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

Correlation

The correlation between VSGX and VOO 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.


-0.50.00.51.00.8

Performance

VSGX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG International Stock ETF (VSGX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-0.46%
8.89%
VSGX
VOO

Key characteristics

Sharpe Ratio

VSGX:

0.58

VOO:

2.21

Sortino Ratio

VSGX:

0.90

VOO:

2.93

Omega Ratio

VSGX:

1.11

VOO:

1.41

Calmar Ratio

VSGX:

0.59

VOO:

3.25

Martin Ratio

VSGX:

2.54

VOO:

14.47

Ulcer Index

VSGX:

3.05%

VOO:

1.90%

Daily Std Dev

VSGX:

13.30%

VOO:

12.43%

Max Drawdown

VSGX:

-33.10%

VOO:

-33.99%

Current Drawdown

VSGX:

-9.18%

VOO:

-2.87%

Returns By Period

In the year-to-date period, VSGX achieves a 4.50% return, which is significantly lower than VOO's 25.49% return.


VSGX

YTD

4.50%

1M

-2.56%

6M

-1.06%

1Y

7.74%

5Y*

3.68%

10Y*

N/A

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

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. VOO - Expense Ratio Comparison

VSGX has a 0.12% expense ratio, which is higher than VOO's 0.03% 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%.


VSGX
Vanguard ESG International Stock ETF
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%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VSGX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG International Stock ETF (VSGX) and Vanguard S&P 500 ETF (VOO). 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 0.58, compared to the broader market0.002.004.000.582.21
The chart of Sortino ratio for VSGX, currently valued at 0.90, compared to the broader market-2.000.002.004.006.008.0010.000.902.93
The chart of Omega ratio for VSGX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.41
The chart of Calmar ratio for VSGX, currently valued at 0.59, compared to the broader market0.005.0010.0015.000.593.25
The chart of Martin ratio for VSGX, currently valued at 2.54, compared to the broader market0.0020.0040.0060.0080.00100.002.5414.47
VSGX
VOO

The current VSGX Sharpe Ratio is 0.58, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of VSGX and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.58
2.21
VSGX
VOO

Dividends

VSGX vs. VOO - Dividend Comparison

VSGX's dividend yield for the trailing twelve months is around 2.23%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
VSGX
Vanguard ESG International Stock ETF
2.23%2.77%2.61%2.50%1.67%2.28%0.38%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VSGX vs. VOO - Drawdown Comparison

The maximum VSGX drawdown since its inception was -33.10%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VSGX and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.18%
-2.87%
VSGX
VOO

Volatility

VSGX vs. VOO - Volatility Comparison

The current volatility for Vanguard ESG International Stock ETF (VSGX) is 3.36%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.64%. This indicates that VSGX experiences smaller price fluctuations and is considered to be less risky than VOO 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
3.36%
3.64%
VSGX
VOO
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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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