VSGX vs. VIGI

Last updated Apr 2, 2026

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.

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.

VSGX vs. VIGI - 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%
VIGI Vanguard International Dividend Appreciation ETF	-1.38%	16.88%	2.73%	16.30%	-16.79%	12.51%	14.66%	27.53%	-11.02%

Returns By Period

In the year-to-date period, VSGX achieves a 2.12% return, which is significantly higher than VIGI's -1.38% return.

VSGX

• 1D: 1.37%
• 1M: -5.98%
• YTD: 2.12%
• 6M: 5.93%
• 1Y: 27.25%
• 3Y*: 15.24%
• 5Y*: 6.27%
• 10Y*: —

VIGI

• 1D: 1.30%
• 1M: -4.63%
• YTD: -1.38%
• 6M: 0.59%
• 1Y: 10.50%
• 3Y*: 9.01%
• 5Y*: 4.56%
• 10Y*: 7.81%

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

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

VSGX

Vanguard ESG International Stock ETF

Return for Risk

VSGX vs. VIGI — Risk / Return Rank

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

VSGX

VSGX Risk / Return Rank: 78
VSGX Sharpe Ratio Rank: 80
VSGX Sortino Ratio Rank: 79
VSGX Omega Ratio Rank: 78
VSGX Calmar Ratio Rank: 77
VSGX Martin Ratio Rank: 76

VIGI

VIGI Risk / Return Rank: 35
VIGI Sharpe Ratio Rank: 34
VIGI Sortino Ratio Rank: 34
VIGI Omega Ratio Rank: 32
VIGI Calmar Ratio Rank: 37
VIGI Martin Ratio Rank: 39

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. VIGI - Risk-Adjusted Trends 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.

	VSGX	VIGI	Difference
Sharpe ratio Return per unit of total volatility	1.56	0.68	+0.88
Sortino ratio Return per unit of downside risk	2.11	1.04	+1.07
Omega ratio Gain probability vs. loss probability	1.31	1.14	+0.17
Calmar ratio Return relative to maximum drawdown	2.15	0.99	+1.16
Martin ratio Return relative to average drawdown	8.41	3.69	+4.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VSGX vs. VIGI - Sharpe Ratio Comparison

The current VSGX Sharpe Ratio is 1.56, which is higher than the VIGI Sharpe Ratio of 0.68. 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.

Sharpe Ratios by Period

	VSGX	VIGI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.56	0.68	+0.88
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	0.32	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.49	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.51	-0.09

Correlation

The correlation between VSGX and VIGI is 0.93, 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. VIGI - Dividend Comparison

VSGX's dividend yield for the trailing twelve months is around 3.23%, more than VIGI's 2.23% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
VIGI Vanguard International Dividend Appreciation ETF	2.23%	2.14%	1.93%	1.92%	2.06%	7.02%	1.29%	1.83%	1.99%	1.75%	1.05%

Drawdowns

VSGX vs. VIGI - Drawdown Comparison

The maximum VSGX drawdown since its inception was -33.09%, 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.

Drawdown Indicators

	VSGX	VIGI	Difference
Max Drawdown Largest peak-to-trough decline	-33.09%	-31.01%	-2.08%
Max Drawdown (1Y) Largest decline over 1 year	-12.84%	-10.64%	-2.20%
Max Drawdown (5Y) Largest decline over 5 years	-32.14%	-28.80%	-3.34%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.01%	—
Current Drawdown Current decline from peak	-8.51%	-6.29%	-2.22%
Average Drawdown Average peak-to-trough decline	-7.90%	-6.23%	-1.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.28%	2.84%	+0.44%

Volatility

VSGX vs. VIGI - Volatility Comparison

Vanguard ESG International Stock ETF (VSGX) has a higher volatility of 8.22% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 6.25%. 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.

Volatility by Period

	VSGX	VIGI	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.22%	6.25%	+1.97%
Volatility (6M) Calculated over the trailing 6-month period	12.24%	9.92%	+2.32%
Volatility (1Y) Calculated over the trailing 1-year period	17.53%	15.54%	+1.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.98%	14.41%	+1.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.95%	15.87%	+2.08%