Summary
VSGX
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 26.94% 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: Technology

Category: Foreign Large Blend

Inception date: 18/09/2018

Latest date: 16/07/2026

Current price: $80.19

Expense ratio: 0.10%

Assets under management
$6.7B
-0.22% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

-2.45%

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

4.29%

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

8.63%

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

26.94%

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

42.98%

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

59.39%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.102%

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
16/07/2026 $80.37 $80.57 $79.91 $80.19 91,800
15/07/2026 $81.15 $81.49 $80.30 $81.14 213,600
14/07/2026 $80.83 $81.28 $80.73 $80.81 133,200
13/07/2026 $80.79 $80.80 $79.87 $80.03 117,400
10/07/2026 $81.36 $81.94 $81.14 $81.73 116,500
09/07/2026 $80.78 $81.63 $80.78 $81.35 166,200
08/07/2026 $80.25 $80.87 $79.75 $80.65 286,700
07/07/2026 $81.68 $81.74 $80.75 $81.00 82,300
06/07/2026 $82.04 $82.68 $82.03 $82.57 189,100
02/07/2026 $81.84 $82.33 $80.50 $81.13 100,600