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ISIN
US9219096024
CUSIP
921909602
Issuer
Vanguard
Inception Date
Apr 29, 1996
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

VGTSX Performance Chart

Vanguard Total International Stock Index Fund Investor Shares (VGTSX) is up 15.6% since the beginning of the year. VGTSX is currently trading at $28 per share. Investors who bought $1,000 worth of VGTSX shares 5 years ago would now be looking at an investment worth $1,551.


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S&P 500 Index

Returns By Period

Vanguard Total International Stock Index Fund Investor Shares (VGTSX) has returned 15.59% so far this year and 33.92% over the past 12 months. Over the last ten years, VGTSX has returned 9.90% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Vanguard Total International Stock Index Fund Investor Shares

1D
1.37%
1M
3.12%
YTD
15.59%
6M
16.26%
1Y
33.92%
3Y*
18.51%
5Y*
9.18%
10Y*
9.90%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGTSX Monthly Returns History

Based on dividend-adjusted daily data since Apr 29, 1996, VGTSX's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, an investment would double in approximately 9.7 years.

Historically, 60% of months were positive and 40% were negative. The best month was May 2009 with a return of +14.4%, while the worst month was Oct 2008 at -22.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, VGTSX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +12.1%, while the worst single day was Mar 12, 2020 at -10.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.74%5.31%-8.64%8.16%3.75%1.26%15.59%
20253.32%1.79%0.27%3.11%4.62%3.88%-0.95%4.19%3.62%1.52%0.25%2.66%32.05%
2024-1.61%3.06%3.07%-2.27%4.02%-0.92%2.79%2.46%2.57%-4.71%-0.25%-2.58%5.30%
20238.40%-4.15%2.63%1.69%-3.38%4.37%3.89%-4.44%-3.32%-3.55%8.51%4.86%15.18%
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%

Benchmark Metrics

Vanguard Total International Stock Index Fund Investor Shares has an annualized alpha of -0.02%, beta of 0.76, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since April 29, 1996.

  • This fund participated in 96.97% of S&P 500 Index downside but only 85.96% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.02%
Beta
0.76
0.61
Upside Capture
85.96%
Downside Capture
96.97%

Expense Ratio

VGTSX has an expense ratio of 0.17%, which is considered low.


Return for Risk

Risk / Return Rank

VGTSX ranks 63 for risk / return — better than 63% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


VGTSX Risk / Return Rank: 6363
Overall Rank
VGTSX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
VGTSX Sortino Ratio Rank: 6060
Sortino Ratio Rank
VGTSX Omega Ratio Rank: 6565
Omega Ratio Rank
VGTSX Calmar Ratio Rank: 6464
Calmar Ratio Rank
VGTSX Martin Ratio Rank: 6161
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 Total International Stock Index Fund Investor Shares (VGTSX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VGTSXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

2.93

2.78

+0.14

Martin ratioReturn relative to average drawdown

11.39

12.44

-1.05

Dividends

Dividend History

Vanguard Total International Stock Index Fund Investor Shares provided a 2.42% dividend yield over the last twelve months, with an annual payout of $0.67 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%2.20%2.40%2.60%2.80%3.00%3.20%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.67$0.75$0.62$0.59$0.50$0.61$0.40$0.53$0.47$0.49$0.42$0.40

Dividend yield

2.42%3.08%3.26%3.16%2.98%2.99%2.05%2.98%3.09%2.68%2.86%2.77%

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
2026$0.00$0.00$0.02$0.00$0.00$0.12$0.13
2025$0.00$0.00$0.06$0.00$0.00$0.15$0.00$0.00$0.11$0.00$0.00$0.43$0.75
2024$0.00$0.00$0.07$0.00$0.00$0.15$0.00$0.00$0.08$0.00$0.00$0.32$0.62
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$0.18$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

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 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 2061 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-61.48%Mar 2009
1y 4mo8y 2mo
9y 6moNov 2007 - May 2017
2003 bear market2003
-50.61%Mar 2003
2y 11mo2y 4mo
5y 4moMar 2000 - Aug 2005
COVID crash2020
-35.93%Mar 2020
2y 1mo7mo 28d
2y 9moJan 2018 - Nov 2020
Bear market2022
-29.61%Oct 2022
1y 4mo1y 7mo
2y 11moJun 2021 - May 2024
1998 bear market1998
-24.68%Oct 1998
2mo 16d3mo 3d
5mo 19dJul 1998 - Jan 1999

Drawdown Indicators


VGTSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-61.48%

-56.78%

-4.70%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-9.10%

-2.19%

Max Drawdown (3Y)

Largest decline over 3 years

-13.11%

-18.90%

+5.79%

Max Drawdown (5Y)

Largest decline over 5 years

-29.56%

-25.43%

-4.13%

Max Drawdown (10Y)

Largest decline over 10 years

-35.93%

-33.92%

-2.01%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-13.95%

-10.71%

-3.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

2.03%

+0.87%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with VGTSX

Add Vanguard Total International Stock Index Fund Investor Shares to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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