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Vanguard FTSE All-World ex-US Index Fund Instituti...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9220426350

CUSIP

922042635

Issuer

Vanguard

Inception Date

Dec 16, 2010

Min. Investment

$100,000,000

Asset Class

Equity

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VFWPX vs. VAIGX VFWPX vs. VEMPX VFWPX vs. VOO VFWPX vs. DODFX VFWPX vs. RERGX VFWPX vs. VWILX VFWPX vs. FIVFX VFWPX vs. FDIVX VFWPX vs. ACWX VFWPX vs. FIGFX
Popular comparisons:
VFWPX vs. VAIGX VFWPX vs. VEMPX VFWPX vs. VOO VFWPX vs. DODFX VFWPX vs. RERGX VFWPX vs. VWILX VFWPX vs. FIVFX VFWPX vs. FDIVX VFWPX vs. ACWX VFWPX vs. FIGFX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-0.20%
12.14%
VFWPX (Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares had a return of 6.81% year-to-date (YTD) and 12.88% in the last 12 months. Over the past 10 years, Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares had an annualized return of 4.84%, while the S&P 500 had an annualized return of 11.21%, indicating that Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares did not perform as well as the benchmark.


VFWPX

YTD

6.81%

1M

-3.52%

6M

0.35%

1Y

12.88%

5Y (annualized)

5.60%

10Y (annualized)

4.84%

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

Monthly Returns

The table below presents the monthly returns of VFWPX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.65%3.28%3.09%-2.31%3.99%-0.80%2.75%2.55%2.52%-4.79%6.81%
20238.46%-4.27%2.82%1.79%-3.37%4.43%3.77%-4.49%-3.22%-3.37%8.39%4.98%15.63%
2022-2.51%-3.16%-0.44%-6.20%1.53%-8.11%3.48%-4.08%-9.86%3.39%13.64%-2.23%-15.47%
20210.01%2.21%1.61%2.59%3.25%-0.56%-1.51%1.71%-3.38%2.60%-4.36%4.05%8.13%
2020-3.27%-6.57%-15.55%7.54%4.69%4.36%3.97%4.28%-1.95%-2.19%13.03%5.70%11.40%
20197.58%1.66%0.78%2.82%-5.51%5.89%-1.92%-2.26%2.76%3.41%1.05%4.18%21.59%
20185.69%-5.20%-0.68%0.83%-2.10%-2.02%2.77%-2.28%0.50%-8.14%1.29%-4.79%-13.95%
20173.94%1.39%2.91%2.16%3.10%0.45%3.42%0.63%1.80%1.97%0.75%1.96%27.31%
2016-5.56%-2.45%8.24%2.18%-1.03%-0.80%4.34%0.82%1.35%-1.62%-2.16%2.08%4.77%
20150.25%5.48%-1.53%5.01%-1.06%-2.74%-0.56%-7.46%-4.02%6.44%-1.41%-2.20%-4.64%
2014-5.05%5.29%0.44%1.45%1.96%1.67%-1.45%1.04%-4.86%-0.10%-0.14%-3.82%-4.01%
20133.25%-1.46%0.57%3.73%-3.03%-3.61%4.53%-1.70%7.18%3.49%0.14%1.17%14.54%

Expense Ratio

VFWPX has an expense ratio of 0.06%, which is considered low compared to other funds.


Expense ratio chart for VFWPX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VFWPX is 27, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VFWPX is 2727
Combined Rank
The Sharpe Ratio Rank of VFWPX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of VFWPX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of VFWPX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of VFWPX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of VFWPX is 2525
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VFWPX, currently valued at 1.07, compared to the broader market-1.000.001.002.003.004.005.001.072.53
The chart of Sortino ratio for VFWPX, currently valued at 1.53, compared to the broader market0.005.0010.001.533.39
The chart of Omega ratio for VFWPX, currently valued at 1.19, compared to the broader market1.002.003.004.001.191.47
The chart of Calmar ratio for VFWPX, currently valued at 1.23, compared to the broader market0.005.0010.0015.0020.001.233.65
The chart of Martin ratio for VFWPX, currently valued at 5.18, compared to the broader market0.0020.0040.0060.0080.00100.005.1816.21
VFWPX
^GSPC

The current Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares Sharpe ratio is 1.07. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.07
2.54
VFWPX (Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares provided a 3.00% dividend yield over the last twelve months, with an annual payout of $3.69 per share.


2.00%2.50%3.00%3.50%$0.00$1.00$2.00$3.00$4.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.69$3.90$3.27$3.95$2.45$3.50$3.14$3.08$2.77$2.71$3.49$2.87

Dividend yield

3.00%3.33%3.12%3.08%2.01%3.12%3.30%2.70%3.00%2.99%3.57%2.72%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.45$0.00$0.00$0.96$0.00$0.00$0.52$0.00$0.00$1.93
2023$0.00$0.00$0.24$0.00$0.00$1.27$0.00$0.00$0.63$0.00$0.00$1.76$3.90
2022$0.00$0.00$0.22$0.00$0.00$1.21$0.00$0.00$0.55$0.00$0.00$1.29$3.27
2021$0.00$0.00$0.35$0.00$0.00$1.07$0.00$0.00$0.77$0.00$0.00$1.76$3.95
2020$0.00$0.00$0.25$0.00$0.00$0.53$0.00$0.00$0.72$0.00$0.00$0.95$2.45
2019$0.00$0.00$0.38$0.00$0.00$1.21$0.00$0.00$0.69$0.00$0.00$1.22$3.50
2018$0.00$0.00$0.34$0.00$0.00$1.29$0.00$0.00$0.58$0.00$0.00$0.93$3.14
2017$0.00$0.00$0.33$0.00$0.00$1.13$0.00$0.00$0.63$0.00$0.00$0.98$3.08
2016$0.00$0.00$0.32$0.00$0.00$1.12$0.00$0.00$0.54$0.00$0.00$0.79$2.77
2015$0.00$0.00$0.35$0.00$0.00$1.17$0.00$0.00$0.49$0.00$0.00$0.70$2.71
2014$0.00$0.00$0.83$0.00$0.00$1.29$0.00$0.00$0.57$0.00$0.00$0.80$3.49
2013$0.30$0.00$0.00$1.28$0.00$0.00$0.47$0.00$0.00$0.82$2.87

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.13%
-0.88%
VFWPX (Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard FTSE All-World ex-US Index Fund Institutional Plus 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 Index Fund Institutional Plus Shares was 34.85%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.

The current Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares drawdown is 7.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.85%Jan 29, 2018541Mar 23, 2020163Nov 11, 2020704
-29.35%Jun 15, 2021338Oct 14, 2022393May 9, 2024731
-26.74%May 2, 2011108Oct 3, 2011396May 3, 2013504
-24.74%Jul 7, 2014405Feb 11, 2016307May 2, 2017712
-11.07%May 22, 201323Jun 24, 201358Sep 16, 201381

Volatility

Volatility Chart

The current Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares volatility is 3.54%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.54%
3.96%
VFWPX (Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares)
Benchmark (^GSPC)