VSGX vs. AVSE
Compare and contrast key facts about Vanguard ESG International Stock ETF (VSGX) and Avantis Responsible Emerging Markets Equity ETF (AVSE).
VSGX and AVSE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VSGX is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap ex US Choice Index.. It was launched on Sep 18, 2018. AVSE is a passively managed fund by Avantis that tracks the performance of the MSCI Emerging Markets Index. It was launched on Mar 28, 2022. Both VSGX and AVSE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
VSGX vs. AVSE - Performance Comparison
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VSGX vs. AVSE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VSGX Vanguard ESG International Stock ETF | 2.12% | 30.77% | 5.72% | 15.62% | -13.35% |
AVSE Avantis Responsible Emerging Markets Equity ETF | 3.71% | 32.54% | 8.29% | 16.01% | -13.85% |
Returns By Period
In the year-to-date period, VSGX achieves a 2.12% return, which is significantly lower than AVSE's 3.71% return.
VSGX
- 1D
- 1.37%
- 1M
- -5.98%
- YTD
- 2.12%
- 6M
- 5.93%
- 1Y
- 27.25%
- 3Y*
- 15.24%
- 5Y*
- 6.27%
- 10Y*
- —
AVSE
- 1D
- 1.15%
- 1M
- -7.49%
- YTD
- 3.71%
- 6M
- 6.78%
- 1Y
- 34.06%
- 3Y*
- 18.08%
- 5Y*
- —
- 10Y*
- —
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VSGX vs. AVSE - Expense Ratio Comparison
VSGX has a 0.12% expense ratio, which is lower than AVSE's 0.33% expense ratio.
Return for Risk
VSGX vs. AVSE — Risk / Return Rank
VSGX
AVSE
VSGX vs. AVSE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG International Stock ETF (VSGX) and Avantis Responsible Emerging Markets Equity ETF (AVSE). 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.
| VSGX | AVSE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 1.74 | -0.18 |
Sortino ratioReturn per unit of downside risk | 2.11 | 2.32 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.34 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.15 | 2.47 | -0.32 |
Martin ratioReturn relative to average drawdown | 8.41 | 9.84 | -1.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VSGX | AVSE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.74 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.60 | -0.18 |
Correlation
The correlation between VSGX and AVSE 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
VSGX vs. AVSE - Dividend Comparison
VSGX's dividend yield for the trailing twelve months is around 3.23%, more than AVSE's 2.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VSGX Vanguard ESG International Stock ETF | 3.23% | 3.23% | 3.10% | 2.77% | 2.61% | 2.49% | 1.67% | 2.28% | 0.38% |
AVSE Avantis Responsible Emerging Markets Equity ETF | 2.67% | 2.68% | 3.03% | 3.20% | 1.27% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VSGX vs. AVSE - Drawdown Comparison
The maximum VSGX drawdown since its inception was -33.09%, which is greater than AVSE's maximum drawdown of -26.28%. Use the drawdown chart below to compare losses from any high point for VSGX and AVSE.
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Drawdown Indicators
| VSGX | AVSE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.09% | -26.28% | -6.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.84% | -14.17% | +1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -32.14% | — | — |
Current DrawdownCurrent decline from peak | -8.51% | -10.23% | +1.72% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -7.01% | -0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 3.55% | -0.27% |
Volatility
VSGX vs. AVSE - Volatility Comparison
The current volatility for Vanguard ESG International Stock ETF (VSGX) is 8.22%, while Avantis Responsible Emerging Markets Equity ETF (AVSE) has a volatility of 8.97%. This indicates that VSGX experiences smaller price fluctuations and is considered to be less risky than AVSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSGX | AVSE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.22% | 8.97% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 12.24% | 14.39% | -2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.53% | 19.69% | -2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.98% | 17.48% | -1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 17.48% | +0.47% |