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CUSIP
922042593
Issuer
Vanguard
Inception Date
Feb 7, 2019
Min. Investment
$3,000
Distribution Policy
Distributing
Asset Class
Equity
Assets Under Management
$14B

Share Price Chart


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Performance

VFSAX Performance Chart

Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX) is up 11.1% since the beginning of the year. VFSAX is currently trading at $39 per share. Investors who bought $1,000 worth of VFSAX shares 5 years ago would now be looking at an investment worth $1,328.


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S&P 500 Index

Returns By Period

Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX) has returned 11.05% so far this year and 26.55% over the past 12 months.


Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares

1D
0.31%
1M
-0.98%
YTD
11.05%
6M
13.67%
1Y
26.55%
3Y*
16.97%
5Y*
5.83%
10Y*

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.64%
YTD
7.86%
6M
7.47%
1Y
23.05%
3Y*
19.90%
5Y*
11.79%
10Y*
13.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFSAX Monthly Returns History

Based on dividend-adjusted daily data since Feb 7, 2019, VFSAX's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +13.1%, while the worst month was Mar 2020 at -20.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, VFSAX closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +7.9%, while the worst single day was Mar 12, 2020 at -10.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.27%5.13%-9.36%8.79%1.85%-1.03%11.05%
20250.89%0.39%0.07%4.06%6.39%5.49%-0.39%4.54%2.75%-0.25%0.74%2.08%29.89%
2024-3.03%1.74%2.82%-1.67%4.27%-1.48%3.36%1.67%2.88%-4.72%0.20%-3.01%2.58%
20238.29%-2.94%0.82%1.19%-3.15%3.94%4.66%-3.61%-4.23%-4.85%9.31%6.14%15.13%
2022-5.87%-1.74%0.16%-7.18%0.46%-10.59%5.70%-4.05%-11.20%3.49%11.31%-1.79%-21.30%
2021-0.76%3.48%1.94%4.66%2.27%-0.08%0.74%1.83%-3.88%2.94%-4.65%3.98%12.68%

Benchmark Metrics

Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares has an annualized alpha of -1.19%, beta of 0.72, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since February 08, 2019.

  • This fund participated in 100.24% of S&P 500 Index downside but only 80.19% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.19%
Beta
0.72
0.69
Upside Capture
80.19%
Downside Capture
100.24%

Expense Ratio

VFSAX has an expense ratio of 0.16%, which is considered low.


Return for Risk

Risk / Return Rank

VFSAX ranks 46 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


VFSAX Risk / Return Rank: 4646
Overall Rank
VFSAX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VFSAX Sortino Ratio Rank: 4646
Sortino Ratio Rank
VFSAX Omega Ratio Rank: 4949
Omega Ratio Rank
VFSAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VFSAX Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX) and compare them to S&P 500 Index.


VFSAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.37

1.36

+0.01

Calmar ratioReturn relative to maximum drawdown

2.35

2.69

-0.33

Martin ratioReturn relative to average drawdown

9.03

12.34

-3.32

Dividends

Dividend History

Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares provided a 2.98% dividend yield over the last twelve months, with an annual payout of $1.17 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.202019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$1.17$1.17$0.95$0.87$0.57$0.88$0.56$0.87

Dividend yield

2.98%3.31%3.36%3.06%2.22%2.67%1.85%3.19%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.00$0.18$0.00$0.00$0.82$1.17
2024$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.13$0.00$0.00$0.62$0.95
2023$0.00$0.00$0.00$0.00$0.00$0.23$0.00$0.00$0.13$0.00$0.00$0.50$0.87
2022$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.00$0.03$0.00$0.00$0.45$0.57
2021$0.00$0.00$0.00$0.00$0.00$0.13$0.00$0.00$0.14$0.00$0.00$0.61$0.88

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares. 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 Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares was 39.86%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.

The current Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares drawdown is 1.68%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-39.86%Mar 2020
2mo 20d7mo 23d
10mo 13dJan 2020 - Nov 2020
Bear market2022
-33.81%Oct 2022
1y 1mo2y 7mo
3y 8moSep 2021 - May 2025
2026 correction2026
-11.48%Mar 2026
28d1mo 7d
2mo 5dMar 2026 - May 2026
2019 pullback2019
-8.00%Aug 2019
4mo 1d2mo 16d
6mo 17dApr 2019 - Oct 2019
2025 pullback2025
-5.29%Nov 2025
23d29d
1mo 22dOct 2025 - Dec 2025

Drawdown Indicators


VFSAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-39.86%

-56.78%

+16.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-9.10%

-2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-14.73%

-18.90%

+4.17%

Max Drawdown (5Y)

Largest decline over 5 years

-33.81%

-25.43%

-8.38%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.68%

-2.97%

+1.29%

Average Drawdown

Average peak-to-trough decline

-9.25%

-10.72%

+1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

1.97%

+1.01%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with VFSAX

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