VXUS
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VXUS, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of VXUS
Returns By Period
As of Sep 14, 2024, the VXUS returned 9.24% Year-To-Date and 4.62% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.10% | 1.42% | 10.08% | 26.58% | 13.42% | 10.87% |
| VXUS | 9.24% | 1.05% | 5.84% | 16.06% | 6.77% | 4.71% |
| Portfolio components: | ||||||
VXUS Vanguard Total International Stock ETF | 9.24% | 1.05% | 5.84% | 16.06% | 6.77% | 4.71% |
Monthly Returns
The table below presents the monthly returns of VXUS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.71% | 2.91% | 3.23% | -2.32% | 4.02% | -0.80% | 2.62% | 2.41% | 9.24% | ||||
| 2023 | 8.68% | -4.27% | 2.84% | 1.88% | -3.50% | 4.47% | 3.89% | -4.39% | -3.40% | -3.36% | 8.24% | 5.09% | 15.89% |
| 2022 | -2.83% | -2.85% | -0.28% | -6.49% | 1.52% | -7.94% | 3.64% | -4.49% | -9.90% | 3.41% | 13.04% | -2.14% | -16.08% |
| 2021 | 0.25% | 2.30% | 1.87% | 2.78% | 3.07% | -0.33% | -1.13% | 1.46% | -3.46% | 2.88% | -4.26% | 3.57% | 8.98% |
| 2020 | -3.39% | -6.60% | -16.26% | 7.60% | 5.01% | 4.24% | 4.15% | 4.43% | -1.83% | -2.30% | 12.62% | 5.84% | 10.66% |
| 2019 | 7.67% | 1.63% | 0.77% | 2.77% | -5.42% | 5.77% | -1.99% | -2.17% | 2.72% | 3.43% | 0.99% | 4.38% | 21.75% |
| 2018 | 5.72% | -5.24% | -0.38% | 0.46% | -1.64% | -2.12% | 2.55% | -2.40% | 0.21% | -8.56% | 1.68% | -4.94% | -14.43% |
| 2017 | 4.08% | 1.34% | 3.00% | 2.05% | 2.96% | 0.63% | 3.37% | 0.54% | 1.88% | 2.03% | 0.63% | 2.08% | 27.46% |
| 2016 | -5.45% | -2.46% | 8.33% | 2.16% | -0.98% | -0.91% | 4.52% | 0.45% | 1.68% | -1.91% | -2.01% | 1.97% | 4.78% |
| 2015 | 0.27% | 5.78% | -1.49% | 4.81% | -0.91% | -2.73% | -0.56% | -7.43% | -3.85% | 6.25% | -1.32% | -2.17% | -4.18% |
| 2014 | -5.40% | 5.59% | 0.49% | 1.26% | 1.93% | 1.88% | -1.73% | 1.16% | -5.00% | -0.08% | -0.51% | -3.87% | -4.74% |
| 2013 | 2.40% | -1.14% | 0.94% | 3.50% | -3.30% | -3.59% | 4.62% | -1.95% | 7.51% | 3.67% | 0.13% | 1.52% | 14.59% |
Expense Ratio
VXUS has an expense ratio of 0.07%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VXUS is 17, indicating that it is in the bottom 17% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VXUS Vanguard Total International Stock ETF | 1.33 | 1.89 | 1.24 | 0.94 | 6.52 |
Dividends
Dividend yield
VXUS granted a 2.96% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VXUS | 2.96% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
| Portfolio components: | ||||||||||||
VXUS Vanguard Total International Stock ETF | 2.96% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the VXUS. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the VXUS was 35.97%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current VXUS drawdown is 1.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.97% | Jan 29, 2018 | 541 | Mar 23, 2020 | 166 | Nov 16, 2020 | 707 |
| -29.44% | Sep 7, 2021 | 278 | Oct 12, 2022 | 398 | May 14, 2024 | 676 |
| -26.98% | May 2, 2011 | 108 | Oct 3, 2011 | 400 | May 8, 2013 | 508 |
| -24.89% | Jul 7, 2014 | 405 | Feb 11, 2016 | 307 | May 2, 2017 | 712 |
| -11.35% | May 9, 2013 | 32 | Jun 24, 2013 | 58 | Sep 16, 2013 | 90 |
Volatility
Volatility Chart
The current VXUS volatility is 4.23%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.