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

Correlation

The correlation between VIAAX and VEIGX is 0.77, 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

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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Key characteristics

Sharpe Ratio

VIAAX:

0.65

VEIGX:

0.36

Sortino Ratio

VIAAX:

1.10

VEIGX:

0.76

Omega Ratio

VIAAX:

1.15

VEIGX:

1.11

Calmar Ratio

VIAAX:

0.76

VEIGX:

0.41

Martin Ratio

VIAAX:

2.11

VEIGX:

1.61

Ulcer Index

VIAAX:

5.18%

VEIGX:

4.56%

Daily Std Dev

VIAAX:

15.05%

VEIGX:

15.97%

Max Drawdown

VIAAX:

-30.78%

VEIGX:

-30.54%

Current Drawdown

VIAAX:

-0.61%

VEIGX:

-2.08%

Returns By Period

In the year-to-date period, VIAAX achieves a 10.42% return, which is significantly higher than VEIGX's 3.65% return.


VIAAX

YTD

10.42%

1M

7.14%

6M

7.57%

1Y

9.65%

5Y*

10.87%

10Y*

N/A

VEIGX

YTD

3.65%

1M

10.91%

6M

1.54%

1Y

5.70%

5Y*

15.74%

10Y*

N/A

*Annualized

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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.


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 6666
Overall Rank
The Sharpe Ratio Rank of VIAAX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VIAAX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VIAAX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VIAAX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VIAAX is 5858
Martin Ratio Rank

VEIGX
The Risk-Adjusted Performance Rank of VEIGX is 4848
Overall Rank
The Sharpe Ratio Rank of VEIGX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of VEIGX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of VEIGX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of VEIGX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of VEIGX is 4949
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.


The current VIAAX Sharpe Ratio is 0.65, which is higher than the VEIGX Sharpe Ratio of 0.36. 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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Dividends

VIAAX vs. VEIGX - Dividend Comparison

VIAAX's dividend yield for the trailing twelve months is around 1.85%, more than VEIGX's 1.57% yield.


TTM202420232022202120202019201820172016
VIAAX
Vanguard International Dividend Appreciation Index Fund Admiral Shares
1.85%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
1.57%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 -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.


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Volatility

VIAAX vs. VEIGX - Volatility Comparison

The current volatility for Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) is 3.57%, while Vanguard Global ESG Select Stock Fund Investor Shares (VEIGX) has a volatility of 4.58%. 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.


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