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VGK vs. VXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VGKVXUS
YTD Return8.74%8.84%
1Y Return13.51%13.00%
3Y Return (Ann)3.69%1.47%
5Y Return (Ann)7.98%6.48%
10Y Return (Ann)4.80%4.39%
Sharpe Ratio1.241.27
Daily Std Dev13.06%11.93%
Max Drawdown-63.61%-35.97%
Current Drawdown-1.33%0.00%

Correlation

-0.50.00.51.00.9

The correlation between VGK and VXUS is 0.94, 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.

Performance

VGK vs. VXUS - Performance Comparison

The year-to-date returns for both investments are quite close, with VGK having a 8.74% return and VXUS slightly higher at 8.84%. Over the past 10 years, VGK has outperformed VXUS with an annualized return of 4.80%, while VXUS has yielded a comparatively lower 4.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


70.00%80.00%90.00%100.00%110.00%120.00%FebruaryMarchAprilMayJuneJuly
116.68%
88.53%
VGK
VXUS

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Vanguard FTSE Europe ETF

Vanguard Total International Stock ETF

VGK vs. VXUS - Expense Ratio Comparison

VGK has a 0.08% expense ratio, which is higher than VXUS'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%.


VGK
Vanguard FTSE Europe ETF
Expense ratio chart for VGK: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VGK vs. VXUS - Risk-Adjusted Performance Comparison

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


VGK
Sharpe ratio
The chart of Sharpe ratio for VGK, currently valued at 1.24, compared to the broader market0.002.004.006.001.24
Sortino ratio
The chart of Sortino ratio for VGK, currently valued at 1.84, compared to the broader market0.005.0010.001.84
Omega ratio
The chart of Omega ratio for VGK, currently valued at 1.21, compared to the broader market1.002.003.001.21
Calmar ratio
The chart of Calmar ratio for VGK, currently valued at 1.03, compared to the broader market0.005.0010.0015.0020.001.03
Martin ratio
The chart of Martin ratio for VGK, currently valued at 3.66, compared to the broader market0.0050.00100.00150.003.66
VXUS
Sharpe ratio
The chart of Sharpe ratio for VXUS, currently valued at 1.27, compared to the broader market0.002.004.006.001.27
Sortino ratio
The chart of Sortino ratio for VXUS, currently valued at 1.85, compared to the broader market0.005.0010.001.85
Omega ratio
The chart of Omega ratio for VXUS, currently valued at 1.23, compared to the broader market1.002.003.001.23
Calmar ratio
The chart of Calmar ratio for VXUS, currently valued at 0.83, compared to the broader market0.005.0010.0015.0020.000.83
Martin ratio
The chart of Martin ratio for VXUS, currently valued at 3.61, compared to the broader market0.0050.00100.00150.003.61

VGK vs. VXUS - Sharpe Ratio Comparison

The current VGK Sharpe Ratio is 1.24, which roughly equals the VXUS Sharpe Ratio of 1.27. The chart below compares the 12-month rolling Sharpe Ratio of VGK and VXUS.


Rolling 12-month Sharpe Ratio0.200.400.600.801.001.201.401.60FebruaryMarchAprilMayJuneJuly
1.24
1.27
VGK
VXUS

Dividends

VGK vs. VXUS - Dividend Comparison

VGK's dividend yield for the trailing twelve months is around 3.09%, more than VXUS's 2.97% yield.


TTM20232022202120202019201820172016201520142013
VGK
Vanguard FTSE Europe ETF
3.09%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%4.62%2.77%
VXUS
Vanguard Total International Stock ETF
2.97%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%

Drawdowns

VGK vs. VXUS - Drawdown Comparison

The maximum VGK drawdown since its inception was -63.61%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VGK and VXUS. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.33%
0
VGK
VXUS

Volatility

VGK vs. VXUS - Volatility Comparison

Vanguard FTSE Europe ETF (VGK) has a higher volatility of 4.29% compared to Vanguard Total International Stock ETF (VXUS) at 2.93%. This indicates that VGK's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%FebruaryMarchAprilMayJuneJuly
4.29%
2.93%
VGK
VXUS