VGK vs. VTI

Last updated Aug 2, 2026

VGK (Vanguard FTSE Europe ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - VGK is a Europe Equities fund tracking the FTSE Developed Europe All Cap Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, VGK returned 10.03%/yr vs 14.63%/yr for VTI. Their 0.79 correlation means they have sometimes moved together and sometimes differently. VGK charges 0.06%/yr vs 0.03%/yr for VTI.

Performance

VGK vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Europe ETF (VGK) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with VGK having a 10.34% return and VTI slightly higher at 10.49%. Over the past 10 years, VGK has underperformed VTI with an annualized return of 10.03%, while VTI has yielded a comparatively higher 14.63% annualized return.

VGK

• 1D: -0.44%
• 1M: 1.39%
• 6M: 5.43%
• YTD: 10.34%
• 1Y: 24.06%
• 3Y*: 16.62%
• 5Y*: 9.31%
• 10Y*: 10.03%
• ALL TIME*: 6.47%

VTI

• 1D: 0.53%
• 1M: -0.15%
• 6M: 8.77%
• YTD: 10.49%
• 1Y: 21.84%
• 3Y*: 18.92%
• 5Y*: 11.74%
• 10Y*: 14.63%
• ALL TIME*: 9.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
VGK Vanguard FTSE Europe ETF	$214.81M	$182.15M	$234.17M
VTI Vanguard Total Stock Market ETF	$1.06B	$1.16B	$1.24B

VGK vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VGK Vanguard FTSE Europe ETF	10.34%	35.83%	1.88%	20.19%	-15.98%	16.89%	5.43%	24.85%	-14.89%	26.98%
VTI Vanguard Total Stock Market ETF	10.49%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between VGK and VTI is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.75
Correlation (3Y) Balances recent behavior with more history.	0.70
Correlation (5Y) Shows whether the relationship held over a longer period.	0.74
Correlation (10Y) Provides a long-term view across more market conditions.	0.75
Correlation (All Time) Calculated using the full available price history since Mar 10, 2005	0.79

The correlation between VGK and VTI has been stable across timeframes, ranging from 0.70 to 0.79 - a consistent structural relationship.

VGK vs. VTI - Sectors Allocation Comparison

Sectors	VGK	VTI
Financial Services	24.1%	11.8%
Industrials	20.0%	10.2%
Healthcare	12.6%	9.7%
Technology	9.9%	36.1%
Consumer Defensive	7.8%	4.3%
Consumer Cyclical	7.0%	9.4%
Basic Materials	5.2%	1.9%
Energy	4.5%	3.2%
Utilities	4.5%	2.2%
Communication Services	2.8%	9.1%
Real Estate	1.5%	2.3%

Return for Risk

VGK vs. VTI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VGK

VGK Risk / Return Rank: 62
VGK Sharpe Ratio Rank: 65
VGK Sortino Ratio Rank: 66
VGK Omega Ratio Rank: 61
VGK Calmar Ratio Rank: 55
VGK Martin Ratio Rank: 62

VTI

VTI Risk / Return Rank: 67
VTI Sharpe Ratio Rank: 67
VTI Sortino Ratio Rank: 64
VTI Omega Ratio Rank: 64
VTI Calmar Ratio Rank: 65
VTI Martin Ratio Rank: 77

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VGK vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Europe ETF (VGK) and Vanguard Total Stock Market ETF (VTI). 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.

	VGK	VTI	Difference
Sharpe ratio: Return per unit of total volatility	1.48	1.52	-0.04
Sortino ratio: Return per unit of downside risk	2.16	2.12	+0.04
Omega ratio: Gain probability vs. loss probability	1.26	1.27	-0.01
Calmar ratio: Return relative to maximum drawdown	1.95	2.23	-0.29
Martin ratio: Return relative to average drawdown	7.41	9.62	-2.21

VGK vs. VTI - Sharpe Ratio Comparison

The current VGK Sharpe Ratio is 1.48, which is comparable to the VTI Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of VGK and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VGK vs. VTI - Drawdown Comparison

The maximum VGK drawdown since its inception was -63.61%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VGK and VTI.

Drawdown Indicators

	VGK	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-63.61%	-55.45%	-8.16%
Max Drawdown (1Y) Largest decline over 1 year	-12.09%	-8.92%	-3.17%
Max Drawdown (3Y) Largest decline over 3 years	-14.31%	-19.30%	+4.99%
Max Drawdown (5Y) Largest decline over 5 years	-32.74%	-25.36%	-7.38%
Max Drawdown (10Y) Largest decline over 10 years	-37.24%	-35.00%	-2.24%
Current Drawdown Current decline from peak	-0.44%	-1.36%	+0.92%
Average Drawdown Average peak-to-trough decline	-13.25%	-7.99%	-5.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.17%	2.07%	+1.10%

Volatility

VGK vs. VTI - Volatility Comparison

Vanguard FTSE Europe ETF (VGK) has a higher volatility of 4.44% compared to Vanguard Total Stock Market ETF (VTI) at 3.46%. This indicates that VGK's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VGK	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.44%	3.46%	+0.98%
Volatility (6M) Calculated over the trailing 6-month period	13.76%	10.24%	+3.52%
Volatility (1Y) Calculated over the trailing 1-year period	15.90%	13.10%	+2.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.97%	17.51%	+0.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.49%	18.30%	+0.19%

VGK vs. VTI - Expense Ratio Comparison

VGK has a 0.06% expense ratio, which is higher than VTI's 0.03% 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%.

Dividends

VGK vs. VTI - Dividend Comparison

VGK's dividend yield for the trailing twelve months is around 2.83%, more than VTI's 1.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VGK Vanguard FTSE Europe ETF	2.83%	2.86%	3.61%	3.15%	3.25%	3.05%	2.11%	3.27%	3.95%	2.70%	3.52%	3.25%
VTI Vanguard Total Stock Market ETF	1.06%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both VGK and VTI in my portfolio?

VGK and VTI have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VGK or VTI?

VGK has higher volatility (4.44%) compared to VTI (3.46%). In terms of maximum drawdown, VGK dropped -63.61% vs VTI's -55.45%.

Which ETF is better, VGK or VTI?

On 10-year performance, VTI leads with 14.63% vs 10.03% for VGK. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 3.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VGK or VTI?

Over the 10-year period, VTI has performed better with a 14.63% return vs 10.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VGK or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.06% for VGK.

Which ETF pays a higher dividend yield, VGK or VTI?

VGK has the higher dividend yield at 2.83%, compared with 1.06% for VTI.

What is the main difference between VGK and VTI?

VGK is categorized as Europe Equities, while VTI is Large Cap Blend Equities. VGK tracks FTSE Developed Europe All Cap Index, while VTI tracks CRSP US Total Market Index. Their fees differ too: 0.06% for VGK and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (1.52 vs 1.48), 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.