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VSGX vs. VIGI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

VSGX vs. VIGI - Performance Comparison

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

20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
29.15%
46.22%
VSGX
VIGI

Key characteristics

Sharpe Ratio

VSGX:

0.63

VIGI:

0.53

Sortino Ratio

VSGX:

0.96

VIGI:

0.81

Omega Ratio

VSGX:

1.12

VIGI:

1.10

Calmar Ratio

VSGX:

0.64

VIGI:

0.66

Martin Ratio

VSGX:

2.85

VIGI:

2.00

Ulcer Index

VSGX:

2.95%

VIGI:

3.08%

Daily Std Dev

VSGX:

13.34%

VIGI:

11.68%

Max Drawdown

VSGX:

-33.10%

VIGI:

-31.01%

Current Drawdown

VSGX:

-8.21%

VIGI:

-9.30%

Returns By Period

In the year-to-date period, VSGX achieves a 5.62% return, which is significantly higher than VIGI's 3.20% return.


VSGX

YTD

5.62%

1M

-1.23%

6M

0.34%

1Y

7.61%

5Y*

3.90%

10Y*

N/A

VIGI

YTD

3.20%

1M

-1.47%

6M

0.56%

1Y

5.32%

5Y*

5.30%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


VIGI
Vanguard International Dividend Appreciation ETF
Expense ratio chart for VIGI: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VSGX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

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.


Sharpe ratio
The chart of Sharpe ratio for VSGX, currently valued at 0.63, compared to the broader market0.002.004.000.630.53
The chart of Sortino ratio for VSGX, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.0010.000.960.81
The chart of Omega ratio for VSGX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.10
The chart of Calmar ratio for VSGX, currently valued at 0.64, compared to the broader market0.005.0010.0015.000.640.66
The chart of Martin ratio for VSGX, currently valued at 2.85, compared to the broader market0.0020.0040.0060.0080.00100.002.852.00
VSGX
VIGI

The current VSGX Sharpe Ratio is 0.63, which is comparable to the VIGI Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of VSGX and VIGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.63
0.53
VSGX
VIGI

Dividends

VSGX vs. VIGI - Dividend Comparison

VSGX's dividend yield for the trailing twelve months is around 2.21%, more than VIGI's 1.59% yield.


TTM20232022202120202019201820172016
VSGX
Vanguard ESG International Stock ETF
2.21%2.77%2.61%2.50%1.67%2.28%0.38%0.00%0.00%
VIGI
Vanguard International Dividend Appreciation ETF
1.59%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.21%
-9.30%
VSGX
VIGI

Volatility

VSGX vs. VIGI - Volatility Comparison

The current volatility for Vanguard ESG International Stock ETF (VSGX) is 3.25%, while Vanguard International Dividend Appreciation ETF (VIGI) has a volatility of 3.61%. This indicates that VSGX experiences smaller price fluctuations and is considered to be less risky than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.25%
3.61%
VSGX
VIGI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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