VEUSX vs. VOO
Compare and contrast key facts about Vanguard European Stock Index Fund Admiral Shares (VEUSX) and Vanguard S&P 500 ETF (VOO).
VEUSX is managed by Vanguard. It was launched on Aug 13, 2001. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEUSX or VOO.
Performance
VEUSX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, VEUSX achieves a 2.70% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, VEUSX has underperformed VOO with an annualized return of 4.98%, while VOO has yielded a comparatively higher 13.12% annualized return.
VEUSX
2.70%
-6.03%
-5.94%
11.15%
5.95%
4.98%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| VEUSX | VOO | |
|---|---|---|
| Sharpe Ratio | 0.85 | 2.64 |
| Sortino Ratio | 1.23 | 3.53 |
| Omega Ratio | 1.15 | 1.49 |
| Calmar Ratio | 1.11 | 3.81 |
| Martin Ratio | 3.89 | 17.34 |
| Ulcer Index | 2.78% | 1.86% |
| Daily Std Dev | 12.79% | 12.20% |
| Max Drawdown | -63.28% | -33.99% |
| Current Drawdown | -9.76% | -2.16% |
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VEUSX vs. VOO - Expense Ratio Comparison
VEUSX has a 0.10% expense ratio, which is higher than VOO's 0.03% 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%.
Correlation
The correlation between VEUSX and VOO is 0.76, 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. VOO - 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 S&P 500 ETF (VOO). 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.
Dividends
VEUSX vs. VOO - Dividend Comparison
VEUSX's dividend yield for the trailing twelve months is around 3.11%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VEUSX vs. VOO - Drawdown Comparison
The maximum VEUSX drawdown since its inception was -63.28%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VEUSX and VOO. For additional features, visit the drawdowns tool.
Volatility
VEUSX vs. VOO - Volatility Comparison
Vanguard European Stock Index Fund Admiral Shares (VEUSX) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.18% and 4.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.