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

Correlation

The correlation between VSGX and VXUS is 0.99, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

VSGX vs. VXUS - Performance Comparison

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

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2.00%NovemberDecember2025FebruaryMarchApril
-9.80%
-9.29%
VSGX
VXUS

Key characteristics

Sharpe Ratio

VSGX:

-0.12

VXUS:

-0.10

Sortino Ratio

VSGX:

-0.06

VXUS:

-0.03

Omega Ratio

VSGX:

0.99

VXUS:

1.00

Calmar Ratio

VSGX:

-0.16

VXUS:

-0.14

Martin Ratio

VSGX:

-0.44

VXUS:

-0.36

Ulcer Index

VSGX:

4.05%

VXUS:

4.03%

Daily Std Dev

VSGX:

15.13%

VXUS:

14.80%

Max Drawdown

VSGX:

-33.10%

VXUS:

-35.97%

Current Drawdown

VSGX:

-11.07%

VXUS:

-10.61%

Returns By Period

In the year-to-date period, VSGX achieves a -3.21% return, which is significantly lower than VXUS's -2.22% return.


VSGX

YTD

-3.21%

1M

-9.96%

6M

-9.79%

1Y

-1.20%

5Y*

8.41%

10Y*

N/A

VXUS

YTD

-2.22%

1M

-9.80%

6M

-9.29%

1Y

-1.13%

5Y*

9.40%

10Y*

4.00%

*Annualized

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. VXUS - Expense Ratio Comparison

VSGX has a 0.12% expense ratio, which is higher than VXUS's 0.07% 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%.


Expense ratio chart for VSGX: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VSGX: 0.12%
Expense ratio chart for VXUS: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VXUS: 0.07%

Risk-Adjusted Performance

VSGX vs. VXUS — 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 3737
Overall Rank
The Sharpe Ratio Rank of VSGX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of VSGX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of VSGX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of VSGX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of VSGX is 3838
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 3838
Overall Rank
The Sharpe Ratio Rank of VXUS is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 3939
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 3939
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 3535
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 4040
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. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG International Stock ETF (VSGX) and Vanguard Total International Stock ETF (VXUS). 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 chart of Sharpe ratio for VSGX, currently valued at -0.12, compared to the broader market-1.000.001.002.003.004.00
VSGX: -0.12
VXUS: -0.10
The chart of Sortino ratio for VSGX, currently valued at -0.06, compared to the broader market-2.000.002.004.006.008.0010.00
VSGX: -0.06
VXUS: -0.03
The chart of Omega ratio for VSGX, currently valued at 0.99, compared to the broader market0.501.001.502.002.50
VSGX: 0.99
VXUS: 1.00
The chart of Calmar ratio for VSGX, currently valued at -0.16, compared to the broader market0.005.0010.0015.00
VSGX: -0.16
VXUS: -0.14
The chart of Martin ratio for VSGX, currently valued at -0.44, compared to the broader market0.0020.0040.0060.0080.00100.00
VSGX: -0.44
VXUS: -0.36

The current VSGX Sharpe Ratio is -0.12, which is comparable to the VXUS Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of VSGX and VXUS, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.12
-0.10
VSGX
VXUS

Dividends

VSGX vs. VXUS - Dividend Comparison

VSGX's dividend yield for the trailing twelve months is around 3.36%, less than VXUS's 3.40% yield.


TTM20242023202220212020201920182017201620152014
VSGX
Vanguard ESG International Stock ETF
3.36%3.10%2.77%2.61%2.50%1.67%2.28%0.38%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
3.40%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%

Drawdowns

VSGX vs. VXUS - Drawdown Comparison

The maximum VSGX drawdown since its inception was -33.10%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VSGX and VXUS. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.07%
-10.61%
VSGX
VXUS

Volatility

VSGX vs. VXUS - Volatility Comparison

Vanguard ESG International Stock ETF (VSGX) and Vanguard Total International Stock ETF (VXUS) have volatilities of 7.49% and 7.63%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
7.49%
7.63%
VSGX
VXUS

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