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

Fund Info

ISINUS9219097766
CUSIP921909776
IssuerVanguard
Inception DateNov 30, 2010
CategoryForeign Large Cap Equities
Min. Investment$100,000,000
Home Pageadvisors.vanguard.com
Asset ClassEquity

Expense Ratio

VTPSX has an expense ratio of 0.07%, which is considered low compared to other funds.


Expense ratio chart for VTPSX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

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: VTPSX vs. VEMIX, VTPSX vs. VWILX, VTPSX vs. VTIAX, VTPSX vs. VTSNX, VTPSX vs. VXUS, VTPSX vs. FSPSX, VTPSX vs. VESIX, VTPSX vs. VTSAX, VTPSX vs. MIEIX, VTPSX vs. VEA

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Total International Stock 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%MayJuneJulyAugustSeptemberOctober
7.18%
10.39%
VTPSX (Vanguard Total International Stock Index Fund Institutional Plus Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard Total International Stock Index Fund Institutional Plus Shares had a return of 12.11% year-to-date (YTD) and 24.53% in the last 12 months. Over the past 10 years, Vanguard Total International Stock Index Fund Institutional Plus Shares had an annualized return of 5.85%, while the S&P 500 had an annualized return of 11.71%, indicating that Vanguard Total International Stock Index Fund Institutional Plus Shares did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date12.11%20.57%
1 month5.03%6.34%
6 months7.18%10.39%
1 year24.53%32.65%
5 years (annualized)7.68%14.43%
10 years (annualized)5.85%11.71%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.80%3.10%3.04%-2.24%4.01%-0.88%2.79%2.47%2.57%12.11%
20238.43%-4.15%2.63%1.75%-3.39%4.39%3.87%-4.41%-3.32%-3.51%8.47%5.07%15.52%
2022-2.84%-2.96%-0.38%-6.28%1.43%-8.33%3.67%-4.08%-10.02%3.42%13.38%-2.18%-15.99%
2021-0.11%2.31%1.72%2.80%3.15%-0.49%-1.28%1.75%-3.42%2.64%-4.39%4.05%8.64%
2020-3.31%-6.72%-16.06%8.03%4.84%4.28%4.08%4.31%-1.92%-2.25%13.00%5.83%11.29%
20197.63%1.71%0.72%2.75%-5.51%5.84%-1.92%-2.31%2.69%3.44%1.11%4.27%21.57%
20185.59%-5.12%-0.63%0.80%-1.91%-2.08%2.52%-2.21%0.29%-8.32%1.24%-4.84%-14.40%
20173.94%1.47%2.83%2.22%3.01%0.51%3.44%0.64%1.79%1.94%0.79%2.07%27.56%
2016-5.64%-2.24%8.25%2.22%-0.99%-0.97%4.44%0.70%1.42%-1.75%-2.16%2.04%4.71%
20150.18%5.49%-1.52%5.09%-0.95%-2.68%-0.79%-7.27%-3.90%6.28%-1.32%-2.03%-4.23%
2014-4.75%5.42%0.41%1.30%1.90%1.74%-1.57%1.06%-5.02%-0.27%-0.28%-3.64%-4.14%
20133.35%-1.20%0.87%3.51%-2.96%-3.74%4.59%-1.66%7.21%3.46%0.10%1.27%15.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VTPSX is 41, 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 VTPSX is 4141
VTPSX (Vanguard Total International Stock Index Fund Institutional Plus Shares)
The Sharpe Ratio Rank of VTPSX is 3636Sharpe Ratio Rank
The Sortino Ratio Rank of VTPSX is 3737Sortino Ratio Rank
The Omega Ratio Rank of VTPSX is 3434Omega Ratio Rank
The Calmar Ratio Rank of VTPSX is 5151Calmar Ratio Rank
The Martin Ratio Rank of VTPSX is 4646Martin 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 Institutional Plus Shares (VTPSX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VTPSX
Sharpe ratio
The chart of Sharpe ratio for VTPSX, currently valued at 1.98, compared to the broader market0.002.004.001.98
Sortino ratio
The chart of Sortino ratio for VTPSX, currently valued at 2.79, compared to the broader market0.005.0010.002.79
Omega ratio
The chart of Omega ratio for VTPSX, currently valued at 1.35, compared to the broader market1.002.003.004.001.35
Calmar ratio
The chart of Calmar ratio for VTPSX, currently valued at 1.33, compared to the broader market0.005.0010.0015.0020.0025.001.33
Martin ratio
The chart of Martin ratio for VTPSX, currently valued at 12.21, compared to the broader market0.0020.0040.0060.0080.00100.0012.21
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.68, compared to the broader market0.002.004.002.68
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.58, compared to the broader market0.005.0010.003.58
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.49, compared to the broader market1.002.003.004.001.49
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.36, compared to the broader market0.005.0010.0015.0020.0025.002.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.32, compared to the broader market0.0020.0040.0060.0080.00100.0016.32

