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VIAAX vs. VEIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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VIAAX vs. VEIGX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VIAAX
Vanguard International Dividend Appreciation Index Fund Admiral Shares
-2.64%16.83%2.60%16.07%-16.66%12.36%15.10%10.66%
VEIGX
Vanguard Global ESG Select Stock Fund Investor Shares
-3.26%12.19%16.20%19.49%-10.85%22.19%19.30%11.76%

Returns By Period

In the year-to-date period, VIAAX achieves a -2.64% return, which is significantly higher than VEIGX's -3.26% return.


VIAAX

1D
2.53%
1M
-6.23%
YTD
-2.64%
6M
-1.08%
1Y
8.89%
3Y*
8.45%
5Y*
4.29%
10Y*
7.65%

VEIGX

1D
2.73%
1M
-5.78%
YTD
-3.26%
6M
-2.27%
1Y
9.86%
3Y*
12.13%
5Y*
8.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIAAX vs. VEIGX - Expense Ratio Comparison

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


Return for Risk

VIAAX vs. VEIGX — Risk / Return Rank

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

VIAAX
VIAAX Risk / Return Rank: 2222
Overall Rank
VIAAX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VIAAX Sortino Ratio Rank: 2020
Sortino Ratio Rank
VIAAX Omega Ratio Rank: 1818
Omega Ratio Rank
VIAAX Calmar Ratio Rank: 2626
Calmar Ratio Rank
VIAAX Martin Ratio Rank: 2626
Martin Ratio Rank

VEIGX
VEIGX Risk / Return Rank: 2626
Overall Rank
VEIGX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
VEIGX Sortino Ratio Rank: 2323
Sortino Ratio Rank
VEIGX Omega Ratio Rank: 2121
Omega Ratio Rank
VEIGX Calmar Ratio Rank: 3333
Calmar Ratio Rank
VEIGX Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VIAAX vs. VEIGX - Risk-Adjusted Trends 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.


VIAAXVEIGXDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.62

-0.03

Sortino ratio

Return per unit of downside risk

0.90

1.00

-0.10

Omega ratio

Gain probability vs. loss probability

1.12

1.13

-0.01

Calmar ratio

Return relative to maximum drawdown

0.80

0.96

-0.16

Martin ratio

Return relative to average drawdown

2.98

3.51

-0.53

VIAAX vs. VEIGX - Sharpe Ratio Comparison

The current VIAAX Sharpe Ratio is 0.59, which is comparable to the VEIGX Sharpe Ratio of 0.62. 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.


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Sharpe Ratios by Period


VIAAXVEIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.62

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.61

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.71

-0.18

Correlation

The correlation between VIAAX and VEIGX is 0.88, 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.


Dividends

VIAAX vs. VEIGX - Dividend Comparison

VIAAX's dividend yield for the trailing twelve months is around 2.20%, less than VEIGX's 4.41% yield.


TTM2025202420232022202120202019201820172016
VIAAX
Vanguard International Dividend Appreciation Index Fund Admiral Shares
2.20%2.09%1.92%1.92%2.05%7.01%1.28%1.83%1.99%1.69%0.68%
VEIGX
Vanguard Global ESG Select Stock Fund Investor Shares
4.41%4.54%4.87%1.72%2.11%2.63%0.99%0.77%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.


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Drawdown Indicators


VIAAXVEIGXDifference

Max Drawdown

Largest peak-to-trough decline

-30.78%

-30.54%

-0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-10.78%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-28.59%

-23.77%

-4.82%

Max Drawdown (10Y)

Largest decline over 10 years

-30.78%

Current Drawdown

Current decline from peak

-7.73%

-8.19%

+0.46%

Average Drawdown

Average peak-to-trough decline

-6.19%

-4.17%

-2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

2.95%

-0.13%

Volatility

VIAAX vs. VEIGX - Volatility Comparison

Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) has a higher volatility of 6.38% compared to Vanguard Global ESG Select Stock Fund Investor Shares (VEIGX) at 5.95%. 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.


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Volatility by Period


VIAAXVEIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.38%

5.95%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

10.07%

9.77%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

15.46%

16.43%

-0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.02%

14.52%

-0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.15%

17.38%

-2.23%