VFSNX vs. IEGAX
Compare and contrast key facts about Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX) and Invesco EQV International Small Company Fund (IEGAX).
VFSNX is managed by Vanguard. It was launched on Apr 2, 2009. IEGAX is managed by Invesco. It was launched on Aug 30, 2000.
Performance
VFSNX vs. IEGAX - Performance Comparison
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VFSNX vs. IEGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
VFSNX
IEGAX
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.
| VFSNX | IEGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.78 | 0.99 | +0.79 |
Sortino ratioReturn per unit of downside risk | 2.29 | 1.37 | +0.92 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.19 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.14 | +0.96 |
Martin ratioReturn relative to average drawdown | 8.39 | 4.49 | +3.90 |
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
| VFSNX | IEGAX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| VFSNX | IEGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.47% | -12.41% | +0.94% |
Average DrawdownAverage peak-to-trough decline | -9.56% | -13.31% | +3.75% |
Ulcer IndexDepth 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
| VFSNX | IEGAX | Difference | |
|---|---|---|---|
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% |