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VGK vs. VFSTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGK vs. VFSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Europe ETF (VGK) and Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGK achieves a 7.69% return, which is significantly higher than VFSTX's 0.67% return. Over the past 10 years, VGK has outperformed VFSTX with an annualized return of 10.28%, while VFSTX has yielded a comparatively lower 2.51% annualized return.


VGK

1D
0.18%
1M
4.46%
YTD
7.69%
6M
9.92%
1Y
19.73%
3Y*
16.69%
5Y*
8.50%
10Y*
10.28%

VFSTX

1D
0.19%
1M
0.59%
YTD
0.67%
6M
1.15%
1Y
4.59%
3Y*
5.56%
5Y*
2.26%
10Y*
2.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGK vs. VFSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGK
Vanguard FTSE Europe ETF
7.69%35.83%1.88%20.19%-15.98%16.89%5.43%24.85%-14.89%26.98%
VFSTX
Vanguard Short-Term Investment-Grade Fund Investor Shares
0.67%6.75%4.98%6.06%-5.84%-0.70%5.16%5.75%0.87%2.02%

Correlation

The correlation between VGK and VFSTX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.29

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

0.24

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

0.11

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2005

-0.03

The correlation between VGK and VFSTX shifts across timeframes, from -0.03 (all time) to 0.41 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VGK vs. VFSTX — Risk / Return Rank

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

VGK
VGK Risk / Return Rank: 3636
Overall Rank
VGK Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VGK Sortino Ratio Rank: 3636
Sortino Ratio Rank
VGK Omega Ratio Rank: 3434
Omega Ratio Rank
VGK Calmar Ratio Rank: 3434
Calmar Ratio Rank
VGK Martin Ratio Rank: 3939
Martin Ratio Rank

VFSTX
VFSTX Risk / Return Rank: 7575
Overall Rank
VFSTX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VFSTX Sortino Ratio Rank: 8585
Sortino Ratio Rank
VFSTX Omega Ratio Rank: 8181
Omega Ratio Rank
VFSTX Calmar Ratio Rank: 6969
Calmar Ratio Rank
VFSTX Martin Ratio Rank: 6767
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.

VGK vs. VFSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Europe ETF (VGK) and Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VGKVFSTXDifference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-1.81

Omega ratioGain probability vs. loss probability

1.20

1.44

-0.24

Calmar ratioReturn relative to maximum drawdown

1.49

2.64

-1.15

Martin ratioReturn relative to average drawdown

5.52

10.21

-4.70

VGK vs. VFSTX - Sharpe Ratio Comparison

The current VGK Sharpe Ratio is 1.13, which is lower than the VFSTX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of VGK and VFSTX, 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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Drawdowns

VGK vs. VFSTX - Drawdown Comparison

The maximum VGK drawdown since its inception was -63.61%, which is greater than VFSTX's maximum drawdown of -9.35%. Use the drawdown chart below to compare losses from any high point for VGK and VFSTX.


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Drawdown Indicators


VGKVFSTXDifference

Max Drawdown

Largest peak-to-trough decline

-63.61%

-9.35%

-54.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.09%

-1.71%

-10.38%

Max Drawdown (3Y)

Largest decline over 3 years

-14.31%

-1.71%

-12.60%

Max Drawdown (5Y)

Largest decline over 5 years

-32.74%

-9.35%

-23.39%

Max Drawdown (10Y)

Largest decline over 10 years

-37.24%

-9.35%

-27.89%

Current Drawdown

Current decline from peak

-0.50%

-0.36%

-0.14%

Average Drawdown

Average peak-to-trough decline

-13.33%

-1.12%

-12.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

0.44%

+2.83%

Volatility

VGK vs. VFSTX - Volatility Comparison

Vanguard FTSE Europe ETF (VGK) has a higher volatility of 5.82% compared to Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX) at 0.76%. This indicates that VGK's price experiences larger fluctuations and is considered to be riskier than VFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGKVFSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

0.76%

+5.06%

Volatility (6M)

Calculated over the trailing 6-month period

13.36%

1.68%

+11.68%

Volatility (1Y)

Calculated over the trailing 1-year period

15.92%

2.30%

+13.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.98%

2.98%

+15.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.95%

2.48%

+16.47%

VGK vs. VFSTX - Expense Ratio Comparison

VGK has a 0.06% expense ratio, which is lower than VFSTX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VGK vs. VFSTX - Dividend Comparison

VGK's dividend yield for the trailing twelve months is around 2.76%, less than VFSTX's 4.61% yield.


PositionTTM20252024202320222021202020192018201720162015
VFSTX
Vanguard Short-Term Investment-Grade Fund Investor Shares
4.61%4.48%4.06%3.05%1.93%1.70%2.24%2.83%2.68%2.00%2.04%1.99%
VGK
Vanguard FTSE Europe ETF
2.76%2.86%3.61%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%

Frequently Asked Questions


VGK and VFSTX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VGK has higher volatility (5.82%) compared to VFSTX (0.76%). In terms of maximum drawdown, VGK dropped -63.61% vs VFSTX's -9.35%.

VFSTX currently has the higher Sharpe Ratio (1.97 vs 1.13), 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.

Portfolio Optimizer

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