VEUSX vs. VSMAX
Compare and contrast key facts about Vanguard European Stock Index Fund Admiral Shares (VEUSX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX).
VEUSX is managed by Vanguard. It was launched on Aug 13, 2001. VSMAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEUSX or VSMAX.
Correlation
The correlation between VEUSX and VSMAX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
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VEUSX vs. VSMAX - Performance Comparison
Key characteristics
VEUSX:
0.55
VSMAX:
-0.09
VEUSX:
0.85
VSMAX:
-0.01
VEUSX:
1.10
VSMAX:
1.00
VEUSX:
0.68
VSMAX:
-0.10
VEUSX:
1.59
VSMAX:
-0.30
VEUSX:
4.76%
VSMAX:
5.45%
VEUSX:
13.68%
VSMAX:
17.64%
VEUSX:
-63.28%
VSMAX:
-59.68%
VEUSX:
-4.33%
VSMAX:
-14.51%
Returns By Period
In the year-to-date period, VEUSX achieves a 10.53% return, which is significantly higher than VSMAX's -7.41% return. Over the past 10 years, VEUSX has underperformed VSMAX with an annualized return of 5.73%, while VSMAX has yielded a comparatively higher 7.74% annualized return.
VEUSX
10.53%
0.00%
1.05%
8.09%
14.13%
5.73%
VSMAX
-7.41%
-6.34%
-4.88%
-0.75%
16.92%
7.74%
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VEUSX vs. VSMAX - Expense Ratio Comparison
VEUSX has a 0.10% expense ratio, which is higher than VSMAX's 0.05% 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%.
Risk-Adjusted Performance
VEUSX vs. VSMAX — Risk-Adjusted Performance Rank
VEUSX
VSMAX
VEUSX vs. VSMAX - 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 Small-Cap Index Fund Admiral Shares (VSMAX). 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. VSMAX - Dividend Comparison
VEUSX's dividend yield for the trailing twelve months is around 2.72%, more than VSMAX's 1.10% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEUSX Vanguard European Stock Index Fund Admiral Shares | 3.32% | 3.58% | 3.13% | 3.23% | 3.02% | 2.08% | 3.26% | 3.92% | 2.70% | 3.52% | 3.24% | 4.62% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.66% | 1.30% | 1.56% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% | 1.43% |
Drawdowns
VEUSX vs. VSMAX - Drawdown Comparison
The maximum VEUSX drawdown since its inception was -63.28%, which is greater than VSMAX's maximum drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for VEUSX and VSMAX. For additional features, visit the drawdowns tool.
Volatility
VEUSX vs. VSMAX - Volatility Comparison
The current volatility for Vanguard European Stock Index Fund Admiral Shares (VEUSX) is 10.31%, while Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) has a volatility of 14.66%. This indicates that VEUSX experiences smaller price fluctuations and is considered to be less risky than VSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
User Portfolios with VEUSX or VSMAX
Recent discussions
Dividend Paying Stock Portfolio
4803heights
How is Sharpe ratio calculated?
The highest sharpe ratio portfolioi in User portfolios holds only ultrashort treasuries and show a sharpe ratio of 7+. But my understanding is the Sharpe ratio is the return less the risk-free rate divided by the standard deviation of returns. But short-term treasuries ARE the risk free rate, so the Sharpe ratio should be zero since the risk free rate minus the risk free rate is zero. So are you simply ignoring the risk-free rate and dividing returns by the standard deviation???
Addendum:
Just input my portfolio and asked that your site optimize it for Sharpe ratio. I have ready cash in USFR, and ETF that holds US floating rate notes exclusively. The optimization recommended I put over 99% in USFR. However, the interest rate on floating rate notes is based on the three month treasury, so again, USFR has a Sharpe ratio of zero! Please correct this!
Bob Peticolas
Discrepancy between SPY and ^GSPC?
Hello, from the charts, SPY seems to be outperforming its benchmark ^GSPC. That looks strange. From my understanding, SPY is designed to closely track the S&P 500.
Could there be an error in the charts?
Hedge Cat