Summary
VSGX
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 17.39% Volatility 17.61% Sharpe 1.21
Official loaded data — not a live quote.

VANGUARD ESG INTERNATIONAL STOCK ETF ETF SHARES

Symbol: VSGX

Exchange: BATS

Sector: Financial_Services

Category: Foreign Large Blend

Inception date: 18/09/2018

Latest date: 15/10/2026

Current price: $79.55

Expense ratio: 0.10%

Assets under management
$6.7B
0.87% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-1.69%

Ann. -54.58% (Sharpe / Sortino numerator)

Volatility

29.97%

Sharpe ratio

-1.942

VaR 95%

-3.16%

CVaR 95%: -3.55%
Max drawdown: -7.86%
Sortino ratio: -3.265
Calmar ratio: -6.95

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-1.40%

Ann. -3.80% (Sharpe / Sortino numerator)

Volatility

21.45%

Sharpe ratio

-0.347

VaR 95%

-2.14%

CVaR 95%: -2.96%
Max drawdown: -12.84%
Sortino ratio: -0.478
Calmar ratio: -0.30

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

3.98%

Ann. 8.07% (Sharpe / Sortino numerator)

Volatility

17.38%

Sharpe ratio

0.256

VaR 95%

-1.98%

CVaR 95%: -2.62%
Max drawdown: -12.84%
Sortino ratio: 0.340
Calmar ratio: 0.63

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

17.39%

Ann. 24.98% (Sharpe / Sortino numerator)

Volatility

17.61%

Sharpe ratio

1.212

VaR 95%

-1.60%

CVaR 95%: -2.70%
Max drawdown: -12.84%
Sortino ratio: 1.492
Calmar ratio: 1.95

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

40.60%

Ann. 15.85% (Sharpe / Sortino numerator)

Volatility

15.79%

Sharpe ratio

0.774

VaR 95%

-1.56%

CVaR 95%: -2.31%
Max drawdown: -13.83%
Sortino ratio: 1.030
Calmar ratio: 1.15

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

73.02%

Ann. 14.68% (Sharpe / Sortino numerator)

Volatility

14.70%

Sharpe ratio

0.752

VaR 95%

-1.41%

CVaR 95%: -2.10%
Max drawdown: -13.83%
Sortino ratio: 1.036
Calmar ratio: 1.06

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.071%

Best day

4.708%

08/04/2026
Worst day

-4.096%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $78.86 $79.67 $78.47 $79.55 194,400
14/10/2026 $79.58 $79.69 $79.05 $79.05 222,700
13/10/2026 $80.30 $80.43 $80.00 $80.25 230,800
12/10/2026 $80.90 $80.90 $80.31 $80.43 112,200
09/10/2026 $80.57 $80.91 $80.45 $80.89 137,100
08/10/2026 $80.48 $80.62 $79.88 $80.27 113,300
07/10/2026 $81.68 $81.68 $80.59 $81.04 127,000
06/10/2026 $82.40 $82.40 $81.94 $82.03 123,000
05/10/2026 $81.73 $82.10 $81.41 $82.03 264,100
02/10/2026 $81.34 $81.66 $80.93 $81.49 198,700