VSGX vs. VEA
Compare and contrast key facts about Vanguard ESG International Stock ETF (VSGX) and Vanguard FTSE Developed Markets ETF (VEA).
VSGX and VEA 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. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007. Both VSGX and VEA 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 VEA.
Performance
VSGX vs. VEA - Performance Comparison
Returns By Period
In the year-to-date period, VSGX achieves a 6.27% return, which is significantly higher than VEA's 4.20% return.
VSGX
6.27%
-4.77%
-0.56%
14.11%
4.72%
N/A
VEA
4.20%
-4.91%
-2.89%
12.52%
5.65%
5.23%
Key characteristics
| VSGX | VEA | |
|---|---|---|
| Sharpe Ratio | 1.04 | 0.96 |
| Sortino Ratio | 1.52 | 1.38 |
| Omega Ratio | 1.19 | 1.17 |
| Calmar Ratio | 0.86 | 1.24 |
| Martin Ratio | 5.78 | 4.78 |
| Ulcer Index | 2.37% | 2.57% |
| Daily Std Dev | 13.24% | 12.84% |
| Max Drawdown | -33.10% | -60.70% |
| Current Drawdown | -7.65% | -8.03% |
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VSGX vs. VEA - Expense Ratio Comparison
VSGX has a 0.12% expense ratio, which is higher than VEA's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VSGX and VEA is 0.97, 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. VEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG International Stock ETF (VSGX) and Vanguard FTSE Developed Markets ETF (VEA). 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. VEA - Dividend Comparison
VSGX's dividend yield for the trailing twelve months is around 3.14%, more than VEA's 3.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSGX Vanguard ESG International Stock ETF | 3.14% | 2.77% | 2.61% | 2.50% | 1.67% | 2.28% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 3.06% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
VSGX vs. VEA - Drawdown Comparison
The maximum VSGX drawdown since its inception was -33.10%, smaller than the maximum VEA drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for VSGX and VEA. For additional features, visit the drawdowns tool.
Volatility
VSGX vs. VEA - Volatility Comparison
Vanguard ESG International Stock ETF (VSGX) has a higher volatility of 3.98% compared to Vanguard FTSE Developed Markets ETF (VEA) at 3.73%. This indicates that VSGX's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.