VSGX vs FTSM

Comparison between VANGUARD ESG INTERNATIONAL STOCK ETF ETF SHARES (VSGX, ETF) and FIRST TRUST ENHANCED SHORT MATURITY ETF (FTSM, ETF).

5-Year PerformanceVSGX has outperformed FTSM, delivering a return of +8.5% compared to +3.6%

VSGX vs FTSM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	VSGX(ETF)	FTSM(ETF)
Net Assets	$6.50B	$6.50B
Expense Ratio	0.10%	0.29%
Max Drawdown	34.48%	5.39%
Sharpe Ratio	1.30	0.15
5Y Beta	0.78	0.00
5Y Dividends CAGR	14.19%	47.57%

Net Assets

VSGX

$6.50B

FTSM

$6.50B

Expense Ratio

Winner

VSGX

0.10%

FTSM

0.29%

Max Drawdown

VSGX

34.48%

Winner

FTSM

5.39%

Sharpe Ratio

Winner

VSGX

1.30

FTSM

0.15

5Y Beta

VSGX

0.78

Winner

FTSM

0.00

5Y Dividends CAGR

VSGX

14.19%

Winner

FTSM

47.57%

VSGX vs FTSM - Historical Returns

Returns include dividend reinvestment.

Period	VSGX	FTSM
1 month	+2.21%	+0.37%
3 months	+4.99%	+0.98%
6 months	+9.14%	+1.70%
1 year	+28.74%	+3.96%
5 years(CAGR)	+8.51%	+3.60%
10 years(CAGR)	N/A	+2.59%
Max(CAGR)	+9.08%	+2.24%

Winner

VSGX

+2.21%

FTSM

+0.37%

Winner

VSGX

+4.99%

FTSM

+0.98%

Winner

VSGX

+9.14%

FTSM

+1.70%

Winner

VSGX

+28.74%

FTSM

+3.96%

5Y(CAGR)

Winner

VSGX

+8.51%

FTSM

+3.60%

10Y(CAGR)

VSGX

N/A

FTSM

+2.59%

Max(CAGR)

Winner

VSGX

+9.08%

FTSM

+2.24%

VSGX vs FTSM - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

Year	VSGX	FTSM
2026	+15.59%	+2.11%
2025	+31.36%	+4.60%
2024	+7.05%	+5.20%
2023	+14.82%	+5.12%
2022	-19.05%	+1.04%
2021	+6.82%	-0.03%
2020	+11.76%	+1.12%
2019	+23.05%	+2.81%
2018	-12.86%	+1.92%
2017	N/A	+1.62%
2016	N/A	+1.18%
2015	N/A	+0.22%
2014	N/A	-0.11%

VSGX vs FTSM Drawdown Comparison

The maximum drawdown for VSGX was -33.09%, occurring on Mar 23, 2020. Recovery took 203 trading sessions.

The maximum drawdown for FTSM was -4.12%, occurring on Mar 20, 2020. Recovery took 67 trading sessions.

The current VSGX drawdown is -1.06%.

Rank	VSGX	FTSM
#1	-33.09% Jan 17, 2020 - Nov 5, 2020	-4.12% Mar 3, 2020 - Jun 8, 2020
#2	-32.13% Sep 7, 2021 - Aug 23, 2024	-1.80% Aug 31, 2015 - May 10, 2017
#3	-15.25% Sep 20, 2018 - Jul 3, 2019	-0.65% Oct 4, 2021 - Nov 2, 2022
#4	-13.82% Sep 26, 2024 - May 2, 2025	-0.35% May 21, 2015 - Aug 31, 2015
#5	-12.82% Feb 25, 2026 - May 6, 2026	-0.30% Oct 21, 2014 - Jan 30, 2015
#6	-7.67% Jul 3, 2019 - Oct 17, 2019	-0.20% Sep 5, 2014 - Oct 16, 2014
#7	-6.97% Jun 22, 2026 - Jul 29, 2026	-0.15% Apr 3, 2025 - Apr 17, 2025
#8	-5.84% Feb 16, 2021 - Apr 26, 2021	-0.15% Mar 16, 2015 - Apr 20, 2015
#9	-5.25% Jun 2, 2026 - Jun 15, 2026	-0.13% Jan 30, 2015 - Mar 2, 2015
#10	-4.95% Oct 27, 2025 - Dec 10, 2025	-0.12% Feb 27, 2026 - Mar 30, 2026
#11	-4.45% Jun 14, 2021 - Sep 3, 2021	-0.12% Nov 23, 2018 - Dec 24, 2018
#12	-4.32% Jan 21, 2021 - Feb 8, 2021	-0.12% Jun 10, 2020 - Jun 22, 2020
#13	-4.03% May 7, 2021 - May 26, 2021	-0.12% Jul 6, 2020 - Jul 20, 2020
#14	-3.76% Jul 23, 2025 - Aug 12, 2025	-0.10% Mar 20, 2023 - Mar 23, 2023
#15	-3.64% Oct 6, 2025 - Oct 20, 2025	-0.10% Aug 7, 2014 - Aug 15, 2014

Correlation

Correlation between VSGX and FTSM is 0.90 which considered as a strong positive correlation - the stocks tend to move together.

0.90

-101

Dividend Comparison (2014 - 2026)

VSGX vs FTSM dividend yield comparison.

Year	VSGX	FTSM
2026	1.33%	2.37%
2025	3.23%	4.28%
2024	3.10%	4.91%
2023	2.77%	4.62%
2022	2.61%	1.62%
2021	2.49%	0.39%
2020	1.67%	1.20%
2019	2.28%	2.38%
2018	0.38%	2.14%
2017	0.00%	1.49%
2016	0.00%	1.03%
2015	0.00%	0.48%
2014	0.00%	0.16%