VSGX vs. EFAX
Compare and contrast key facts about Vanguard ESG International Stock ETF (VSGX) and SPDR MSCI EAFE Fossil Fuel Free ETF (EFAX).
VSGX and EFAX 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. EFAX is a passively managed fund by State Street that tracks the performance of the MSCI EAFE ex Fossil Fuels Index. It was launched on Oct 24, 2016. Both VSGX and EFAX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSGX or EFAX.
Correlation
The correlation between VSGX and EFAX is 0.94, 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
VSGX vs. EFAX - Performance Comparison
Key characteristics
VSGX:
0.55
EFAX:
0.65
VSGX:
0.88
EFAX:
1.03
VSGX:
1.12
EFAX:
1.14
VSGX:
0.67
EFAX:
0.85
VSGX:
2.14
EFAX:
2.54
VSGX:
4.32%
EFAX:
4.51%
VSGX:
16.78%
EFAX:
17.63%
VSGX:
-33.10%
EFAX:
-32.53%
VSGX:
-5.51%
EFAX:
-3.93%
Returns By Period
In the year-to-date period, VSGX achieves a 2.84% return, which is significantly lower than EFAX's 7.68% return.
VSGX
2.84%
-5.11%
-3.29%
8.90%
8.81%
N/A
EFAX
7.68%
-3.93%
0.63%
11.76%
10.57%
N/A
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VSGX vs. EFAX - Expense Ratio Comparison
VSGX has a 0.12% expense ratio, which is lower than EFAX's 0.20% expense ratio. Despite the difference, 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
VSGX vs. EFAX — Risk-Adjusted Performance Rank
VSGX
EFAX
VSGX vs. EFAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG International Stock ETF (VSGX) and SPDR MSCI EAFE Fossil Fuel Free ETF (EFAX). 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
VSGX vs. EFAX - Dividend Comparison
VSGX's dividend yield for the trailing twelve months is around 3.17%, more than EFAX's 2.55% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSGX Vanguard ESG International Stock ETF | 3.17% | 3.10% | 2.77% | 2.61% | 2.50% | 1.67% | 2.28% | 0.38% | 0.00% | 0.00% |
EFAX SPDR MSCI EAFE Fossil Fuel Free ETF | 2.55% | 2.74% | 2.71% | 2.81% | 2.58% | 1.69% | 2.71% | 3.05% | 2.89% | 0.26% |
Drawdowns
VSGX vs. EFAX - Drawdown Comparison
The maximum VSGX drawdown since its inception was -33.10%, roughly equal to the maximum EFAX drawdown of -32.53%. Use the drawdown chart below to compare losses from any high point for VSGX and EFAX. For additional features, visit the drawdowns tool.
Volatility
VSGX vs. EFAX - Volatility Comparison
The current volatility for Vanguard ESG International Stock ETF (VSGX) is 10.45%, while SPDR MSCI EAFE Fossil Fuel Free ETF (EFAX) has a volatility of 11.82%. This indicates that VSGX experiences smaller price fluctuations and is considered to be less risky than EFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.