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VFSNX vs. IEGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFSNX vs. IEGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX) and Invesco EQV International Small Company Fund (IEGAX). The values are adjusted to include any dividend payments, if applicable.

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VFSNX vs. IEGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFSNX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares
-1.08%29.97%2.63%15.18%-21.26%12.74%11.92%21.72%-18.46%30.30%
IEGAX
Invesco EQV International Small Company Fund
-4.25%25.92%-2.63%14.10%-11.28%18.40%10.18%18.54%-18.70%33.43%

Returns By Period

In the year-to-date period, VFSNX achieves a -1.08% return, which is significantly higher than IEGAX's -4.25% return. Both investments have delivered pretty close results over the past 10 years, with VFSNX having a 7.33% annualized return and IEGAX not far ahead at 7.54%.


VFSNX

1D
-0.56%
1M
-11.47%
YTD
-1.08%
6M
1.46%
1Y
26.81%
3Y*
12.77%
5Y*
5.20%
10Y*
7.33%

IEGAX

1D
-0.83%
1M
-12.41%
YTD
-4.25%
6M
-1.74%
1Y
16.44%
3Y*
8.82%
5Y*
5.44%
10Y*
7.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VFSNX vs. IEGAX - Expense Ratio Comparison

VFSNX has a 0.11% expense ratio, which is lower than IEGAX's 1.49% expense ratio.


Return for Risk

VFSNX vs. IEGAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VFSNX
VFSNX Risk / Return Rank: 8585
Overall Rank
VFSNX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VFSNX Sortino Ratio Rank: 8686
Sortino Ratio Rank
VFSNX Omega Ratio Rank: 8585
Omega Ratio Rank
VFSNX Calmar Ratio Rank: 8484
Calmar Ratio Rank
VFSNX Martin Ratio Rank: 8383
Martin Ratio Rank

IEGAX
IEGAX Risk / Return Rank: 4747
Overall Rank
IEGAX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IEGAX Sortino Ratio Rank: 4747
Sortino Ratio Rank
IEGAX Omega Ratio Rank: 4444
Omega Ratio Rank
IEGAX Calmar Ratio Rank: 4646
Calmar Ratio Rank
IEGAX Martin Ratio Rank: 4444
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.

VFSNX vs. IEGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX) and Invesco EQV International Small Company Fund (IEGAX). 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.


VFSNXIEGAXDifference

Sharpe ratio

Return per unit of total volatility

1.78

0.99

+0.79

Sortino ratio

Return per unit of downside risk

2.29

1.37

+0.92

Omega ratio

Gain probability vs. loss probability

1.35

1.19

+0.16

Calmar ratio

Return relative to maximum drawdown

2.09

1.14

+0.96

Martin ratio

Return relative to average drawdown

8.39

4.49

+3.90

VFSNX vs. IEGAX - Sharpe Ratio Comparison

The current VFSNX Sharpe Ratio is 1.78, which is higher than the IEGAX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of VFSNX and IEGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VFSNXIEGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

0.99

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.42

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.54

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.52

+0.03

Correlation

The correlation between VFSNX and IEGAX is 0.88, 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.


Dividends

VFSNX vs. IEGAX - Dividend Comparison

VFSNX's dividend yield for the trailing twelve months is around 3.40%, less than IEGAX's 14.57% yield.


TTM20252024202320222021202020192018201720162015
VFSNX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares
3.40%3.36%3.41%3.11%2.26%2.70%1.90%3.25%2.81%2.85%2.93%2.69%
IEGAX
Invesco EQV International Small Company Fund
14.57%13.95%3.17%2.26%2.98%4.22%1.11%4.55%3.87%6.32%6.29%8.20%

Drawdowns

VFSNX vs. IEGAX - Drawdown Comparison

The maximum VFSNX drawdown since its inception was -43.65%, smaller than the maximum IEGAX drawdown of -65.36%. Use the drawdown chart below to compare losses from any high point for VFSNX and IEGAX.


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Drawdown Indicators


VFSNXIEGAXDifference

Max Drawdown

Largest peak-to-trough decline

-43.65%

-65.36%

+21.71%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-12.41%

+0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-33.75%

-23.64%

-10.11%

Max Drawdown (10Y)

Largest decline over 10 years

-43.65%

-43.09%

-0.56%

Current Drawdown

Current decline from peak

-11.47%

-12.41%

+0.94%

Average Drawdown

Average peak-to-trough decline

-9.56%

-13.31%

+3.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

3.14%

-0.28%

Volatility

VFSNX vs. IEGAX - Volatility Comparison

The current volatility for Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX) is 6.02%, while Invesco EQV International Small Company Fund (IEGAX) has a volatility of 6.52%. This indicates that VFSNX experiences smaller price fluctuations and is considered to be less risky than IEGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFSNXIEGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

6.52%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

10.39%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

14.43%

15.19%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

12.92%

+1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.66%

13.95%

+1.71%