VSGX vs. ESGEX
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSGX or ESGEX.
Performance
VSGX vs. ESGEX - Performance Comparison
Returns By Period
In the year-to-date period, VSGX achieves a 6.27% return, which is significantly lower than ESGEX's 15.14% return.
VSGX
6.27%
-4.77%
-0.56%
14.11%
4.72%
N/A
ESGEX
15.14%
-4.82%
5.68%
25.49%
12.23%
N/A
Key characteristics
| VSGX | ESGEX | |
|---|---|---|
| Sharpe Ratio | 1.04 | 1.91 |
| Sortino Ratio | 1.52 | 2.67 |
| Omega Ratio | 1.19 | 1.33 |
| Calmar Ratio | 0.86 | 1.14 |
| Martin Ratio | 5.78 | 11.82 |
| Ulcer Index | 2.37% | 2.22% |
| Daily Std Dev | 13.24% | 13.76% |
| Max Drawdown | -33.10% | -34.52% |
| Current Drawdown | -7.65% | -5.05% |
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VSGX vs. ESGEX - Expense Ratio Comparison
VSGX has a 0.12% expense ratio, which is lower than ESGEX's 1.25% expense ratio.
Correlation
The correlation between VSGX and ESGEX is 0.83, 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.
Risk-Adjusted Performance
VSGX vs. ESGEX - Risk-Adjusted Performance 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.
Dividends
VSGX vs. ESGEX - Dividend Comparison
VSGX's dividend yield for the trailing twelve months is around 3.14%, more than ESGEX's 0.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
VSGX Vanguard ESG International Stock ETF | 3.14% | 2.77% | 2.61% | 2.50% | 1.67% | 2.28% | 0.38% |
ESGEX Reynders McVeigh Core Equity Fund | 0.42% | 0.48% | 0.19% | 0.00% | 0.06% | 0.12% | 0.00% |
Drawdowns
VSGX vs. ESGEX - Drawdown Comparison
The maximum VSGX drawdown since its inception was -33.10%, roughly equal to the maximum ESGEX drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for VSGX and ESGEX. For additional features, visit the drawdowns tool.
Volatility
VSGX vs. ESGEX - Volatility Comparison
Vanguard ESG International Stock ETF (VSGX) has a higher volatility of 3.98% compared to Reynders McVeigh Core Equity Fund (ESGEX) at 3.65%. 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.