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

Correlation

The correlation between VIAAX and VEU is 0.76, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) and Vanguard FTSE All-World ex-US ETF (VEU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VIAAX:

0.63

VEU:

0.67

Sortino Ratio

VIAAX:

0.98

VEU:

1.09

Omega Ratio

VIAAX:

1.13

VEU:

1.15

Calmar Ratio

VIAAX:

0.67

VEU:

0.86

Martin Ratio

VIAAX:

1.85

VEU:

2.68

Ulcer Index

VIAAX:

5.18%

VEU:

4.37%

Daily Std Dev

VIAAX:

14.96%

VEU:

16.91%

Max Drawdown

VIAAX:

-32.73%

VEU:

-61.52%

Current Drawdown

VIAAX:

-1.96%

VEU:

0.00%

Returns By Period

In the year-to-date period, VIAAX achieves a 8.92% return, which is significantly lower than VEU's 12.10% return.


VIAAX

YTD

8.92%

1M

7.38%

6M

5.11%

1Y

9.43%

5Y*

9.18%

10Y*

N/A

VEU

YTD

12.10%

1M

9.49%

6M

10.46%

1Y

11.32%

5Y*

11.73%

10Y*

5.22%

*Annualized

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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 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 6060
Overall Rank
The Sharpe Ratio Rank of VIAAX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VIAAX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VIAAX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VIAAX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VIAAX is 5353
Martin Ratio Rank

VEU
The Risk-Adjusted Performance Rank of VEU is 6666
Overall Rank
The Sharpe Ratio Rank of VEU is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VEU is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VEU is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VEU is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VEU is 6666
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. 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.


The current VIAAX Sharpe Ratio is 0.63, which is comparable to the VEU Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of VIAAX and VEU, 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. VEU - Dividend Comparison

VIAAX's dividend yield for the trailing twelve months is around 1.87%, less than VEU's 2.86% yield.


TTM20242023202220212020201920182017201620152014
VIAAX
Vanguard International Dividend Appreciation Index Fund Admiral Shares
1.87%1.92%1.92%2.05%0.94%1.28%1.83%1.99%1.69%1.06%0.00%0.00%
VEU
Vanguard FTSE All-World ex-US ETF
2.86%3.24%3.32%3.12%3.07%2.00%3.10%3.27%2.66%2.96%2.95%3.52%

Drawdowns

VIAAX vs. VEU - Drawdown Comparison

The maximum VIAAX drawdown since its inception was -32.73%, 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.


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Volatility

VIAAX vs. VEU - Volatility Comparison

Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) and Vanguard FTSE All-World ex-US ETF (VEU) have volatilities of 3.32% and 3.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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