VSGX vs. IFLO

Last updated Jun 26, 2026

VSGX (Vanguard ESG International Stock ETF) and IFLO (VictoryShares International Free Cash Flow ETF) are both Foreign Large Cap Equities funds. Over the past year, VSGX returned 30.91% vs 32.28% for IFLO. Their correlation of 0.83 suggests significant overlap in exposure. VSGX charges 0.10%/yr vs 0.56%/yr for IFLO.

Performance

VSGX vs. IFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG International Stock ETF (VSGX) and VictoryShares International Free Cash Flow ETF (IFLO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VSGX achieves a 15.84% return, which is significantly lower than IFLO's 16.93% return.

VSGX

• 1D: 1.10%
• 1M: 0.44%
• YTD: 15.84%
• 6M: 15.52%
• 1Y: 30.91%
• 3Y*: 19.84%
• 5Y*: 7.94%
• 10Y*: —

IFLO

• 1D: 0.43%
• 1M: -1.62%
• YTD: 16.93%
• 6M: 16.46%
• 1Y: 32.28%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

VSGX vs. IFLO - Yearly Performance Comparison

	2026 (YTD)	2025
VSGX Vanguard ESG International Stock ETF	15.84%	13.01%
IFLO VictoryShares International Free Cash Flow ETF	16.93%	13.12%

Correlation

The correlation between VSGX and IFLO is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.83

VSGX vs. IFLO - Sectors Allocation Comparison

Sectors	VSGX	IFLO
Technology	30.0%	21.5%
Financial Services	28.3%	1.1%
Healthcare	8.8%	11.7%
Consumer Cyclical	8.3%	13.8%
Industrials	7.2%	18.1%
Basic Materials	5.1%	11.3%
Consumer Defensive	4.8%	2.8%
Communication Services	4.1%	6.7%
Real Estate	2.0%	0.0%
Utilities	0.5%	1.0%
Energy	0.0%	12.1%

Return for Risk

VSGX vs. IFLO — Risk / Return Rank

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

VSGX

VSGX Risk / Return Rank: 60
VSGX Sharpe Ratio Rank: 62
VSGX Sortino Ratio Rank: 59
VSGX Omega Ratio Rank: 63
VSGX Calmar Ratio Rank: 57
VSGX Martin Ratio Rank: 60

IFLO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. IFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG International Stock ETF (VSGX) and VictoryShares International Free Cash Flow ETF (IFLO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VSGX	IFLO	Difference
Sharpe ratio: Return per unit of total volatility	1.76	—	—
Sortino ratio: Return per unit of downside risk	2.42	—	—
Omega ratio: Gain probability vs. loss probability	1.33	—	—
Calmar ratio: Return relative to maximum drawdown	2.42	—	—
Martin ratio: Return relative to average drawdown	9.25	—	—

Drawdowns

VSGX vs. IFLO - Drawdown Comparison

The maximum VSGX drawdown since its inception was -33.09%, which is greater than IFLO's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for VSGX and IFLO.

Drawdown Indicators

	VSGX	IFLO	Difference
Max Drawdown Largest peak-to-trough decline	-33.09%	-6.44%	-26.65%
Max Drawdown (1Y) Largest decline over 1 year	-12.84%	-6.44%	-6.40%
Max Drawdown (3Y) Largest decline over 3 years	-13.83%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-32.14%	—	—
Current Drawdown Current decline from peak	-2.25%	-3.37%	+1.12%
Average Drawdown Average peak-to-trough decline	-7.73%	-1.25%	-6.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.35%	—	—

Volatility

Volatility by Period

	VSGX	IFLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.61%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.75%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.60%	14.75%	+2.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.60%	14.75%	+1.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.16%	14.75%	+3.41%

VSGX vs. IFLO - Expense Ratio Comparison

VSGX has a 0.10% expense ratio, which is lower than IFLO's 0.56% expense ratio.

Dividends

VSGX vs. IFLO - Dividend Comparison

VSGX's dividend yield for the trailing twelve months is around 2.93%, more than IFLO's 1.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
IFLO VictoryShares International Free Cash Flow ETF	1.51%	0.73%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VSGX Vanguard ESG International Stock ETF	2.93%	3.23%	3.10%	2.77%	2.61%	2.49%	1.67%	2.28%	0.38%

Frequently Asked Questions

Can I hold both VSGX and IFLO in my portfolio?

VSGX and IFLO have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VSGX or IFLO?

On 1-year performance, IFLO leads with 32.28% vs 30.91% for VSGX. On fees, VSGX is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VSGX or IFLO?

Over the 1-year period, IFLO has performed better with a 32.28% return vs 30.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VSGX or IFLO?

VSGX is cheaper with a 0.10% expense ratio, compared with 0.56% for IFLO.

Which ETF pays a higher dividend yield, VSGX or IFLO?

VSGX has the higher dividend yield at 2.93%, compared with 1.51% for IFLO.

What is the main difference between VSGX and IFLO?

They also come from different issuers: Vanguard and VictoryShares. Their fees differ too: 0.10% for VSGX and 0.56% for IFLO.