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VEUSX vs. VTSAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VEUSX vs. VTSAX

Last updated Jun 5, 2026

VEUSX (Vanguard European Stock Index Fund Admiral Shares) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both mutual funds - VEUSX is a Europe Equities fund managed by Vanguard, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, VEUSX returned 9.24%/yr vs 15.03%/yr for VTSAX. A 0.72 correlation means they provide meaningful diversification when combined. VEUSX charges 0.10%/yr vs 0.04%/yr for VTSAX.

Performance

VEUSX vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard European Stock Index Fund Admiral Shares (VEUSX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VEUSX achieves a 5.74% return, which is significantly lower than VTSAX's 11.13% return. Over the past 10 years, VEUSX has underperformed VTSAX with an annualized return of 9.24%, while VTSAX has yielded a comparatively higher 15.03% annualized return.

VEUSX

1D
-1.25%
1M
1.30%
YTD
5.74%
6M
8.90%
1Y
17.47%
3Y*
16.38%
5Y*
8.24%
10Y*
9.24%

VTSAX

1D
-0.75%
1M
4.07%
YTD
11.13%
6M
10.86%
1Y
28.10%
3Y*
22.03%
5Y*
12.68%
10Y*
15.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEUSX vs. VTSAX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VEUSX
Vanguard European Stock Index Fund Admiral Shares		5.74%35.41%2.01%19.99%-16.06%16.28%6.43%24.22%-14.81%27.04%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares		11.13%17.12%23.23%26.51%-19.52%25.72%20.98%30.79%-5.18%21.16%

Correlation

The correlation between VEUSX and VTSAX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Aug 14, 2001

0.72

The correlation between VEUSX and VTSAX has been stable across timeframes, ranging from 0.68 to 0.74 - a consistent structural relationship.

VEUSX vs. VTSAX - Sectors Allocation Comparison

Sectors
VEUSX
VTSAX

Financial Services

23.9%
11.9%

Industrials

19.5%
9.5%

Healthcare

12.1%
9.1%

Consumer Defensive

8.5%
4.7%

Technology

8.3%
33.3%

Consumer Cyclical

6.8%
9.8%

Basic Materials

5.4%
2.0%

Energy

5.3%
3.8%

Utilities

4.8%
2.7%

Communication Services

3.3%
10.1%

Real Estate

1.5%
2.4%

Financial Services

VEUSX
23.9%
VTSAX
11.9%

Industrials

VEUSX
19.5%
VTSAX
9.5%

Healthcare

VEUSX
12.1%
VTSAX
9.1%

Consumer Defensive

VEUSX
8.5%
VTSAX
4.7%

Technology

VEUSX
8.3%
VTSAX
33.3%

Consumer Cyclical

VEUSX
6.8%
VTSAX
9.8%

Basic Materials

VEUSX
5.4%
VTSAX
2.0%

Energy

VEUSX
5.3%
VTSAX
3.8%

Utilities

VEUSX
4.8%
VTSAX
2.7%

Communication Services

VEUSX
3.3%
VTSAX
10.1%

Real Estate

VEUSX
1.5%
VTSAX
2.4%

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Vanguard European Stock Index Fund Admiral Shares

Vanguard Total Stock Market Index Fund Admiral Shares

Often compared with VEUSX:
VEUSX vs. VTIAXVEUSX vs. VOOVEUSX vs. VFIAXVEUSX vs. VPLVEUSX vs. REREXVEUSX vs. VAIGXVEUSX vs. VIHAX
Often compared with VTSAX:
VTSAX vs. VOOVTSAX vs. VTIAXVTSAX vs. SWTSXVTSAX vs. FSKAXVTSAX vs. VTIVTSAX vs. SPYVTSAX vs. VTWAX

Return for Risk

VEUSX vs. VTSAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VEUSX
VEUSX Risk / Return Rank: 1818
Overall Rank
VEUSX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VEUSX Sortino Ratio Rank: 1717
Sortino Ratio Rank
VEUSX Omega Ratio Rank: 1717
Omega Ratio Rank
VEUSX Calmar Ratio Rank: 1818
Calmar Ratio Rank
VEUSX Martin Ratio Rank: 2222
Martin Ratio Rank
VTSAX
VTSAX Risk / Return Rank: 6464
Overall Rank
VTSAX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VTSAX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VTSAX Omega Ratio Rank: 5656
Omega Ratio Rank
VTSAX Calmar Ratio Rank: 6767
Calmar Ratio Rank
VTSAX Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VEUSX vs. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). 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.

VEUSXVTSAXDifference
Sharpe ratioReturn per unit of total volatility
1.20
2.31

-1.12

Sortino ratioReturn per unit of downside risk
1.75
3.17

-1.43

Omega ratioGain probability vs. loss probability

1.22

1.42

-0.20

Calmar ratioReturn relative to maximum drawdown

1.52

3.17

-1.64

Martin ratioReturn relative to average drawdown

5.62

14.61

-8.99

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VEUSX vs. VTSAX - Sharpe Ratio Comparison

The current VEUSX Sharpe Ratio is 1.20, which is lower than the VTSAX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of VEUSX and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

VEUSXVTSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

2.31

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.73

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.82

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.47

-0.16

Drawdowns

VEUSX vs. VTSAX - Drawdown Comparison

The maximum VEUSX drawdown since its inception was -63.28%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for VEUSX and VTSAX.

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Drawdown Indicators

VEUSXVTSAXDifference

Max Drawdown

Largest peak-to-trough decline

-63.28%

-55.33%

-7.95%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-8.92%

-3.05%

Max Drawdown (3Y)

Largest decline over 3 years

-13.96%

-19.36%

+5.40%

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

-25.36%

-7.36%

Max Drawdown (10Y)

Largest decline over 10 years

-36.87%

-34.97%

-1.90%

Current Drawdown

Current decline from peak

-2.38%

-0.75%

-1.63%

Average Drawdown

Average peak-to-trough decline

-12.95%

-9.00%

-3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

1.93%

+1.31%

Volatility

VEUSX vs. VTSAX - Volatility Comparison

Vanguard European Stock Index Fund Admiral Shares (VEUSX) has a higher volatility of 5.39% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.05%. This indicates that VEUSX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VEUSXVTSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

3.05%

+2.34%

Volatility (6M)

Calculated over the trailing 6-month period

12.59%

9.20%

+3.39%

Volatility (1Y)

Calculated over the trailing 1-year period

15.25%

12.22%

+3.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.39%

17.36%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.24%

18.41%

-0.17%

VEUSX vs. VTSAX - Expense Ratio Comparison

VEUSX has a 0.10% expense ratio, which is higher than VTSAX's 0.04% 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%.

Dividends

VEUSX vs. VTSAX - Dividend Comparison

VEUSX's dividend yield for the trailing twelve months is around 2.80%, more than VTSAX's 1.01% yield.

PositionTTM20252024202320222021202020192018201720162015
VEUSX
Vanguard European Stock Index Fund Admiral Shares		2.80%2.84%3.58%3.13%3.22%3.02%2.08%3.26%3.92%2.70%3.52%3.24%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares		1.01%1.11%1.26%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%

Frequently Asked Questions

VEUSX and VTSAX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VEUSX has higher volatility (5.39%) compared to VTSAX (3.05%). In terms of maximum drawdown, VEUSX dropped -63.28% vs VTSAX's -55.33%.

VTSAX currently has the higher Sharpe Ratio (2.31 vs 1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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