VTRIX vs. VEURX

Last updated Jun 4, 2026

VTRIX (Vanguard International Value Fund) and VEURX (Vanguard European Stock Index Fund) are both mutual funds - VTRIX is a Foreign Large Cap Equities fund managed by Vanguard, while VEURX is a Europe Equities fund managed by Vanguard. Over the past 10 years, VTRIX returned 9.48%/yr vs 9.22%/yr for VEURX. Their correlation of 0.89 suggests significant overlap in exposure. VTRIX charges 0.36%/yr vs 0.25%/yr for VEURX.

Performance

VTRIX vs. VEURX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Value Fund (VTRIX) and Vanguard European Stock Index Fund (VEURX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VTRIX achieves a 14.92% return, which is significantly higher than VEURX's 7.02% return. Both investments have delivered pretty close results over the past 10 years, with VTRIX having a 9.48% annualized return and VEURX not far behind at 9.22%.

VTRIX

• 1D: 0.55%
• 1M: 6.52%
• YTD: 14.92%
• 6M: 17.43%
• 1Y: 33.00%
• 3Y*: 16.81%
• 5Y*: 7.98%
• 10Y*: 9.48%

VEURX

• 1D: 0.42%
• 1M: 3.95%
• YTD: 7.02%
• 6M: 10.05%
• 1Y: 19.45%
• 3Y*: 16.71%
• 5Y*: 8.54%
• 10Y*: 9.22%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VTRIX vs. VEURX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VTRIX Vanguard International Value Fund	14.92%	29.87%	0.86%	16.13%	-11.67%	7.93%	8.96%	20.39%	-14.52%	27.98%
VEURX Vanguard European Stock Index Fund	7.02%	35.20%	1.88%	19.83%	-16.16%	16.14%	6.29%	24.02%	-14.88%	26.81%

Correlation

The correlation between VTRIX and VEURX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Jun 19, 1990	0.89

The correlation between VTRIX and VEURX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

Return for Risk

VTRIX vs. VEURX — Risk / Return Rank

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

VTRIX

VTRIX Risk / Return Rank: 57
VTRIX Sharpe Ratio Rank: 64
VTRIX Sortino Ratio Rank: 58
VTRIX Omega Ratio Rank: 57
VTRIX Calmar Ratio Rank: 55
VTRIX Martin Ratio Rank: 52

VEURX

VEURX Risk / Return Rank: 19
VEURX Sharpe Ratio Rank: 19
VEURX Sortino Ratio Rank: 18
VEURX Omega Ratio Rank: 18
VEURX Calmar Ratio Rank: 18
VEURX Martin Ratio Rank: 22

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VTRIX vs. VEURX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Value Fund (VTRIX) and Vanguard European Stock Index Fund (VEURX). 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.

	VTRIX	VEURX	Difference
Sharpe ratio: Return per unit of total volatility	2.35	1.22	+1.12
Sortino ratio: Return per unit of downside risk	3.22	1.79	+1.43
Omega ratio: Gain probability vs. loss probability	1.42	1.22	+0.20
Calmar ratio: Return relative to maximum drawdown	2.85	1.55	+1.29
Martin ratio: Return relative to average drawdown	10.58	5.72	+4.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VTRIX vs. VEURX - Sharpe Ratio Comparison

The current VTRIX Sharpe Ratio is 2.35, which is higher than the VEURX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of VTRIX and VEURX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VTRIX	VEURX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.35	1.22	+1.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	0.49	+0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	0.51	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.38	-0.03

Drawdowns

VTRIX vs. VEURX - Drawdown Comparison

The maximum VTRIX drawdown since its inception was -59.39%, smaller than the maximum VEURX drawdown of -63.33%. Use the drawdown chart below to compare losses from any high point for VTRIX and VEURX.

Drawdown Indicators

	VTRIX	VEURX	Difference
Max Drawdown Largest peak-to-trough decline	-59.39%	-63.33%	+3.94%
Max Drawdown (1Y) Largest decline over 1 year	-11.42%	-11.97%	+0.55%
Max Drawdown (3Y) Largest decline over 3 years	-16.78%	-13.97%	-2.81%
Max Drawdown (5Y) Largest decline over 5 years	-28.13%	-32.81%	+4.68%
Max Drawdown (10Y) Largest decline over 10 years	-38.26%	-37.03%	-1.23%
Current Drawdown Current decline from peak	0.00%	-1.19%	+1.19%
Average Drawdown Average peak-to-trough decline	-13.88%	-12.67%	-1.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.06%	3.24%	-0.18%

Volatility

VTRIX vs. VEURX - Volatility Comparison

The current volatility for Vanguard International Value Fund (VTRIX) is 4.18%, while Vanguard European Stock Index Fund (VEURX) has a volatility of 5.50%. This indicates that VTRIX experiences smaller price fluctuations and is considered to be less risky than VEURX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VTRIX	VEURX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.18%	5.50%	-1.32%
Volatility (6M) Calculated over the trailing 6-month period	10.90%	12.52%	-1.62%
Volatility (1Y) Calculated over the trailing 1-year period	13.87%	15.20%	-1.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.84%	17.38%	-1.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.56%	18.23%	-1.67%

VTRIX vs. VEURX - Expense Ratio Comparison

VTRIX has a 0.36% expense ratio, which is higher than VEURX's 0.25% expense ratio.

Dividends

VTRIX vs. VEURX - Dividend Comparison

VTRIX's dividend yield for the trailing twelve months is around 15.75%, more than VEURX's 2.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VEURX Vanguard European Stock Index Fund	2.62%	2.70%	3.44%	3.00%	3.07%	2.90%	1.97%	3.14%	3.77%	2.55%	3.35%	3.09%
VTRIX Vanguard International Value Fund	15.75%	18.10%	8.53%	2.78%	2.75%	4.35%	1.58%	2.96%	6.24%	1.86%	2.29%	2.13%

Frequently Asked Questions

Can I hold both VTRIX and VEURX in my portfolio?

With a correlation of 0.91, VTRIX and VEURX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, VTRIX or VEURX?

VEURX has higher volatility (5.50%) compared to VTRIX (4.18%). In terms of maximum drawdown, VTRIX dropped -59.39% vs VEURX's -63.33%.

Which has better risk-adjusted returns?

VTRIX currently has the higher Sharpe Ratio (2.35 vs 1.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.