PortfoliosLab logoPortfoliosLab logo
VXUS vs. VEA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VXUS vs. VEA - Performance Comparison

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

Loading graphics...

VXUS vs. VEA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VXUS
Vanguard Total International Stock ETF
2.32%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%
VEA
Vanguard FTSE Developed Markets ETF
2.75%35.16%3.15%17.93%-15.34%11.66%9.71%22.62%-14.75%26.42%

Returns By Period

In the year-to-date period, VXUS achieves a 2.32% return, which is significantly lower than VEA's 2.75% return. Over the past 10 years, VXUS has underperformed VEA with an annualized return of 8.91%, while VEA has yielded a comparatively higher 9.37% annualized return.


VXUS

1D
3.32%
1M
-7.90%
YTD
2.32%
6M
7.01%
1Y
28.12%
3Y*
15.50%
5Y*
7.32%
10Y*
8.91%

VEA

1D
3.30%
1M
-8.61%
YTD
2.75%
6M
8.94%
1Y
30.06%
3Y*
16.07%
5Y*
8.57%
10Y*
9.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VXUS vs. VEA - Expense Ratio Comparison

VXUS has a 0.05% expense ratio, which is higher than VEA'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%.


Return for Risk

VXUS vs. VEA — Risk / Return Rank

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

VXUS
VXUS Risk / Return Rank: 8686
Overall Rank
VXUS Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 8787
Sortino Ratio Rank
VXUS Omega Ratio Rank: 8787
Omega Ratio Rank
VXUS Calmar Ratio Rank: 8686
Calmar Ratio Rank
VXUS Martin Ratio Rank: 8585
Martin Ratio Rank

VEA
VEA Risk / Return Rank: 8787
Overall Rank
VEA Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VEA Sortino Ratio Rank: 8888
Sortino Ratio Rank
VEA Omega Ratio Rank: 8888
Omega Ratio Rank
VEA Calmar Ratio Rank: 8787
Calmar Ratio Rank
VEA Martin Ratio Rank: 8787
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.

VXUS vs. VEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and Vanguard FTSE Developed Markets ETF (VEA). 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.


VXUSVEADifference

Sharpe ratio

Return per unit of total volatility

1.64

1.72

-0.07

Sortino ratio

Return per unit of downside risk

2.26

2.35

-0.09

Omega ratio

Gain probability vs. loss probability

1.34

1.35

-0.01

Calmar ratio

Return relative to maximum drawdown

2.42

2.50

-0.08

Martin ratio

Return relative to average drawdown

9.37

9.82

-0.45

VXUS vs. VEA - Sharpe Ratio Comparison

The current VXUS Sharpe Ratio is 1.64, which is comparable to the VEA Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of VXUS and VEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VXUSVEADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.72

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.53

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.54

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.22

+0.13

Correlation

The correlation between VXUS and VEA is 0.98, 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.


Dividends

VXUS vs. VEA - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 2.97%, more than VEA's 2.93% yield.


TTM20252024202320222021202020192018201720162015
VXUS
Vanguard Total International Stock ETF
2.97%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%
VEA
Vanguard FTSE Developed Markets ETF
2.93%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%

Drawdowns

VXUS vs. VEA - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for VXUS and VEA.


Loading graphics...

Drawdown Indicators


VXUSVEADifference

Max Drawdown

Largest peak-to-trough decline

-35.97%

-60.68%

+24.71%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-11.63%

+0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

-29.71%

+0.27%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

-35.73%

-0.24%

Current Drawdown

Current decline from peak

-8.33%

-8.71%

+0.38%

Average Drawdown

Average peak-to-trough decline

-8.29%

-13.40%

+5.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.96%

-0.05%

Volatility

VXUS vs. VEA - Volatility Comparison

Vanguard Total International Stock ETF (VXUS) and Vanguard FTSE Developed Markets ETF (VEA) have volatilities of 8.31% and 8.41%, 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.


Loading graphics...

Volatility by Period


VXUSVEADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.31%

8.41%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

11.50%

11.57%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

17.62%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

16.30%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.09%

17.26%

-0.17%