VSGX vs. VIGI
Compare and contrast key facts about Vanguard ESG International Stock ETF (VSGX) and Vanguard International Dividend Appreciation ETF (VIGI).
VSGX and VIGI 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. VIGI is a passively managed fund by Vanguard that tracks the performance of the NASDAQ International DividendAchieversSelect Index. It was launched on Feb 25, 2016. Both VSGX and VIGI 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 VIGI.
Performance
VSGX vs. VIGI - Performance Comparison
Returns By Period
In the year-to-date period, VSGX achieves a 6.27% return, which is significantly higher than VIGI's 4.33% return.
VSGX
6.27%
-4.77%
-0.56%
14.11%
4.72%
N/A
VIGI
4.33%
-5.80%
0.97%
12.96%
6.24%
N/A
Key characteristics
| VSGX | VIGI | |
|---|---|---|
| Sharpe Ratio | 1.04 | 1.12 |
| Sortino Ratio | 1.52 | 1.65 |
| Omega Ratio | 1.19 | 1.19 |
| Calmar Ratio | 0.86 | 1.02 |
| Martin Ratio | 5.78 | 5.31 |
| Ulcer Index | 2.37% | 2.42% |
| Daily Std Dev | 13.24% | 11.45% |
| Max Drawdown | -33.10% | -31.01% |
| Current Drawdown | -7.65% | -8.31% |
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VSGX vs. VIGI - Expense Ratio Comparison
VSGX has a 0.12% expense ratio, which is lower than VIGI's 0.15% expense ratio. Despite the difference, 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 VIGI is 0.94, 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. VIGI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG International Stock ETF (VSGX) and Vanguard International Dividend Appreciation ETF (VIGI). 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. VIGI - Dividend Comparison
VSGX's dividend yield for the trailing twelve months is around 3.14%, more than VIGI's 2.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
VSGX Vanguard ESG International Stock ETF | 3.14% | 2.77% | 2.61% | 2.50% | 1.67% | 2.28% | 0.38% | 0.00% | 0.00% |
VIGI Vanguard International Dividend Appreciation ETF | 2.03% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 0.98% |
Drawdowns
VSGX vs. VIGI - Drawdown Comparison
The maximum VSGX drawdown since its inception was -33.10%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for VSGX and VIGI. For additional features, visit the drawdowns tool.
Volatility
VSGX vs. VIGI - Volatility Comparison
Vanguard ESG International Stock ETF (VSGX) has a higher volatility of 3.98% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 3.37%. This indicates that VSGX's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.