VEUSX vs. VTIAX
Compare and contrast key facts about Vanguard European Stock Index Fund Admiral Shares (VEUSX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX).
VEUSX is managed by Vanguard. It was launched on Aug 13, 2001. VTIAX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEUSX or VTIAX.
Performance
VEUSX vs. VTIAX - Performance Comparison
Returns By Period
In the year-to-date period, VEUSX achieves a 2.70% return, which is significantly lower than VTIAX's 5.76% return. Both investments have delivered pretty close results over the past 10 years, with VEUSX having a 4.98% annualized return and VTIAX not far behind at 4.76%.
VEUSX
2.70%
-6.03%
-5.94%
11.15%
5.95%
4.98%
VTIAX
5.76%
-4.90%
-1.79%
13.33%
5.19%
4.76%
Key characteristics
| VEUSX | VTIAX | |
|---|---|---|
| Sharpe Ratio | 0.85 | 1.07 |
| Sortino Ratio | 1.23 | 1.53 |
| Omega Ratio | 1.15 | 1.19 |
| Calmar Ratio | 1.11 | 1.05 |
| Martin Ratio | 3.89 | 5.53 |
| Ulcer Index | 2.78% | 2.33% |
| Daily Std Dev | 12.79% | 12.08% |
| Max Drawdown | -63.28% | -35.83% |
| Current Drawdown | -9.76% | -7.61% |
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VEUSX vs. VTIAX - Expense Ratio Comparison
VEUSX has a 0.10% expense ratio, which is lower than VTIAX's 0.11% expense ratio. Despite the difference, 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 VTIAX is 0.94, 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. VTIAX - 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 Total International Stock Index Fund Admiral Shares (VTIAX). 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. VTIAX - Dividend Comparison
VEUSX's dividend yield for the trailing twelve months is around 3.11%, more than VTIAX's 2.99% 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% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.99% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% | 2.71% |
Drawdowns
VEUSX vs. VTIAX - Drawdown Comparison
The maximum VEUSX drawdown since its inception was -63.28%, which is greater than VTIAX's maximum drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VEUSX and VTIAX. For additional features, visit the drawdowns tool.
Volatility
VEUSX vs. VTIAX - Volatility Comparison
Vanguard European Stock Index Fund Admiral Shares (VEUSX) has a higher volatility of 4.18% compared to Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) at 3.59%. This indicates that VEUSX's price experiences larger fluctuations and is considered to be riskier than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.