VIAAX vs. VEU
Compare and contrast key facts about Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) and Vanguard FTSE All-World ex-US ETF (VEU).
VIAAX is managed by Vanguard. It was launched on Mar 2, 2016. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIAAX or VEU.
Key characteristics
| VIAAX | VEU | |
|---|---|---|
| YTD Return | 6.32% | 7.13% |
| 1Y Return | 17.29% | 16.99% |
| 3Y Return (Ann) | 0.77% | 0.80% |
| 5Y Return (Ann) | 6.83% | 5.67% |
| Sharpe Ratio | 1.51 | 1.34 |
| Sortino Ratio | 2.18 | 1.92 |
| Omega Ratio | 1.26 | 1.24 |
| Calmar Ratio | 1.22 | 1.28 |
| Martin Ratio | 7.58 | 7.68 |
| Ulcer Index | 2.28% | 2.25% |
| Daily Std Dev | 11.44% | 12.87% |
| Max Drawdown | -30.78% | -61.52% |
| Current Drawdown | -6.72% | -7.02% |
Correlation
The correlation between VIAAX and VEU is 0.93, 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. VEU - Performance Comparison
In the year-to-date period, VIAAX achieves a 6.32% return, which is significantly lower than VEU's 7.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VIAAX vs. VEU - Expense Ratio Comparison
VIAAX has a 0.16% expense ratio, which is higher than VEU's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VIAAX vs. VEU - 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 FTSE All-World ex-US ETF (VEU). 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.
Dividends
VIAAX vs. VEU - Dividend Comparison
VIAAX's dividend yield for the trailing twelve months is around 1.98%, less than VEU's 2.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIAAX Vanguard International Dividend Appreciation Index Fund Admiral Shares | 1.98% | 1.92% | 2.05% | 0.94% | 1.28% | 1.83% | 1.99% | 1.69% | 1.06% | 0.00% | 0.00% | 0.00% |
VEU Vanguard FTSE All-World ex-US ETF | 2.98% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
Drawdowns
VIAAX vs. VEU - Drawdown Comparison
The maximum VIAAX drawdown since its inception was -30.78%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for VIAAX and VEU. For additional features, visit the drawdowns tool.
Volatility
VIAAX vs. VEU - Volatility Comparison
The current volatility for Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) is 3.33%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 4.17%. This indicates that VIAAX experiences smaller price fluctuations and is considered to be less risky than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.