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VWIGX vs. BLUEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWIGX vs. BLUEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Growth Fund Investor Shares (VWIGX) and AMG Veritas Global Real Return Fund (BLUEX). The values are adjusted to include any dividend payments, if applicable.

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VWIGX vs. BLUEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWIGX
Vanguard International Growth Fund Investor Shares
-5.16%19.96%9.07%14.65%-30.86%-11.18%59.57%31.36%-12.68%42.98%
BLUEX
AMG Veritas Global Real Return Fund
-8.68%4.45%7.24%14.35%-14.30%3.22%34.74%35.34%-4.91%27.86%

Returns By Period

In the year-to-date period, VWIGX achieves a -5.16% return, which is significantly higher than BLUEX's -8.68% return. Both investments have delivered pretty close results over the past 10 years, with VWIGX having a 9.10% annualized return and BLUEX not far ahead at 9.35%.


VWIGX

1D
3.81%
1M
-6.64%
YTD
-5.16%
6M
-6.63%
1Y
12.09%
3Y*
8.16%
5Y*
-2.88%
10Y*
9.10%

BLUEX

1D
1.10%
1M
-5.47%
YTD
-8.68%
6M
-9.03%
1Y
-7.28%
3Y*
2.73%
5Y*
0.53%
10Y*
9.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWIGX vs. BLUEX - Expense Ratio Comparison

VWIGX has a 0.43% expense ratio, which is lower than BLUEX's 1.15% expense ratio.


Return for Risk

VWIGX vs. BLUEX — Risk / Return Rank

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

VWIGX
VWIGX Risk / Return Rank: 2222
Overall Rank
VWIGX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VWIGX Sortino Ratio Rank: 2222
Sortino Ratio Rank
VWIGX Omega Ratio Rank: 2020
Omega Ratio Rank
VWIGX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VWIGX Martin Ratio Rank: 2323
Martin Ratio Rank

BLUEX
BLUEX Risk / Return Rank: 11
Overall Rank
BLUEX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BLUEX Sortino Ratio Rank: 11
Sortino Ratio Rank
BLUEX Omega Ratio Rank: 11
Omega Ratio Rank
BLUEX Calmar Ratio Rank: 11
Calmar Ratio Rank
BLUEX Martin Ratio Rank: 00
Martin Ratio Rank
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.

VWIGX vs. BLUEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Growth Fund Investor Shares (VWIGX) and AMG Veritas Global Real Return Fund (BLUEX). 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.


VWIGXBLUEXDifference

Sharpe ratio

Return per unit of total volatility

0.58

-0.66

+1.25

Sortino ratio

Return per unit of downside risk

0.96

-0.89

+1.84

Omega ratio

Gain probability vs. loss probability

1.13

0.89

+0.23

Calmar ratio

Return relative to maximum drawdown

0.75

-0.69

+1.44

Martin ratio

Return relative to average drawdown

2.52

-2.40

+4.92

VWIGX vs. BLUEX - Sharpe Ratio Comparison

The current VWIGX Sharpe Ratio is 0.58, which is higher than the BLUEX Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of VWIGX and BLUEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VWIGXBLUEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

-0.66

+1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.05

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.57

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.49

-0.02

Correlation

The correlation between VWIGX and BLUEX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VWIGX vs. BLUEX - Dividend Comparison

VWIGX's dividend yield for the trailing twelve months is around 7.11%, more than BLUEX's 0.34% yield.


TTM20252024202320222021202020192018201720162015
VWIGX
Vanguard International Growth Fund Investor Shares
7.11%6.74%9.68%1.82%6.90%2.36%2.28%1.20%5.34%0.84%1.26%1.39%
BLUEX
AMG Veritas Global Real Return Fund
0.34%0.31%0.29%0.03%11.84%27.20%25.43%13.71%13.40%0.00%0.00%0.24%

Drawdowns

VWIGX vs. BLUEX - Drawdown Comparison

The maximum VWIGX drawdown since its inception was -59.58%, which is greater than BLUEX's maximum drawdown of -54.27%. Use the drawdown chart below to compare losses from any high point for VWIGX and BLUEX.


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Drawdown Indicators


VWIGXBLUEXDifference

Max Drawdown

Largest peak-to-trough decline

-59.58%

-54.27%

-5.31%

Max Drawdown (1Y)

Largest decline over 1 year

-14.06%

-12.19%

-1.87%

Max Drawdown (5Y)

Largest decline over 5 years

-52.69%

-21.87%

-30.82%

Max Drawdown (10Y)

Largest decline over 10 years

-53.25%

-29.06%

-24.19%

Current Drawdown

Current decline from peak

-22.72%

-10.58%

-12.14%

Average Drawdown

Average peak-to-trough decline

-13.78%

-13.39%

-0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.19%

3.51%

+0.68%

Volatility

VWIGX vs. BLUEX - Volatility Comparison

Vanguard International Growth Fund Investor Shares (VWIGX) has a higher volatility of 8.98% compared to AMG Veritas Global Real Return Fund (BLUEX) at 3.64%. This indicates that VWIGX's price experiences larger fluctuations and is considered to be riskier than BLUEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWIGXBLUEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.98%

3.64%

+5.34%

Volatility (6M)

Calculated over the trailing 6-month period

14.21%

7.31%

+6.90%

Volatility (1Y)

Calculated over the trailing 1-year period

21.04%

11.01%

+10.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.24%

10.50%

+12.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.53%

16.57%

+4.96%