VSGX vs. VTI
Compare and contrast key facts about Vanguard ESG International Stock ETF (VSGX) and Vanguard Total Stock Market ETF (VTI).
VSGX and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both VSGX and VTI 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 VTI.
Key characteristics
| VSGX | VTI | |
|---|---|---|
| YTD Return | 6.86% | 10.96% |
| 1Y Return | 14.16% | 27.93% |
| 3Y Return (Ann) | 0.19% | 8.76% |
| 5Y Return (Ann) | 6.63% | 14.22% |
| Sharpe Ratio | 1.12 | 2.46 |
| Daily Std Dev | 12.58% | 11.89% |
| Max Drawdown | -33.10% | -55.45% |
| Current Drawdown | -3.52% | -0.13% |
Correlation
The correlation between VSGX and VTI is 0.83, 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. VTI - Performance Comparison
In the year-to-date period, VSGX achieves a 6.86% return, which is significantly lower than VTI's 10.96% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VSGX vs. VTI - Expense Ratio Comparison
VSGX has a 0.12% expense ratio, which is higher than VTI'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%.
Risk-Adjusted Performance
VSGX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG International Stock ETF (VSGX) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
VSGX's dividend yield for the trailing twelve months is around 2.96%, more than VTI's 1.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSGX Vanguard ESG International Stock ETF | 2.96% | 2.77% | 2.61% | 2.49% | 1.67% | 2.28% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.35% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VSGX vs. VTI - Drawdown Comparison
The maximum VSGX drawdown since its inception was -33.10%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VSGX and VTI. For additional features, visit the drawdowns tool.
Volatility
VSGX vs. VTI - Volatility Comparison
Vanguard ESG International Stock ETF (VSGX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 3.35% and 3.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.