IXUS vs. VAGVX
IXUS (iShares Core MSCI Total International Stock ETF) and VAGVX (Vanguard Advice Select Global Value Fund) are both Foreign Large Cap Equities funds. Over the past 3 years, IXUS returned 19.01%/yr vs 17.21%/yr for VAGVX. Their correlation of 0.90 suggests significant overlap in exposure. IXUS charges 0.07%/yr vs 0.40%/yr for VAGVX.
Performance
IXUS vs. VAGVX - Performance Comparison
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Returns By Period
In the year-to-date period, IXUS achieves a 12.74% return, which is significantly higher than VAGVX's 10.40% return.
IXUS
- 1D
- -3.08%
- 1M
- 0.45%
- YTD
- 12.74%
- 6M
- 12.52%
- 1Y
- 29.41%
- 3Y*
- 19.01%
- 5Y*
- 8.29%
- 10Y*
- 10.21%
VAGVX
- 1D
- -0.51%
- 1M
- 1.31%
- YTD
- 10.40%
- 6M
- 9.85%
- 1Y
- 29.27%
- 3Y*
- 17.21%
- 5Y*
- —
- 10Y*
- —
IXUS vs. VAGVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IXUS iShares Core MSCI Total International Stock ETF | 12.74% | 32.40% | 5.19% | 15.83% | -16.47% | -2.48% |
VAGVX Vanguard Advice Select Global Value Fund | 10.40% | 24.78% | 8.69% | 12.39% | -5.95% | -0.55% |
Correlation
The correlation between IXUS and VAGVX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | 0.90 |
The correlation between IXUS and VAGVX has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.
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Return for Risk
IXUS vs. VAGVX — Risk / Return Rank
IXUS
VAGVX
IXUS vs. VAGVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Total International Stock ETF (IXUS) and Vanguard Advice Select Global Value Fund (VAGVX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| IXUS | VAGVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.39 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 3.11 | -0.51 |
| Martin ratioReturn relative to average drawdown | 10.00 | 12.70 | -2.70 |
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Drawdowns
IXUS vs. VAGVX - Drawdown Comparison
The maximum IXUS drawdown since its inception was -36.22%, which is greater than VAGVX's maximum drawdown of -20.54%. Use the drawdown chart below to compare losses from any high point for IXUS and VAGVX.
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Drawdown Indicators
| IXUS | VAGVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.22% | -20.54% | -15.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -9.71% | -1.65% |
Max Drawdown (3Y)Largest decline over 3 years | -13.75% | -15.23% | +1.48% |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.22% | — | — |
Current DrawdownCurrent decline from peak | -3.08% | -1.51% | -1.57% |
Average DrawdownAverage peak-to-trough decline | -7.48% | -4.06% | -3.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.37% | +0.58% |
Volatility
IXUS vs. VAGVX - Volatility Comparison
iShares Core MSCI Total International Stock ETF (IXUS) has a higher volatility of 7.22% compared to Vanguard Advice Select Global Value Fund (VAGVX) at 4.64%. This indicates that IXUS's price experiences larger fluctuations and is considered to be riskier than VAGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IXUS | VAGVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.22% | 4.64% | +2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 14.64% | 10.57% | +4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.56% | 13.54% | +3.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.45% | 15.57% | +0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 15.57% | +1.40% |
IXUS vs. VAGVX - Expense Ratio Comparison
IXUS has a 0.07% expense ratio, which is lower than VAGVX's 0.40% expense ratio.
Dividends
IXUS vs. VAGVX - Dividend Comparison
IXUS's dividend yield for the trailing twelve months is around 2.98%, less than VAGVX's 6.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXUS iShares Core MSCI Total International Stock ETF | 2.98% | 3.24% | 3.33% | 3.13% | 2.48% | 3.12% | 1.85% | 3.09% | 3.00% | 2.41% | 2.58% | 2.81% |
VAGVX Vanguard Advice Select Global Value Fund | 6.85% | 7.56% | 7.49% | 1.41% | 0.65% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IXUS and VAGVX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IXUS has higher volatility (7.22%) compared to VAGVX (4.64%). In terms of maximum drawdown, IXUS dropped -36.22% vs VAGVX's -20.54%.
VAGVX currently has the higher Sharpe Ratio (2.23 vs 1.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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