- Issuer
- Vanguard
- Inception Date
- Feb 17, 2021
- Category
- Global Bonds
- Min. Investment
- $5,000,000
- Index Tracked
- Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index Hedged
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
VTIIX Performance Chart
Vanguard Total International Bond II Index Fund Investor Class (VTIIX) is up 0.1% since the beginning of the year. VTIIX is currently trading at $9 per share. Investors who bought $1,000 worth of VTIIX shares 5 years ago would now be looking at an investment worth $994.
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Compare this symbol against anything
Returns By Period
Vanguard Total International Bond II Index Fund Investor Class (VTIIX) has returned 0.09% so far this year and 1.11% over the past 12 months.
Vanguard Total International Bond II Index Fund Investor Class
- 1D
- -0.12%
- 1M
- -0.91%
- 6M
- -0.25%
- YTD
- 0.09%
- 1Y
- 1.11%
- 3Y*
- 4.01%
- 5Y*
- -0.12%
- 10Y*
- —
- ALL TIME*
- 0.11%
Benchmark (S&P 500 Index)
- 1D
- 1.48%
- 1M
- 1.57%
- 6M
- 8.95%
- YTD
- 11.03%
- 1Y
- 21.84%
- 3Y*
- 19.28%
- 5Y*
- 11.54%
- 10Y*
- 13.29%
- ALL TIME*
- 8.11%
VTIIX Monthly Returns History
Based on dividend-adjusted daily data since Mar 2, 2021, VTIIX's average daily return is 0.00%, while the average monthly return is +0.02%. At this rate, an investment would double in approximately 288.8 years.
Historically, 51% of months were positive and 49% 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 5 consecutive months, and the longest losing streak was 7 months.
On a daily basis, VTIIX closed higher 41% of trading days. The best single day was Mar 13, 2023 with a return of +1.4%, while the worst single day was Jun 13, 2022 at -1.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.46% | 1.47% | -2.27% | 0.23% | 0.92% | 0.46% | -1.14% | 0.09% | |||||
| 2025 | 0.20% | 0.75% | -1.13% | 1.69% | -0.01% | 0.43% | -0.01% | -0.01% | 0.54% | 1.00% | -0.12% | -0.39% | 2.95% |
| 2024 | -0.51% | -0.40% | 0.97% | -1.28% | 0.19% | 0.53% | 2.13% | 0.53% | 1.41% | -0.50% | 1.41% | -0.69% | 3.82% |
| 2023 | 2.45% | -1.26% | 2.33% | 0.24% | 0.02% | -0.08% | 0.15% | 0.04% | -1.66% | -0.07% | 3.18% | 3.21% | 8.72% |
| 2022 | -1.47% | -1.39% | -2.34% | -2.50% | -1.03% | -1.70% | 3.32% | -3.72% | -2.85% | 0.45% | 2.54% | -2.94% | -13.03% |
| 2021 | -0.57% | -0.17% | 0.02% | 0.42% | 1.53% | -0.47% | -1.06% | -0.57% | 1.14% | -0.77% | -0.52% |
Benchmark Metrics
Vanguard Total International Bond II Index Fund Investor Class has an annualized alpha of -0.20%, beta of 0.03, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since March 02, 2021.
- This fund participated in 30.42% of S&P 500 Index downside but only 12.59% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.03 may look defensive, but with R2 of 0.01 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 0.01 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
- -0.20%
- Beta
- 0.03
- R²
- 0.01
- Upside Capture
- 12.59%
- Downside Capture
- 30.42%
Expense Ratio
VTIIX has an expense ratio of 0.11%, which is considered low.
Return for Risk
Risk / Return Rank
VTIIX ranks 8 for risk / return — above 8% of mutual funds peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Vanguard Total International Bond II Index Fund Investor Class (VTIIX) 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.
| VTIIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.31 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 2.41 | -2.03 |
| Martin ratioReturn relative to average drawdown | 0.95 | 10.22 | -9.27 |
Dividends
Dividend History
Vanguard Total International Bond II Index Fund Investor Class provided a 4.14% dividend yield over the last twelve months, with an annual payout of $0.36 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.36 | $0.37 | $0.40 | $0.37 | $0.08 | $0.06 |
Dividend yield | 4.14% | 4.21% | 4.46% | 4.16% | 0.89% | 0.58% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard Total International Bond II Index Fund Investor Class. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.12 | |||||
| 2025 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.16 | $0.37 |
| 2024 | $0.01 | $0.01 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.03 | $0.02 | $0.20 | $0.40 |
| 2023 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.24 | $0.37 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.08 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.06 |
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 II Index Fund Investor Class. 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 II Index Fund Investor Class was 15.95%, occurring on Oct 21, 2022. Recovery took 829 trading sessions.
The current Vanguard Total International Bond II Index Fund Investor Class drawdown is 1.81%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-15.95%Oct 2022 | 1y 2mo | 3y 3mo | 4y 6moAug 2021 - Feb 2026 | Bear market2022 |
-2.94%Mar 2026 | 25d | — | 5mo 5dMar 2026 - now | — |
-1.24%May 2021 | 2mo 11d | 1mo 24d | 4mo 5dMar 2021 - Jul 2021 | — |
-0.20%Jul 2021 | 1d | 1d | 1dJul 2021 - Jul 2021 | — |
-0.11%Feb 2026 | 1d | 1d | 1dFeb 2026 - Feb 2026 | — |
Drawdown Indicators
| VTIIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.95% | -56.78% | +40.83% |
Max Drawdown (1Y)Largest decline over 1 year | -2.94% | -9.10% | +6.16% |
Max Drawdown (3Y)Largest decline over 3 years | -2.94% | -18.90% | +15.96% |
Max Drawdown (5Y)Largest decline over 5 years | -15.95% | -25.43% | +9.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.81% | -0.12% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -5.90% | -10.70% | +4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 2.14% | -0.97% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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