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Vanguard Total International Stock Index Fund Inve...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9219096024

CUSIP

921909602

Issuer

Vanguard

Inception Date

Apr 29, 1996

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

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:
VGTSX vs. VXUS VGTSX vs. SCHD VGTSX vs. VOO VGTSX vs. VGT VGTSX vs. VT VGTSX vs. VWNEX VGTSX vs. QQQ VGTSX vs. FTEC VGTSX vs. VAIGX VGTSX vs. VUG
Popular comparisons:
VGTSX vs. VXUS VGTSX vs. SCHD VGTSX vs. VOO VGTSX vs. VGT VGTSX vs. VT VGTSX vs. VWNEX VGTSX vs. QQQ VGTSX vs. FTEC VGTSX vs. VAIGX VGTSX vs. VUG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Total International Stock Index Fund Investor 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
0.41%
12.93%
VGTSX (Vanguard Total International Stock Index Fund Investor Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard Total International Stock Index Fund Investor Shares had a return of 6.45% year-to-date (YTD) and 12.61% in the last 12 months. Over the past 10 years, Vanguard Total International Stock Index Fund Investor Shares had an annualized return of 4.68%, while the S&P 500 had an annualized return of 11.16%, indicating that Vanguard Total International Stock Index Fund Investor Shares did not perform as well as the benchmark.


VGTSX

YTD

6.45%

1M

-3.46%

6M

0.41%

1Y

12.61%

5Y (annualized)

5.40%

10Y (annualized)

4.68%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.77%3.06%3.07%-2.27%4.02%-0.92%2.79%2.46%2.57%-4.71%6.45%
20238.40%-4.15%2.63%1.69%-3.38%4.37%3.89%-4.44%-3.32%-3.55%8.51%5.02%15.36%
2022-2.84%-2.97%-0.43%-6.26%1.39%-8.31%3.63%-4.09%-9.99%3.40%13.36%-2.16%-16.07%
2021-0.10%2.32%1.69%2.78%3.14%-0.47%-1.28%1.73%-3.43%2.61%-4.41%4.08%8.58%
2020-3.30%-6.72%-16.11%8.09%4.80%4.24%4.10%4.31%-1.96%-2.21%12.93%5.81%11.15%
20197.58%1.72%0.72%2.76%-5.55%5.84%-1.89%-2.35%2.72%3.38%1.11%4.27%21.44%
20185.59%-5.14%-0.64%0.83%-1.92%-2.09%2.48%-2.19%0.30%-8.35%1.26%-4.86%-14.47%
20173.87%1.50%2.82%2.20%3.01%0.52%3.42%0.64%1.81%1.94%0.73%2.07%27.39%
2016-5.59%-2.27%8.19%2.22%-1.02%-0.96%4.41%0.74%1.37%-1.72%-2.15%2.02%4.64%
20150.13%5.52%-1.54%5.08%-0.94%-2.69%-0.80%-7.29%-3.90%6.26%-1.32%-2.07%-4.38%
2014-4.78%5.39%0.41%1.31%1.88%1.74%-1.61%1.05%-5.02%-0.31%-0.25%-3.65%-4.24%
20133.34%-1.23%0.90%3.44%-2.95%-3.74%4.56%-1.63%7.21%3.41%0.12%1.25%15.04%

Expense Ratio

VGTSX has an expense ratio of 0.17%, which is considered low compared to other funds.


