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VIAAX vs. VEIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIAAX and VEIGX is 0.89, 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.


-0.50.00.51.00.9

Performance

VIAAX vs. VEIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) and Vanguard Global ESG Select Stock Fund Investor Shares (VEIGX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.53%
3.91%
VIAAX
VEIGX

Key characteristics

Sharpe Ratio

VIAAX:

0.54

VEIGX:

1.51

Sortino Ratio

VIAAX:

0.82

VEIGX:

2.10

Omega Ratio

VIAAX:

1.10

VEIGX:

1.27

Calmar Ratio

VIAAX:

0.66

VEIGX:

2.67

Martin Ratio

VIAAX:

1.98

VEIGX:

8.18

Ulcer Index

VIAAX:

3.15%

VEIGX:

1.95%

Daily Std Dev

VIAAX:

11.62%

VEIGX:

10.55%

Max Drawdown

VIAAX:

-30.78%

VEIGX:

-30.54%

Current Drawdown

VIAAX:

-9.49%

VEIGX:

-4.55%

Returns By Period

In the year-to-date period, VIAAX achieves a 3.16% return, which is significantly lower than VEIGX's 13.72% return.


VIAAX

YTD

3.16%

1M

-1.43%

6M

0.56%

1Y

5.37%

5Y*

5.33%

10Y*

N/A

VEIGX

YTD

13.72%

1M

-0.91%

6M

4.11%

1Y

15.17%

5Y*

12.04%

10Y*

N/A

Compare stocks, funds, or ETFs

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


VIAAX vs. VEIGX - Expense Ratio Comparison

VIAAX has a 0.16% expense ratio, which is lower than VEIGX's 0.56% expense ratio.


VEIGX
Vanguard Global ESG Select Stock Fund Investor Shares
Expense ratio chart for VEIGX: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%
Expense ratio chart for VIAAX: current value at 0.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.16%

Risk-Adjusted Performance

VIAAX vs. VEIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) and Vanguard Global ESG Select Stock Fund Investor Shares (VEIGX). 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.


Sharpe ratio
The chart of Sharpe ratio for VIAAX, currently valued at 0.54, compared to the broader market-1.000.001.002.003.004.000.541.51
The chart of Sortino ratio for VIAAX, currently valued at 0.82, compared to the broader market-2.000.002.004.006.008.0010.000.822.10
The chart of Omega ratio for VIAAX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.27
The chart of Calmar ratio for VIAAX, currently valued at 0.66, compared to the broader market0.005.0010.0015.000.662.67
The chart of Martin ratio for VIAAX, currently valued at 1.98, compared to the broader market0.0020.0040.0060.001.988.18
VIAAX
VEIGX

The current VIAAX Sharpe Ratio is 0.54, which is lower than the VEIGX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of VIAAX and VEIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.54
1.51
VIAAX
VEIGX

Dividends

VIAAX vs. VEIGX - Dividend Comparison

VIAAX's dividend yield for the trailing twelve months is around 1.58%, more than VEIGX's 0.14% yield.


TTM20232022202120202019201820172016
VIAAX
Vanguard International Dividend Appreciation Index Fund Admiral Shares
1.58%1.92%2.05%0.94%1.28%1.83%1.99%1.69%1.06%
VEIGX
Vanguard Global ESG Select Stock Fund Investor Shares
0.14%1.72%1.69%1.22%0.86%0.74%0.00%0.00%0.00%

Drawdowns

VIAAX vs. VEIGX - Drawdown Comparison

The maximum VIAAX drawdown since its inception was -30.78%, roughly equal to the maximum VEIGX drawdown of -30.54%. Use the drawdown chart below to compare losses from any high point for VIAAX and VEIGX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.49%
-4.55%
VIAAX
VEIGX

Volatility

VIAAX vs. VEIGX - Volatility Comparison

Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) has a higher volatility of 3.53% compared to Vanguard Global ESG Select Stock Fund Investor Shares (VEIGX) at 3.33%. This indicates that VIAAX's price experiences larger fluctuations and is considered to be riskier than VEIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.53%
3.33%
VIAAX
VEIGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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