VSGX vs. ESGEX

Last updated Apr 1, 2026

Compare and contrast key facts about Vanguard ESG International Stock ETF (VSGX) and Reynders McVeigh Core Equity Fund (ESGEX).

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. ESGEX is managed by ReyndersMcVeigh Funds. It was launched on Mar 29, 2019.

Performance

VSGX vs. ESGEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG International Stock ETF (VSGX) and Reynders McVeigh Core Equity Fund (ESGEX). The values are adjusted to include any dividend payments, if applicable.

VSGX vs. ESGEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VSGX Vanguard ESG International Stock ETF	0.74%	30.77%	5.72%	15.62%	-18.61%	7.24%	13.01%	12.03%
ESGEX Reynders McVeigh Core Equity Fund	-10.38%	18.30%	14.03%	18.49%	-23.44%	18.09%	46.35%	12.54%

Returns By Period

In the year-to-date period, VSGX achieves a 0.74% return, which is significantly higher than ESGEX's -10.38% return.

VSGX

• 1D: 3.55%
• 1M: -9.01%
• YTD: 0.74%
• 6M: 5.27%
• 1Y: 25.84%
• 3Y*: 14.72%
• 5Y*: 5.98%
• 10Y*: —

ESGEX

• 1D: -0.58%
• 1M: -10.88%
• YTD: -10.38%
• 6M: -9.02%
• 1Y: 7.99%
• 3Y*: 9.66%
• 5Y*: 4.69%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VSGX vs. ESGEX - Expense Ratio Comparison

VSGX has a 0.12% expense ratio, which is lower than ESGEX's 1.25% expense ratio.

ESGEX

Reynders McVeigh Core Equity Fund

VSGX

Vanguard ESG International Stock ETF

Return for Risk

VSGX vs. ESGEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VSGX

VSGX Risk / Return Rank: 79
VSGX Sharpe Ratio Rank: 81
VSGX Sortino Ratio Rank: 81
VSGX Omega Ratio Rank: 80
VSGX Calmar Ratio Rank: 77
VSGX Martin Ratio Rank: 77

ESGEX

ESGEX Risk / Return Rank: 17
ESGEX Sharpe Ratio Rank: 17
ESGEX Sortino Ratio Rank: 18
ESGEX Omega Ratio Rank: 16
ESGEX Calmar Ratio Rank: 15
ESGEX Martin Ratio Rank: 17

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VSGX vs. ESGEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG International Stock ETF (VSGX) and Reynders McVeigh Core Equity Fund (ESGEX). 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	ESGEX	Difference
Sharpe ratio Return per unit of total volatility	1.48	0.45	+1.04
Sortino ratio Return per unit of downside risk	2.02	0.76	+1.26
Omega ratio Gain probability vs. loss probability	1.29	1.10	+0.19
Calmar ratio Return relative to maximum drawdown	1.97	0.43	+1.54
Martin ratio Return relative to average drawdown	7.82	1.70	+6.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VSGX vs. ESGEX - Sharpe Ratio Comparison

The current VSGX Sharpe Ratio is 1.48, which is higher than the ESGEX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of VSGX and ESGEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VSGX	ESGEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.48	0.45	+1.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.38	0.27	+0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.59	-0.18

Correlation

The correlation between VSGX and ESGEX is 0.82, 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. ESGEX - Dividend Comparison

VSGX's dividend yield for the trailing twelve months is around 3.27%, less than ESGEX's 5.80% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
VSGX Vanguard ESG International Stock ETF	3.27%	3.23%	3.10%	2.77%	2.61%	2.49%	1.67%	2.28%	0.38%
ESGEX Reynders McVeigh Core Equity Fund	5.80%	5.20%	1.57%	0.48%	0.96%	4.20%	0.06%	0.12%	0.00%

Drawdowns

VSGX vs. ESGEX - Drawdown Comparison

The maximum VSGX drawdown since its inception was -33.09%, roughly equal to the maximum ESGEX drawdown of -31.73%. Use the drawdown chart below to compare losses from any high point for VSGX and ESGEX.

Drawdown Indicators

	VSGX	ESGEX	Difference
Max Drawdown Largest peak-to-trough decline	-33.09%	-31.73%	-1.36%
Max Drawdown (1Y) Largest decline over 1 year	-12.84%	-13.58%	+0.74%
Max Drawdown (5Y) Largest decline over 5 years	-32.14%	-31.73%	-0.41%
Current Drawdown Current decline from peak	-9.74%	-13.58%	+3.84%
Average Drawdown Average peak-to-trough decline	-7.90%	-8.08%	+0.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.23%	3.45%	-0.22%

Volatility

VSGX vs. ESGEX - Volatility Comparison

Vanguard ESG International Stock ETF (VSGX) has a higher volatility of 8.88% compared to Reynders McVeigh Core Equity Fund (ESGEX) at 5.08%. This indicates that VSGX's price experiences larger fluctuations and is considered to be riskier than ESGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VSGX	ESGEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.88%	5.08%	+3.80%
Volatility (6M) Calculated over the trailing 6-month period	12.18%	10.51%	+1.67%
Volatility (1Y) Calculated over the trailing 1-year period	17.49%	17.65%	-0.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.98%	17.31%	-1.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.95%	19.32%	-1.37%