VTEX vs. VEU

In the year-to-date period, VTEX achieves a -7.13% return, which is significantly lower than VEU's 10.86% return.

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This table presents a comparison of risk-adjusted performance metrics for VTEX (VTEX) and Vanguard FTSE All-World ex-US ETF (VEU). 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 VTEX Sharpe Ratio is -0.52, which is lower than the VEU Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of VTEX and VEU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VTEX has not paid dividends to shareholders, while VEU's dividend yield for the trailing twelve months is around 2.90%.

The maximum VTEX drawdown since its inception was -91.38%, which is greater than VEU's maximum drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for VTEX and VEU. For additional features, visit the drawdowns tool.

VTEX (VTEX) has a higher volatility of 17.00% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 11.31%. This indicates that VTEX's price experiences larger fluctuations and is considered to be riskier than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.