Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/02/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VEU (Vanguard FTSE All-World ex-US Index Fund) | 10.86% | 12.60% | 9.22% | 11.52% | 5.21% | 5.61% | NA | 4.10% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VEU (Vanguard FTSE All-World ex-US Index Fund) | 03/08/2007 | 05/02/2025 |
The return data shown below all have the same latest date: 05/02/2025.
AR inception is since 03/08/2007.
AR inception is since 03/08/2007.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.57 | 12.60 | 9.22 | 11.52 | 5.21 | 5.61 | NA | 4.10 | 10.86 | 5.56 | 15.86 | -15.57 | 8.28 | 11.12 | 21.83 | -14.19 | 27.39 | 4.91 | -4.78 | -4.54 | 14.18 | 18.90 | -14.02 | 11.81 | 37.59 | -43.45 | 16.01 |
| Sharpe Ratio | NA | 0.37 | 0.29 | 0.54 | 0.20 | NA | NA | 0.13 | 1.47 | -0.08 | 0.88 | -0.80 | 0.62 | 0.34 | 1.78 | -1.04 | 3.40 | 0.26 | -0.29 | -0.38 | 1.04 | 1.10 | -0.48 | 0.49 | 1.12 | -0.93 | 0.82 |
| Standard Deviation(%) | NA | 16.91 | 16.55 | 16.50 | 17.66 | NA | NA | 22.25 | 22.63 | 12.63 | 13.28 | 21.32 | 13.34 | 31.84 | 11.49 | 15.01 | 7.92 | 18.37 | 16.67 | 12.03 | 13.58 | 17.24 | 29.29 | 24.16 | 33.53 | 47.38 | 20.77 |
| Draw Down(%) | NA | 13.69 | 19.05 | 29.30 | 34.98 | NA | NA | 61.54 | 13.69 | 8.67 | 11.73 | 28.27 | 7.18 | 34.32 | 8.32 | 22.63 | 2.38 | 12.05 | 18.54 | 13.30 | 11.23 | 16.43 | 27.53 | 19.06 | 28.39 | 56.84 | 13.08 |
| Yield(%) | 0.00 | 3.16 | 3.33 | 3.93 | 3.02 | 3.41 | 2.42 | 2.68 | 0.33 | 3.35 | 3.69 | 2.54 | 3.21 | 2.14 | 3.66 | 2.69 | 3.27 | 3.07 | 2.75 | 3.32 | 2.90 | 3.31 | 2.84 | 2.27 | 2.62 | 1.34 | 1.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VEU (Vanguard FTSE All-World ex-US Index Fund) |
-10.78%
Jun 2007 - Jun 2010 |
-5.40%
May 2007 - May 2012 |
1.13%
Oct 2007 - Oct 2017 |
0.65%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VEU (Vanguard FTSE All-World ex-US Index Fund) |
23.52%
Feb 2009 - Feb 2012 |
17.73%
Feb 2009 - Feb 2014 |
9.99%
Feb 2009 - Feb 2019 |
8.60%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart