Correlation
The correlation between VGRNX and VSGX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
VGRNX vs. VSGX
Compare and contrast key facts about Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX) and Vanguard ESG International Stock ETF (VSGX).
VGRNX is managed by Vanguard. It was launched on Apr 19, 2011. VSGX is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap ex US Choice Index.. It was launched on Sep 18, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGRNX or VSGX.
Performance
VGRNX vs. VSGX - Performance Comparison
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Key characteristics
VGRNX:
0.91
VSGX:
0.83
VGRNX:
1.22
VSGX:
1.15
VGRNX:
1.15
VSGX:
1.15
VGRNX:
0.42
VSGX:
0.92
VGRNX:
1.43
VSGX:
2.92
VGRNX:
7.89%
VSGX:
4.34%
VGRNX:
13.37%
VSGX:
16.79%
VGRNX:
-38.77%
VSGX:
-33.10%
VGRNX:
-14.97%
VSGX:
-0.69%
Returns By Period
In the year-to-date period, VGRNX achieves a 12.00% return, which is significantly lower than VSGX's 12.85% return.
VGRNX
12.00%
2.70%
7.07%
12.08%
0.29%
2.68%
1.37%
VSGX
12.85%
4.71%
9.76%
13.88%
8.92%
9.38%
N/A
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VGRNX vs. VSGX - Expense Ratio Comparison
VGRNX has a 0.11% expense ratio, which is lower than VSGX's 0.12% 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%.
Risk-Adjusted Performance
VGRNX vs. VSGX — Risk-Adjusted Performance Rank
VGRNX
VSGX
VGRNX vs. VSGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX) and Vanguard ESG International Stock ETF (VSGX). 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.
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Dividends
VGRNX vs. VSGX - Dividend Comparison
VGRNX's dividend yield for the trailing twelve months is around 4.66%, more than VSGX's 2.88% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
VGRNX Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares | 4.66% | 5.21% | 3.76% | 0.58% | 6.50% | 0.94% | 7.64% | 4.64% | 3.87% | 5.19% | 2.86% | 4.13% |
VSGX Vanguard ESG International Stock ETF | 2.88% | 3.10% | 2.77% | 2.61% | 2.49% | 1.67% | 2.28% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VGRNX vs. VSGX - Drawdown Comparison
The maximum VGRNX drawdown since its inception was -38.77%, which is greater than VSGX's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for VGRNX and VSGX.
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Volatility
VGRNX vs. VSGX - Volatility Comparison
The current volatility for Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX) is 2.62%, while Vanguard ESG International Stock ETF (VSGX) has a volatility of 3.38%. This indicates that VGRNX experiences smaller price fluctuations and is considered to be less risky than VSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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