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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.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
-3.20%
2.98%
VIAAX
VEIGX

Key characteristics

Sharpe Ratio

VIAAX:

0.43

VEIGX:

1.50

Sortino Ratio

VIAAX:

0.67

VEIGX:

2.04

Omega Ratio

VIAAX:

1.08

VEIGX:

1.27

Calmar Ratio

VIAAX:

0.40

VEIGX:

2.32

Martin Ratio

VIAAX:

1.20

VEIGX:

6.62

Ulcer Index

VIAAX:

4.14%

VEIGX:

2.40%

Daily Std Dev

VIAAX:

11.40%

VEIGX:

10.62%

Max Drawdown

VIAAX:

-32.73%

VEIGX:

-30.54%

Current Drawdown

VIAAX:

-9.66%

VEIGX:

-4.32%

Returns By Period

In the year-to-date period, VIAAX achieves a 0.36% return, which is significantly lower than VEIGX's 1.28% return.


VIAAX

YTD

0.36%

1M

-0.19%

6M

-3.20%

1Y

4.48%

5Y*

3.37%

10Y*

N/A

VEIGX

YTD

1.28%

1M

0.24%

6M

2.97%

1Y

15.13%

5Y*

11.15%

10Y*

N/A

*Annualized

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 Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VIAAX
The Risk-Adjusted Performance Rank of VIAAX is 1919
Overall Rank
The Sharpe Ratio Rank of VIAAX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of VIAAX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of VIAAX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of VIAAX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of VIAAX is 1515
Martin Ratio Rank

VEIGX
The Risk-Adjusted Performance Rank of VEIGX is 7373
Overall Rank
The Sharpe Ratio Rank of VEIGX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VEIGX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VEIGX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VEIGX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VEIGX is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.43, compared to the broader market-1.000.001.002.003.004.000.431.50
The chart of Sortino ratio for VIAAX, currently valued at 0.67, compared to the broader market0.005.0010.000.672.04
The chart of Omega ratio for VIAAX, currently valued at 1.08, compared to the broader market1.002.003.004.001.081.27
The chart of Calmar ratio for VIAAX, currently valued at 0.40, compared to the broader market0.005.0010.0015.0020.000.402.32
The chart of Martin ratio for VIAAX, currently valued at 1.20, compared to the broader market0.0020.0040.0060.0080.001.206.62
VIAAX
VEIGX

The current VIAAX Sharpe Ratio is 0.43, which is lower than the VEIGX Sharpe Ratio of 1.50. 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 Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
0.43
1.50
VIAAX
VEIGX

Dividends

VIAAX vs. VEIGX - Dividend Comparison

VIAAX's dividend yield for the trailing twelve months is around 1.92%, more than VEIGX's 1.66% yield.


TTM202420232022202120202019201820172016
VIAAX
Vanguard International Dividend Appreciation Index Fund Admiral Shares
1.92%1.92%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
1.66%1.68%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 -32.73%, which is greater than VEIGX's maximum 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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.66%
-4.32%
VIAAX
VEIGX

Volatility

VIAAX vs. VEIGX - Volatility Comparison

The current volatility for Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) is 3.47%, while Vanguard Global ESG Select Stock Fund Investor Shares (VEIGX) has a volatility of 4.17%. This indicates that VIAAX experiences smaller price fluctuations and is considered to be less risky 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%AugustSeptemberOctoberNovemberDecember2025
3.47%
4.17%
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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