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

Key characteristics


VHGEXVXUS
YTD Return5.30%2.76%
1Y Return19.19%9.49%
3Y Return (Ann)0.90%0.14%
5Y Return (Ann)8.94%5.36%
10Y Return (Ann)8.52%4.22%
Sharpe Ratio1.500.88
Daily Std Dev14.24%12.43%
Max Drawdown-64.62%-35.97%
Current Drawdown-3.07%-3.20%

Correlation

-0.50.00.51.00.9

The correlation between VHGEX and VXUS is 0.92, 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

VHGEX vs. VXUS - Performance Comparison

In the year-to-date period, VHGEX achieves a 5.30% return, which is significantly higher than VXUS's 2.76% return. Over the past 10 years, VHGEX has outperformed VXUS with an annualized return of 8.52%, while VXUS has yielded a comparatively lower 4.22% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%NovemberDecember2024FebruaryMarchApril
216.72%
78.01%
VHGEX
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 Global Equity Fund

Vanguard Total International Stock ETF

VHGEX vs. VXUS - Expense Ratio Comparison

VHGEX has a 0.45% expense ratio, which is higher than VXUS's 0.07% expense ratio.


VHGEX
Vanguard Global Equity Fund
Expense ratio chart for VHGEX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
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

VHGEX vs. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Equity Fund (VHGEX) 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.


VHGEX
Sharpe ratio
The chart of Sharpe ratio for VHGEX, currently valued at 1.50, compared to the broader market-1.000.001.002.003.004.001.50
Sortino ratio
The chart of Sortino ratio for VHGEX, currently valued at 2.20, compared to the broader market-2.000.002.004.006.008.0010.0012.002.20
Omega ratio
The chart of Omega ratio for VHGEX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.26
Calmar ratio
The chart of Calmar ratio for VHGEX, currently valued at 0.91, compared to the broader market0.002.004.006.008.0010.0012.000.91
Martin ratio
The chart of Martin ratio for VHGEX, currently valued at 4.38, compared to the broader market0.0010.0020.0030.0040.0050.004.38
VXUS
Sharpe ratio
The chart of Sharpe ratio for VXUS, currently valued at 0.88, compared to the broader market-1.000.001.002.003.004.000.88
Sortino ratio
The chart of Sortino ratio for VXUS, currently valued at 1.32, compared to the broader market-2.000.002.004.006.008.0010.0012.001.32
Omega ratio
The chart of Omega ratio for VXUS, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.16
Calmar ratio
The chart of Calmar ratio for VXUS, currently valued at 0.60, compared to the broader market0.002.004.006.008.0010.0012.000.60
Martin ratio
The chart of Martin ratio for VXUS, currently valued at 2.59, compared to the broader market0.0010.0020.0030.0040.0050.002.59

VHGEX vs. VXUS - Sharpe Ratio Comparison

The current VHGEX Sharpe Ratio is 1.50, which is higher than the VXUS Sharpe Ratio of 0.88. The chart below compares the 12-month rolling Sharpe Ratio of VHGEX and VXUS.


Rolling 12-month Sharpe Ratio0.501.001.502.00NovemberDecember2024FebruaryMarchApril
1.50
0.88
VHGEX
VXUS

Dividends

VHGEX vs. VXUS - Dividend Comparison

VHGEX's dividend yield for the trailing twelve months is around 1.09%, less than VXUS's 3.34% yield.


TTM20232022202120202019201820172016201520142013
VHGEX
Vanguard Global Equity Fund
1.09%1.15%11.32%10.90%2.88%6.20%8.45%1.29%1.51%1.71%1.56%1.53%
VXUS
Vanguard Total International Stock ETF
3.34%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%

Drawdowns

VHGEX vs. VXUS - Drawdown Comparison

The maximum VHGEX drawdown since its inception was -64.62%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VHGEX and VXUS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.07%
-3.20%
VHGEX
VXUS

Volatility

VHGEX vs. VXUS - Volatility Comparison

Vanguard Global Equity Fund (VHGEX) has a higher volatility of 4.11% compared to Vanguard Total International Stock ETF (VXUS) at 3.33%. This indicates that VHGEX'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%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
4.11%
3.33%
VHGEX
VXUS