VSGX vs. VGRNX
Compare and contrast key facts about Vanguard ESG International Stock ETF (VSGX) and Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX).
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. VGRNX is managed by Vanguard. It was launched on Apr 19, 2011.
Performance
VSGX vs. VGRNX - Performance Comparison
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VSGX vs. VGRNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VSGX Vanguard ESG International Stock ETF | 2.12% | 30.77% | 5.72% | 15.62% | -18.61% | 7.24% | 13.01% | 23.04% | -12.87% |
VGRNX Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares | -3.59% | 22.02% | -2.40% | 6.35% | -22.47% | 5.63% | -6.90% | 21.50% | -5.95% |
Returns By Period
In the year-to-date period, VSGX achieves a 2.12% return, which is significantly higher than VGRNX's -3.59% return.
VSGX
- 1D
- 1.37%
- 1M
- -5.98%
- YTD
- 2.12%
- 6M
- 5.93%
- 1Y
- 27.25%
- 3Y*
- 15.24%
- 5Y*
- 6.27%
- 10Y*
- —
VGRNX
- 1D
- 1.99%
- 1M
- -11.38%
- YTD
- -3.59%
- 6M
- -2.85%
- 1Y
- 13.92%
- 3Y*
- 7.61%
- 5Y*
- -0.64%
- 10Y*
- 2.44%
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VSGX vs. VGRNX - Expense Ratio Comparison
VSGX has a 0.12% expense ratio, which is higher than VGRNX's 0.11% 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%.
Return for Risk
VSGX vs. VGRNX — Risk / Return Rank
VSGX
VGRNX
VSGX vs. VGRNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG International Stock ETF (VSGX) and Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX). 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 | VGRNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 1.20 | +0.36 |
Sortino ratioReturn per unit of downside risk | 2.11 | 1.62 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.22 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.15 | 0.96 | +1.18 |
Martin ratioReturn relative to average drawdown | 8.41 | 4.29 | +4.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VSGX | VGRNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.20 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | -0.05 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.17 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.22 | +0.20 |
Correlation
The correlation between VSGX and VGRNX is 0.80, 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. VGRNX - Dividend Comparison
VSGX's dividend yield for the trailing twelve months is around 3.23%, less than VGRNX's 4.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSGX Vanguard ESG International Stock ETF | 3.23% | 3.23% | 3.10% | 2.77% | 2.61% | 2.49% | 1.67% | 2.28% | 0.38% | 0.00% | 0.00% | 0.00% |
VGRNX Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares | 4.88% | 4.71% | 5.21% | 3.76% | 0.58% | 6.50% | 0.94% | 7.81% | 4.64% | 3.87% | 5.19% | 2.86% |
Drawdowns
VSGX vs. VGRNX - Drawdown Comparison
The maximum VSGX drawdown since its inception was -33.09%, smaller than the maximum VGRNX drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for VSGX and VGRNX.
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Drawdown Indicators
| VSGX | VGRNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.09% | -38.77% | +5.68% |
Max Drawdown (1Y)Largest decline over 1 year | -12.84% | -14.35% | +1.51% |
Max Drawdown (5Y)Largest decline over 5 years | -32.14% | -35.59% | +3.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.77% | — |
Current DrawdownCurrent decline from peak | -8.51% | -12.65% | +4.14% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -10.74% | +2.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 3.23% | +0.05% |
Volatility
VSGX vs. VGRNX - Volatility Comparison
Vanguard ESG International Stock ETF (VSGX) has a higher volatility of 8.22% compared to Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX) at 5.62%. This indicates that VSGX's price experiences larger fluctuations and is considered to be riskier than VGRNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSGX | VGRNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.22% | 5.62% | +2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 12.24% | 8.54% | +3.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.53% | 12.33% | +5.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.98% | 13.80% | +2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 14.69% | +3.26% |