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.
Performance
VEUSX vs. VSMAX - Performance Comparison
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VEUSX vs. VSMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEUSX Vanguard European Stock Index Fund Admiral Shares | -1.01% | 35.41% | 2.01% | 19.99% | -16.06% | 16.28% | 6.43% | 24.22% | -14.81% | 27.04% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.90% | 8.83% | 14.23% | 18.17% | -17.61% | 17.74% | 19.06% | 27.36% | -9.33% | 16.24% |
Returns By Period
In the year-to-date period, VEUSX achieves a -1.01% return, which is significantly lower than VSMAX's 1.90% return. Over the past 10 years, VEUSX has underperformed VSMAX with an annualized return of 8.91%, while VSMAX has yielded a comparatively higher 10.49% annualized return.
VEUSX
- 1D
- 2.98%
- 1M
- -6.28%
- YTD
- -1.01%
- 6M
- 3.46%
- 1Y
- 20.78%
- 3Y*
- 14.25%
- 5Y*
- 8.67%
- 10Y*
- 8.91%
VSMAX
- 1D
- 3.15%
- 1M
- -5.71%
- YTD
- 1.90%
- 6M
- 3.41%
- 1Y
- 19.29%
- 3Y*
- 13.01%
- 5Y*
- 5.34%
- 10Y*
- 10.49%
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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%.
Return for Risk
VEUSX vs. VSMAX — Risk / Return Rank
VEUSX
VSMAX
VEUSX vs. VSMAX - 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 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.
| VEUSX | VSMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.91 | +0.34 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.40 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.19 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.38 | +0.27 |
Martin ratioReturn relative to average drawdown | 6.31 | 5.95 | +0.36 |
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 | VSMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.91 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.26 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.49 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.37 | -0.07 |
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.
Dividends
VEUSX vs. VSMAX - Dividend Comparison
VEUSX's dividend yield for the trailing twelve months is around 2.99%, more than VSMAX's 1.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEUSX Vanguard European Stock Index Fund Admiral Shares | 2.99% | 2.84% | 3.58% | 3.13% | 3.22% | 3.02% | 2.08% | 3.26% | 3.92% | 2.70% | 3.52% | 3.24% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.33% | 1.33% | 1.30% | 1.56% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% |
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.
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Drawdown Indicators
| VEUSX | VSMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.28% | -59.68% | -3.60% |
Max Drawdown (1Y)Largest decline over 1 year | -11.97% | -14.30% | +2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -32.72% | -28.14% | -4.58% |
Max Drawdown (10Y)Largest decline over 10 years | -36.87% | -41.82% | +4.95% |
Current DrawdownCurrent decline from peak | -8.61% | -6.11% | -2.50% |
Average DrawdownAverage peak-to-trough decline | -13.02% | -9.75% | -3.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.32% | -0.19% |
Volatility
VEUSX vs. VSMAX - Volatility Comparison
Vanguard European Stock Index Fund Admiral Shares (VEUSX) has a higher volatility of 7.49% compared to Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) at 6.82%. This indicates that VEUSX's price experiences larger fluctuations and is considered to be riskier than VSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEUSX | VSMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.49% | 6.82% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 12.61% | -1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.95% | 21.80% | -4.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 20.74% | -3.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.15% | 21.54% | -3.39% |