Expense ratio chart for VGTSX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VGTSX is 26, 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 VGTSX is 2626
Combined Rank
The Sharpe Ratio Rank of VGTSX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of VGTSX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of VGTSX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of VGTSX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of VGTSX is 2424
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 Total International Stock Index Fund Investor Shares (VGTSX) 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 VGTSX, currently valued at 1.06, compared to the broader market-1.000.001.002.003.004.005.001.062.54
The chart of Sortino ratio for VGTSX, currently valued at 1.51, compared to the broader market0.005.0010.001.513.40
The chart of Omega ratio for VGTSX, currently valued at 1.19, compared to the broader market1.002.003.004.001.191.47
The chart of Calmar ratio for VGTSX, currently valued at 1.12, compared to the broader market0.005.0010.0015.0020.001.123.66
The chart of Martin ratio for VGTSX, currently valued at 5.11, compared to the broader market0.0020.0040.0060.0080.00100.005.1116.26
VGTSX
^GSPC

The current Vanguard Total International Stock Index Fund Investor Shares Sharpe ratio is 1.06. 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 Total International Stock Index Fund Investor 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
1.06
2.54
VGTSX (Vanguard Total International Stock Index Fund Investor Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Total International Stock Index Fund Investor Shares provided a 2.91% dividend yield over the last twelve months, with an annual payout of $0.57 per share.


2.00%2.20%2.40%2.60%2.80%3.00%3.20%3.40%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.57$0.59$0.50$0.61$0.40$0.53$0.47$0.49$0.42$0.40$0.52$0.44

Dividend yield

2.91%3.15%2.98%2.99%2.06%2.98%3.09%2.69%2.86%2.77%3.32%2.63%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Total International Stock Index Fund Investor 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$0.07$0.00$0.00$0.15$0.00$0.00$0.08$0.00$0.00$0.30
2023$0.00$0.00$0.03$0.00$0.00$0.19$0.00$0.00$0.09$0.00$0.00$0.27$0.59
2022$0.00$0.00$0.03$0.00$0.00$0.19$0.00$0.00$0.09$0.00$0.00$0.20$0.50
2021$0.00$0.00$0.05$0.00$0.00$0.16$0.00$0.00$0.11$0.00$0.00$0.30$0.61
2020$0.00$0.00$0.03$0.00$0.00$0.08$0.00$0.00$0.11$0.00$0.00$0.19$0.40
2019$0.00$0.00$0.05$0.00$0.00$0.19$0.00$0.00$0.09$0.00$0.00$0.20$0.53
2018$0.00$0.00$0.04$0.00$0.00$0.19$0.00$0.00$0.08$0.00$0.00$0.16$0.47
2017$0.00$0.00$0.05$0.00$0.00$0.18$0.00$0.00$0.09$0.00$0.00$0.17$0.49
2016$0.00$0.00$0.04$0.00$0.00$0.17$0.00$0.00$0.09$0.00$0.00$0.12$0.42
2015$0.00$0.00$0.05$0.00$0.00$0.17$0.00$0.00$0.07$0.00$0.00$0.11$0.40
2014$0.00$0.00$0.12$0.00$0.00$0.19$0.00$0.00$0.08$0.00$0.00$0.13$0.52
2013$0.04$0.00$0.00$0.19$0.00$0.00$0.07$0.00$0.00$0.14$0.44

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
-6.96%
-0.88%
VGTSX (Vanguard Total International Stock Index Fund Investor Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Total International Stock Index Fund Investor 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 Total International Stock Index Fund Investor Shares was 61.48%, occurring on Mar 9, 2009. Recovery took 2060 trading sessions.

The current Vanguard Total International Stock Index Fund Investor Shares drawdown is 6.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.48%Nov 1, 2007338Mar 9, 20092060May 15, 20172398
-49.74%Mar 29, 2000737Mar 12, 2003493Feb 25, 20051230
-35.93%Jan 29, 2018541Mar 23, 2020166Nov 16, 2020707
-29.61%Jun 15, 2021336Oct 12, 2022399May 15, 2024735
-24.68%Jul 21, 199855Oct 5, 199867Jan 6, 1999122

Volatility

Volatility Chart

The current Vanguard Total International Stock Index Fund Investor Shares volatility is 3.49%, 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
3.49%
3.96%
VGTSX (Vanguard Total International Stock Index Fund Investor Shares)
Benchmark (^GSPC)