MLI vs. VXUS

Last updated Jun 16, 2026

MLI (Mueller Industries, Inc.) is a stock, while VXUS (Vanguard Total International Stock ETF) is Global Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, MLI returned 26.81%/yr vs 10.23%/yr for VXUS. A 0.57 correlation means they provide meaningful diversification when combined.

Performance

MLI vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mueller Industries, Inc. (MLI) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MLI achieves a 20.69% return, which is significantly higher than VXUS's 15.42% return. Over the past 10 years, MLI has outperformed VXUS with an annualized return of 26.81%, while VXUS has yielded a comparatively lower 10.23% annualized return.

MLI

• 1D: -0.25%
• 1M: 1.23%
• YTD: 20.69%
• 6M: 20.88%
• 1Y: 87.45%
• 3Y*: 52.10%
• 5Y*: 45.38%
• 10Y*: 26.81%

VXUS

• 1D: 1.52%
• 1M: 4.66%
• YTD: 15.42%
• 6M: 16.87%
• 1Y: 32.10%
• 3Y*: 18.53%
• 5Y*: 8.83%
• 10Y*: 10.23%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MLI vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MLI Mueller Industries, Inc.	20.69%	46.29%	70.51%	62.38%	1.05%	70.95%	12.30%	37.79%	-33.10%	-2.76%
VXUS Vanguard Total International Stock ETF	15.42%	32.35%	5.08%	15.86%	-16.08%	8.98%	10.66%	21.75%	-14.43%	27.46%

Correlation

The correlation between MLI and VXUS is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (10Y) Calculated over the trailing 10-year period	0.53
Correlation (All Time) Calculated using the full available price history since Jan 28, 2011	0.57

The correlation between MLI and VXUS has been stable across timeframes, ranging from 0.49 to 0.57 - a consistent structural relationship.

Return for Risk

MLI vs. VXUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MLI

MLI Risk / Return Rank: 92
MLI Sharpe Ratio Rank: 95
MLI Sortino Ratio Rank: 93
MLI Omega Ratio Rank: 94
MLI Calmar Ratio Rank: 89
MLI Martin Ratio Rank: 89

VXUS

VXUS Risk / Return Rank: 67
VXUS Sharpe Ratio Rank: 69
VXUS Sortino Ratio Rank: 67
VXUS Omega Ratio Rank: 70
VXUS Calmar Ratio Rank: 63
VXUS Martin Ratio Rank: 67

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.

MLI vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mueller Industries, Inc. (MLI) and Vanguard Total International Stock ETF (VXUS). 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.

	MLI	VXUS	Difference
Sharpe ratio: Return per unit of total volatility	2.93	2.01	+0.92
Sortino ratio: Return per unit of downside risk	3.44	2.73	+0.71
Omega ratio: Gain probability vs. loss probability	1.50	1.37	+0.13
Calmar ratio: Return relative to maximum drawdown	3.94	2.86	+1.08
Martin ratio: Return relative to average drawdown	10.92	11.00	-0.07

MLI vs. VXUS - Sharpe Ratio Comparison

The current MLI Sharpe Ratio is 2.93, which is higher than the VXUS Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of MLI and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MLI vs. VXUS - Drawdown Comparison

The maximum MLI drawdown since its inception was -61.72%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for MLI and VXUS.

Drawdown Indicators

	MLI	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-61.72%	-35.97%	-25.75%
Max Drawdown (1Y) Largest decline over 1 year	-22.33%	-11.27%	-11.06%
Max Drawdown (3Y) Largest decline over 3 years	-27.79%	-13.58%	-14.21%
Max Drawdown (5Y) Largest decline over 5 years	-27.79%	-29.44%	+1.65%
Max Drawdown (10Y) Largest decline over 10 years	-52.95%	-35.97%	-16.98%
Current Drawdown Current decline from peak	-1.93%	0.00%	-1.93%
Average Drawdown Average peak-to-trough decline	-16.04%	-8.20%	-7.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.03%	2.93%	+5.10%

Volatility

MLI vs. VXUS - Volatility Comparison

Mueller Industries, Inc. (MLI) has a higher volatility of 10.51% compared to Vanguard Total International Stock ETF (VXUS) at 6.87%. This indicates that MLI's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MLI	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.51%	6.87%	+3.64%
Volatility (6M) Calculated over the trailing 6-month period	25.79%	14.09%	+11.70%
Volatility (1Y) Calculated over the trailing 1-year period	30.06%	16.11%	+13.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.07%	16.23%	+16.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.79%	17.21%	+18.58%

Dividends

MLI vs. VXUS - Dividend Comparison

MLI's dividend yield for the trailing twelve months is around 0.87%, less than VXUS's 2.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MLI Mueller Industries, Inc.	0.87%	0.87%	1.01%	1.27%	1.69%	0.88%	1.14%	1.26%	1.71%	9.60%	0.94%	1.11%
VXUS Vanguard Total International Stock ETF	2.63%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

Frequently Asked Questions

Can I hold both MLI and VXUS in my portfolio?

MLI and VXUS have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MLI or VXUS?

MLI has higher volatility (10.51%) compared to VXUS (6.87%). In terms of maximum drawdown, MLI dropped -61.72% vs VXUS's -35.97%.

Which has better risk-adjusted returns?

MLI currently has the higher Sharpe Ratio (2.93 vs 2.01), 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.