Sharpe Ratio

The current Vanguard Total International Stock Index Fund Institutional Plus Shares Sharpe ratio is 1.98. 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 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 Ratio0.501.001.502.002.50MayJuneJulyAugustSeptemberOctober
1.98
2.68
VTPSX (Vanguard Total International Stock Index Fund Institutional Plus Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Total International Stock Index Fund Institutional Plus Shares granted a 2.86% dividend yield in the last twelve months. The annual payout for that period amounted to $3.93 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.93$4.05$3.44$4.22$2.77$3.67$3.25$3.38$2.93$2.80$3.58$3.07

Dividend yield

2.86%3.25%3.09%3.09%2.13%3.08%3.20%2.77%2.97%2.89%3.44%2.74%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Total International Stock 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$0.48$0.00$0.00$1.04$0.00$0.00$0.59$0.00$2.11
2023$0.00$0.00$0.26$0.00$0.00$1.33$0.00$0.00$0.63$0.00$0.00$1.82$4.05
2022$0.00$0.00$0.22$0.00$0.00$1.27$0.00$0.00$0.60$0.00$0.00$1.35$3.44
2021$0.00$0.00$0.33$0.00$0.00$1.11$0.00$0.00$0.76$0.00$0.00$2.02$4.22
2020$0.00$0.00$0.23$0.00$0.00$0.54$0.00$0.00$0.73$0.00$0.00$1.27$2.77
2019$0.00$0.00$0.36$0.00$0.00$1.32$0.00$0.00$0.65$0.00$0.00$1.35$3.67
2018$0.00$0.00$0.32$0.00$0.00$1.28$0.00$0.00$0.58$0.00$0.00$1.06$3.25
2017$0.00$0.00$0.36$0.00$0.00$1.21$0.00$0.00$0.65$0.00$0.00$1.17$3.38
2016$0.00$0.00$0.32$0.00$0.00$1.17$0.00$0.00$0.60$0.00$0.00$0.85$2.93
2015$0.00$0.00$0.36$0.00$0.00$1.19$0.00$0.00$0.50$0.00$0.00$0.77$2.80
2014$0.00$0.00$0.80$0.00$0.00$1.31$0.00$0.00$0.60$0.00$0.00$0.87$3.58
2013$0.28$0.00$0.00$1.30$0.00$0.00$0.50$0.00$0.00$1.00$3.07

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%MayJuneJulyAugustSeptemberOctober
-2.07%
-0.20%
VTPSX (Vanguard Total International Stock Index Fund Institutional Plus Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Total International Stock 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 Total International Stock Index Fund Institutional Plus Shares was 35.77%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

The current Vanguard Total International Stock Index Fund Institutional Plus Shares drawdown is 2.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.77%Jan 29, 2018541Mar 23, 2020166Nov 16, 2020707
-29.54%Jun 15, 2021338Oct 14, 2022396May 14, 2024734
-26.59%May 2, 2011108Oct 3, 2011396May 3, 2013504
-24.7%Jul 7, 2014405Feb 11, 2016307May 2, 2017712
-11.03%May 22, 201323Jun 24, 201355Sep 11, 201378

Volatility

Volatility Chart

The current Vanguard Total International Stock Index Fund Institutional Plus Shares volatility is 4.05%, 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%MayJuneJulyAugustSeptemberOctober
4.05%
2.91%
VTPSX (Vanguard Total International Stock Index Fund Institutional Plus Shares)
Benchmark (^GSPC)