.26% | -8.48% | -2.78% |
Average DrawdownAverage peak-to-trough decline | -13.02% | -13.43% | +0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 3.14% | -0.03% |
Volatility
VEUSX vs. VGK - Volatility Comparison
The current volatility for Vanguard European Stock Index Fund Admiral Shares (VEUSX) is 6.93%, while Vanguard FTSE Europe ETF (VGK) has a volatility of 7.72%. This indicates that VEUSX experiences smaller price fluctuations and is considered to be less risky than VGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEUSX | VGK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.93% | 7.72% | -0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 10.60% | 10.96% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.73% | 17.62% | -0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.15% | 17.72% | -0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.13% | 18.88% | -0.75% |