Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/15/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VGK (Vanguard FTSE Europe ETF) | 9.93% | 10.53% | 7.89% | 13.21% | 5.44% | 5.83% | 5.53% | 5.30% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VGK (Vanguard FTSE Europe ETF) | 03/10/2005 | 04/15/2025 |
The return data shown below all have the same latest date: 04/15/2025.
AR inception is since 03/10/2005.
AR inception is since 03/10/2005.
| 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 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 10.78 | 10.53 | 7.89 | 13.21 | 5.44 | 5.83 | 5.53 | 5.30 | 9.93 | 1.87 | 20.19 | -15.98 | 16.89 | 5.43 | 24.85 | -14.88 | 26.99 | -0.42 | -1.94 | -7.09 | 24.35 | 21.56 | -11.67 | 6.05 | 31.34 | -44.65 | 13.24 | 33.06 | 6.06 |
| Sharpe Ratio | NA | 1.17 | 15.02 | 49.27 | 18.92 | NA | NA | 16.72 | 113.29 | -36.01 | 108.41 | -67.42 | 122.71 | 14.98 | 194.74 | -106.47 | 291.63 | -2.92 | -11.03 | -51.48 | 167.34 | 101.19 | -32.54 | 20.57 | 90.47 | -98.80 | 51.96 | 199.94 | 44.21 |
| Standard Deviation(%) | NA | 17.75 | 18.71 | 18.97 | 19.42 | NA | NA | 23.29 | 25.70 | 13.10 | 14.83 | 25.85 | 13.75 | 34.57 | 12.04 | 15.27 | 9.08 | 21.35 | 17.84 | 13.80 | 14.53 | 21.44 | 35.95 | 29.00 | 34.53 | 45.99 | 19.80 | 14.97 | 11.81 |
| Draw Down(%) | NA | 14.31 | 24.91 | 32.74 | 37.24 | NA | NA | 63.61 | 14.31 | 10.78 | 12.74 | 32.27 | 7.17 | 37.13 | 8.54 | 23.36 | 2.88 | 13.60 | 16.07 | 16.24 | 8.77 | 18.20 | 30.25 | 22.79 | 32.05 | 56.20 | 13.05 | 14.06 | 7.08 |
| Yield(%) | 0.00 | 3.41 | 3.41 | 4.37 | 3.23 | 3.76 | 3.97 | 3.79 | 0.47 | 3.60 | 3.62 | 2.62 | 3.41 | 2.16 | 3.97 | 3.23 | 3.32 | 3.43 | 3.11 | 4.21 | 3.30 | 3.43 | 3.87 | 4.62 | 4.89 | 3.89 | 3.44 | 3.32 | 2.71 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VGK (Vanguard FTSE Europe ETF) |
-15.30%
Feb 2006 - Feb 2009 |
-8.11%
May 2007 - May 2012 |
0.38%
Nov 2006 - Nov 2016 |
0.42%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VGK (Vanguard FTSE Europe ETF) |
21.00%
Feb 2009 - Feb 2012 |
19.79%
Feb 2009 - Feb 2014 |
10.02%
Feb 2009 - Feb 2019 |
9.14%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart