VFTAX vs. VEU
Compare and contrast key facts about Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) and Vanguard FTSE All-World ex-US ETF (VEU).
VFTAX is managed by Vanguard. It was launched on Feb 7, 2019. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFTAX or VEU.
Performance
VFTAX vs. VEU - Performance Comparison
Returns By Period
In the year-to-date period, VFTAX achieves a 26.09% return, which is significantly higher than VEU's 6.79% return.
VFTAX
26.09%
2.00%
14.06%
32.70%
15.61%
N/A
VEU
6.79%
-3.66%
0.42%
12.65%
5.56%
4.81%
Key characteristics
| VFTAX | VEU | |
|---|---|---|
| Sharpe Ratio | 2.49 | 1.02 |
| Sortino Ratio | 3.30 | 1.47 |
| Omega Ratio | 1.46 | 1.18 |
| Calmar Ratio | 3.57 | 1.22 |
| Martin Ratio | 15.43 | 4.99 |
| Ulcer Index | 2.16% | 2.57% |
| Daily Std Dev | 13.42% | 12.61% |
| Max Drawdown | -34.20% | -61.52% |
| Current Drawdown | -1.03% | -7.32% |
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VFTAX vs. VEU - Expense Ratio Comparison
VFTAX has a 0.14% expense ratio, which is higher than VEU's 0.07% 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%.
Correlation
The correlation between VFTAX and VEU is 0.79, 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
VFTAX vs. VEU - 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 FTSE All-World ex-US ETF (VEU). 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
VFTAX vs. VEU - Dividend Comparison
VFTAX's dividend yield for the trailing twelve months is around 1.02%, less than VEU's 2.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 1.02% | 1.10% | 1.34% | 0.94% | 1.21% | 1.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEU Vanguard FTSE All-World ex-US ETF | 2.99% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
Drawdowns
VFTAX vs. VEU - Drawdown Comparison
The maximum VFTAX drawdown since its inception was -34.20%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for VFTAX and VEU. For additional features, visit the drawdowns tool.
Volatility
VFTAX vs. VEU - Volatility Comparison
Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) has a higher volatility of 4.36% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 3.75%. This indicates that VFTAX's price experiences larger fluctuations and is considered to be riskier than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.