VINEX vs. VEU
Compare and contrast key facts about Vanguard International Explorer Fund (VINEX) and Vanguard FTSE All-World ex-US ETF (VEU).
VINEX is managed by Vanguard. It was launched on Nov 4, 1996. 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: VINEX or VEU.
Key characteristics
| VINEX | VEU | |
|---|---|---|
| YTD Return | 1.41% | 6.59% |
| 1Y Return | 10.95% | 13.53% |
| 3Y Return (Ann) | -6.35% | 0.62% |
| 5Y Return (Ann) | 2.14% | 5.41% |
| 10Y Return (Ann) | 4.03% | 4.92% |
| Sharpe Ratio | 0.99 | 1.27 |
| Sortino Ratio | 1.46 | 1.83 |
| Omega Ratio | 1.18 | 1.23 |
| Calmar Ratio | 0.51 | 1.41 |
| Martin Ratio | 5.08 | 7.13 |
| Ulcer Index | 2.91% | 2.30% |
| Daily Std Dev | 14.99% | 12.88% |
| Max Drawdown | -65.50% | -61.52% |
| Current Drawdown | -20.85% | -7.49% |
Correlation
The correlation between VINEX and VEU is 0.90, 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
VINEX vs. VEU - Performance Comparison
In the year-to-date period, VINEX achieves a 1.41% return, which is significantly lower than VEU's 6.59% return. Over the past 10 years, VINEX has underperformed VEU with an annualized return of 4.03%, while VEU has yielded a comparatively higher 4.92% annualized 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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VINEX vs. VEU - Expense Ratio Comparison
VINEX has a 0.40% expense ratio, which is higher than VEU's 0.07% expense ratio.
Risk-Adjusted Performance
VINEX vs. VEU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International Explorer Fund (VINEX) 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
VINEX vs. VEU - Dividend Comparison
VINEX's dividend yield for the trailing twelve months is around 2.44%, less than VEU's 2.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VINEX Vanguard International Explorer Fund | 2.44% | 2.47% | 1.74% | 2.29% | 1.06% | 2.51% | 1.92% | 2.10% | 1.95% | 1.55% | 1.98% | 2.28% |
VEU Vanguard FTSE All-World ex-US ETF | 2.99% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
Drawdowns
VINEX vs. VEU - Drawdown Comparison
The maximum VINEX drawdown since its inception was -65.50%, which is greater than VEU's maximum drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for VINEX and VEU. For additional features, visit the drawdowns tool.
Volatility
VINEX vs. VEU - Volatility Comparison
The current volatility for Vanguard International Explorer Fund (VINEX) is 3.54%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 3.92%. This indicates that VINEX 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.