RWIIX vs. VIHAX
RWIIX (Redwood AlphaFactor Tactical International Fund) and VIHAX (Vanguard International High Dividend Yield Index Fund Admiral Shares) are both mutual funds - RWIIX is a Foreign Large Cap Equities fund managed by Redwood, while VIHAX is a Large Cap Value Equities fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 5 years, RWIIX returned 2.06%/yr vs 14.01%/yr for VIHAX. Their 0.62 correlation means they have sometimes moved together and sometimes differently. RWIIX charges 1.22%/yr vs 0.16%/yr for VIHAX.
Performance
RWIIX vs. VIHAX - Performance Comparison
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Returns By Period
In the year-to-date period, RWIIX achieves a 7.94% return, which is significantly lower than VIHAX's 17.32% return.
RWIIX
- 1D
- -0.07%
- 1M
- 1.82%
- 6M
- 3.63%
- YTD
- 7.94%
- 1Y
- 18.61%
- 3Y*
- 3.32%
- 5Y*
- 2.06%
- 10Y*
- —
- ALL TIME*
- 3.76%
VIHAX
- 1D
- -0.62%
- 1M
- 4.34%
- 6M
- 10.32%
- YTD
- 17.32%
- 1Y
- 34.48%
- 3Y*
- 21.86%
- 5Y*
- 14.01%
- 10Y*
- 11.24%
- ALL TIME*
- 11.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RWIIX vs. VIHAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RWIIX Redwood AlphaFactor Tactical International Fund | 7.94% | 7.87% | -6.03% | 9.07% | -11.57% | 10.68% | 14.57% | 4.58% | -2.46% | 0.62% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 17.32% | 38.01% | 6.96% | 16.81% | -6.88% | 15.01% | -0.73% | 20.03% | -12.38% | 0.87% |
Correlation
The correlation between RWIIX and VIHAX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Dec 26, 2017 | 0.62 |
The correlation between RWIIX and VIHAX shifts across timeframes, from 0.62 (all time) to 0.77 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
RWIIX vs. VIHAX — Risk / Return Rank
RWIIX
VIHAX
RWIIX vs. VIHAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Redwood AlphaFactor Tactical International Fund (RWIIX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.
| RWIIX | VIHAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.53 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | 3.63 | -1.00 |
| Martin ratioReturn relative to average drawdown | 6.40 | 13.90 | -7.50 |
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Drawdowns
RWIIX vs. VIHAX - Drawdown Comparison
The maximum RWIIX drawdown since its inception was -20.34%, smaller than the maximum VIHAX drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for RWIIX and VIHAX.
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Drawdown Indicators
| RWIIX | VIHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.34% | -38.80% | +18.46% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -9.53% | +2.59% |
Max Drawdown (3Y)Largest decline over 3 years | -20.34% | -12.29% | -8.05% |
Max Drawdown (5Y)Largest decline over 5 years | -20.34% | -23.92% | +3.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.80% | — |
Current DrawdownCurrent decline from peak | -1.96% | -0.62% | -1.34% |
Average DrawdownAverage peak-to-trough decline | -7.73% | -5.94% | -1.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.49% | +0.37% |
Volatility
RWIIX vs. VIHAX - Volatility Comparison
The current volatility for Redwood AlphaFactor Tactical International Fund (RWIIX) is 3.06%, while Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) has a volatility of 3.46%. This indicates that RWIIX experiences smaller price fluctuations and is considered to be less risky than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RWIIX | VIHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 3.46% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 10.28% | -0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.63% | 12.13% | -0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.70% | 13.76% | -2.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.98% | 15.55% | -4.57% |
RWIIX vs. VIHAX - Expense Ratio Comparison
RWIIX has a 1.22% expense ratio, which is higher than VIHAX's 0.16% expense ratio.
Dividends
RWIIX vs. VIHAX - Dividend Comparison
RWIIX's dividend yield for the trailing twelve months is around 8.09%, more than VIHAX's 3.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
RWIIX Redwood AlphaFactor Tactical International Fund | 8.09% | 8.74% | 0.00% | 6.82% | 1.72% | 14.15% | 6.51% | 1.84% | 0.86% | 0.02% | 0.00% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 3.45% | 3.69% | 4.85% | 4.58% | 4.70% | 4.30% | 3.22% | 5.63% | 4.28% | 3.16% | 2.37% |
Frequently Asked Questions
RWIIX and VIHAX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIHAX has higher volatility (3.46%) compared to RWIIX (3.06%). In terms of maximum drawdown, RWIIX dropped -20.34% vs VIHAX's -38.80%.
VIHAX currently has the higher Sharpe Ratio (2.86 vs 1.58), 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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