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

Correlation

The correlation between VSGX and VIGI is 0.78, 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.


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.

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Key characteristics

Sharpe Ratio

VSGX:

0.83

VIGI:

0.93

Sortino Ratio

VSGX:

1.15

VIGI:

1.30

Omega Ratio

VSGX:

1.15

VIGI:

1.18

Calmar Ratio

VSGX:

0.92

VIGI:

0.92

Martin Ratio

VSGX:

2.92

VIGI:

2.63

Ulcer Index

VSGX:

4.34%

VIGI:

5.04%

Daily Std Dev

VSGX:

16.79%

VIGI:

15.33%

Max Drawdown

VSGX:

-33.10%

VIGI:

-31.01%

Current Drawdown

VSGX:

-0.69%

VIGI:

-0.48%

Returns By Period

The year-to-date returns for both stocks are quite close, with VSGX having a 12.85% return and VIGI slightly lower at 12.78%.


VSGX

YTD

12.85%

1M

2.76%

6M

9.76%

1Y

13.80%

3Y*

8.92%

5Y*

9.38%

10Y*

N/A

VIGI

YTD

12.78%

1M

2.81%

6M

7.76%

1Y

12.74%

3Y*

8.86%

5Y*

9.91%

10Y*

N/A

*Annualized

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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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VSGX vs. VIGI — Risk-Adjusted Performance Rank

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

VSGX
The Risk-Adjusted Performance Rank of VSGX is 6969
Overall Rank
The Sharpe Ratio Rank of VSGX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of VSGX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VSGX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VSGX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VSGX is 6868
Martin Ratio Rank

VIGI
The Risk-Adjusted Performance Rank of VIGI is 7272
Overall Rank
The Sharpe Ratio Rank of VIGI is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGI is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VIGI is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VIGI is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VIGI is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current VSGX Sharpe Ratio is 0.83, which is comparable to the VIGI Sharpe Ratio of 0.93. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VSGX vs. VIGI - Dividend Comparison

VSGX's dividend yield for the trailing twelve months is around 2.88%, more than VIGI's 1.82% yield.


TTM202420232022202120202019201820172016
VSGX
Vanguard ESG International Stock ETF
2.88%3.10%2.77%2.61%2.50%1.67%2.28%0.38%0.00%0.00%
VIGI
Vanguard International Dividend Appreciation ETF
1.82%1.93%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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VSGX vs. VIGI - Volatility Comparison

The current volatility for Vanguard ESG International Stock ETF (VSGX) is 3.38%, while Vanguard International Dividend Appreciation ETF (VIGI) has a volatility of 3.56%. 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.


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