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VFTAX vs. VEIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFTAX and VEIGX is 0.89, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VFTAX vs. VEIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) and Vanguard Global ESG Select Stock Fund Investor Shares (VEIGX). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
110.34%
87.30%
VFTAX
VEIGX

Key characteristics

Sharpe Ratio

VFTAX:

0.54

VEIGX:

0.29

Sortino Ratio

VFTAX:

0.88

VEIGX:

0.52

Omega Ratio

VFTAX:

1.13

VEIGX:

1.07

Calmar Ratio

VFTAX:

0.55

VEIGX:

0.25

Martin Ratio

VFTAX:

2.20

VEIGX:

1.05

Ulcer Index

VFTAX:

5.05%

VEIGX:

4.32%

Daily Std Dev

VFTAX:

20.76%

VEIGX:

15.73%

Max Drawdown

VFTAX:

-34.20%

VEIGX:

-30.54%

Current Drawdown

VFTAX:

-11.84%

VEIGX:

-9.24%

Returns By Period

In the year-to-date period, VFTAX achieves a -7.89% return, which is significantly lower than VEIGX's -3.94% return.


VFTAX

YTD

-7.89%

1M

-5.28%

6M

-5.44%

1Y

9.64%

5Y*

15.51%

10Y*

N/A

VEIGX

YTD

-3.94%

1M

-4.13%

6M

-7.25%

1Y

3.42%

5Y*

13.78%

10Y*

N/A

*Annualized

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VFTAX vs. VEIGX - Expense Ratio Comparison

VFTAX has a 0.14% expense ratio, which is lower than VEIGX's 0.56% expense ratio.


Expense ratio chart for VEIGX: current value is 0.56%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEIGX: 0.56%
Expense ratio chart for VFTAX: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VFTAX: 0.14%

Risk-Adjusted Performance

VFTAX vs. VEIGX — Risk-Adjusted Performance Rank

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

VFTAX
The Risk-Adjusted Performance Rank of VFTAX is 6363
Overall Rank
The Sharpe Ratio Rank of VFTAX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VFTAX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VFTAX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VFTAX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VFTAX is 6262
Martin Ratio Rank

VEIGX
The Risk-Adjusted Performance Rank of VEIGX is 4343
Overall Rank
The Sharpe Ratio Rank of VEIGX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of VEIGX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of VEIGX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of VEIGX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of VEIGX is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VFTAX vs. VEIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) and Vanguard Global ESG Select Stock Fund Investor Shares (VEIGX). 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.


The chart of Sharpe ratio for VFTAX, currently valued at 0.54, compared to the broader market-1.000.001.002.003.00
VFTAX: 0.54
VEIGX: 0.29
The chart of Sortino ratio for VFTAX, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.00
VFTAX: 0.88
VEIGX: 0.52
The chart of Omega ratio for VFTAX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
VFTAX: 1.13
VEIGX: 1.07
The chart of Calmar ratio for VFTAX, currently valued at 0.55, compared to the broader market0.002.004.006.008.0010.00
VFTAX: 0.55
VEIGX: 0.25
The chart of Martin ratio for VFTAX, currently valued at 2.20, compared to the broader market0.0010.0020.0030.0040.0050.00
VFTAX: 2.20
VEIGX: 1.05

The current VFTAX Sharpe Ratio is 0.54, which is higher than the VEIGX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of VFTAX and VEIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.54
0.29
VFTAX
VEIGX

Dividends

VFTAX vs. VEIGX - Dividend Comparison

VFTAX's dividend yield for the trailing twelve months is around 1.11%, less than VEIGX's 1.69% yield.


TTM202420232022202120202019
VFTAX
Vanguard FTSE Social Index Fund Admiral Shares
1.11%0.99%1.10%1.34%0.94%1.21%1.44%
VEIGX
Vanguard Global ESG Select Stock Fund Investor Shares
1.69%1.68%1.72%1.69%1.22%0.86%0.74%

Drawdowns

VFTAX vs. VEIGX - Drawdown Comparison

The maximum VFTAX drawdown since its inception was -34.20%, which is greater than VEIGX's maximum drawdown of -30.54%. Use the drawdown chart below to compare losses from any high point for VFTAX and VEIGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.84%
-9.24%
VFTAX
VEIGX

Volatility

VFTAX vs. VEIGX - Volatility Comparison

Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) has a higher volatility of 14.79% compared to Vanguard Global ESG Select Stock Fund Investor Shares (VEIGX) at 11.66%. This indicates that VFTAX's price experiences larger fluctuations and is considered to be riskier than VEIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.79%
11.66%
VFTAX
VEIGX