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.
Performance
VEUSX vs. VSMAX - Performance Comparison
Returns By Period
In the year-to-date period, VEUSX achieves a 2.70% return, which is significantly lower than VSMAX's 16.66% return. Over the past 10 years, VEUSX has underperformed VSMAX with an annualized return of 4.98%, while VSMAX has yielded a comparatively higher 9.53% annualized return.
VEUSX
2.70%
-6.03%
-5.94%
11.15%
5.95%
4.98%
VSMAX
16.66%
1.66%
10.07%
31.72%
10.53%
9.53%
Key characteristics
| VEUSX | VSMAX | |
|---|---|---|
| Sharpe Ratio | 0.85 | 1.75 |
| Sortino Ratio | 1.23 | 2.48 |
| Omega Ratio | 1.15 | 1.30 |
| Calmar Ratio | 1.11 | 1.66 |
| Martin Ratio | 3.89 | 9.72 |
| Ulcer Index | 2.78% | 3.10% |
| Daily Std Dev | 12.79% | 17.16% |
| Max Drawdown | -63.28% | -59.68% |
| Current Drawdown | -9.76% | -3.83% |
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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%.
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.
Risk-Adjusted Performance
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 3.11%, more than VSMAX's 1.34% 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% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.34% | 1.55% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% | 1.43% | 1.31% |
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 4.18%, while Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) has a volatility of 5.74%. 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.