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ISIN
US92203J1007
CUSIP
92203J100
Issuer
Vanguard
Inception Date
May 30, 2013
Category
Global Bonds
Min. Investment
$3,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

VTIBX Performance Chart

Vanguard Total International Bond Index Fund (VTIBX) is up 1.0% since the beginning of the year. VTIBX is currently trading at $10 per share. Investors who bought $1,000 worth of VTIBX shares 5 years ago would now be looking at an investment worth $1,021.


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S&P 500 Index

Returns By Period

Vanguard Total International Bond Index Fund (VTIBX) has returned 1.02% so far this year and 2.35% over the past 12 months. Over the last ten years, VTIBX has returned 1.71% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Vanguard Total International Bond Index Fund

1D
0.00%
1M
1.07%
YTD
1.02%
6M
1.44%
1Y
2.35%
3Y*
4.37%
5Y*
0.42%
10Y*
1.71%

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)

VTIBX Monthly Returns History

Based on dividend-adjusted daily data since Jun 4, 2013, VTIBX's average daily return is +0.01%, while the average monthly return is +0.20%. At this rate, an investment would double in approximately 28.9 years.

Historically, 60% of months were positive and 40% were negative. The best month was Jul 2022 with a return of +3.3%, while the worst month was Aug 2022 at -3.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 7 months.

On a daily basis, VTIBX closed higher 43% of trading days. The best single day was Mar 13, 2023 with a return of +1.4%, while the worst single day was Mar 18, 2020 at -1.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.31%1.57%-2.34%0.23%0.96%0.34%1.02%
20250.20%0.70%-1.10%1.65%0.01%0.41%0.01%-0.09%0.62%1.03%-0.20%-0.26%2.98%
2024-0.44%-0.54%1.00%-1.35%0.19%0.60%2.16%0.50%1.40%-0.52%1.50%-0.67%3.84%
20232.56%-1.22%2.34%0.14%0.04%-0.05%-0.04%0.16%-1.69%-0.04%3.22%3.27%8.86%
2022-1.41%-1.41%-2.27%-2.51%-1.00%-1.70%3.33%-3.73%-2.85%0.53%2.42%-2.94%-12.97%
2021-0.44%-1.90%-0.02%-0.20%0.07%0.42%1.47%-0.37%-1.07%-0.55%1.12%-0.77%-2.27%

Benchmark Metrics

Vanguard Total International Bond Index Fund has an annualized alpha of 2.40%, beta of 0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since June 04, 2013.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (10.51%) than losses (7.52%) - typical of diversified or defensive assets.
  • Beta of 0.00 may look defensive, but with R2 of 0.00 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.00 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.40%
Beta
0.00
0.00
Upside Capture
10.51%
Downside Capture
7.52%

Expense Ratio

VTIBX has an expense ratio of 0.13%, which is considered low.


Return for Risk

Risk / Return Rank

VTIBX ranks 8 for risk / return — in the bottom 8% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


VTIBX Risk / Return Rank: 88
Overall Rank
VTIBX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VTIBX Sortino Ratio Rank: 99
Sortino Ratio Rank
VTIBX Omega Ratio Rank: 88
Omega Ratio Rank
VTIBX Calmar Ratio Rank: 88
Calmar Ratio Rank
VTIBX Martin Ratio Rank: 88
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 Bond Index Fund (VTIBX) 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.


VTIBXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.32

Sortino ratioReturn per unit of downside risk

-1.73

Omega ratioGain probability vs. loss probability

1.13

1.37

-0.24

Calmar ratioReturn relative to maximum drawdown

0.76

2.78

-2.02

Martin ratioReturn relative to average drawdown

2.06

12.44

-10.38

Dividends

Dividend History

Vanguard Total International Bond Index Fund provided a 4.41% dividend yield over the last twelve months, with an annual payout of $0.43 per share.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%$0.00$0.10$0.20$0.30$0.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.43$0.42$0.42$0.43$0.13$0.41$0.12$0.38$0.32$0.24$0.19$0.17

Dividend yield

4.41%4.33%4.31%4.37%1.41%3.68%1.06%3.36%2.98%2.21%1.76%1.61%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Total International Bond Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.02$0.02$0.02$0.02$0.02$0.11
2025$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.19$0.42
2024$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.04$0.02$0.20$0.42
2023$0.01$0.01$0.01$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.27$0.43
2022$0.00$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.04$0.13
2021$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.32$0.41

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 Bond Index Fund. 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 Bond Index Fund was 16.15%, occurring on Oct 21, 2022. Recovery took 831 trading sessions.

The current Vanguard Total International Bond Index Fund drawdown is 0.85%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-16.15%Oct 2022
1y 10mo3y 4mo
5y 2moDec 2020 - Feb 2026
COVID crash2020
-4.71%Mar 2020
9d4mo 14d
4mo 23dMar 2020 - Jul 2020
2015 pullback2015
-3.76%Jun 2015
1mo 25d7mo 23d
9mo 18dApr 2015 - Jan 2016
2017 pullback2017
-3.53%Feb 2017
5mo 20d10mo 3d
1y 3moAug 2016 - Dec 2017
2026 pullback2026
-2.95%Mar 2026
25d
3mo 23dMar 2026 - now

Drawdown Indicators


VTIBXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-16.15%

-56.78%

+40.63%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-9.10%

+6.15%

Max Drawdown (3Y)

Largest decline over 3 years

-2.95%

-18.90%

+15.95%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-25.43%

+9.62%

Max Drawdown (10Y)

Largest decline over 10 years

-16.15%

-33.92%

+17.77%

Current Drawdown

Current decline from peak

-0.85%

-1.80%

+0.95%

Average Drawdown

Average peak-to-trough decline

-3.07%

-10.71%

+7.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

2.03%

-0.94%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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