STEZX vs. VTPSX
STEZX (AB International Strategic Equities Portfolio) and VTPSX (Vanguard Total International Stock Index Fund Institutional Plus Shares) are both Foreign Large Cap Equities funds. Over the past 10 years, STEZX returned 10.40%/yr vs 9.42%/yr for VTPSX. Their 0.96 correlation means they have historically moved very closely together. STEZX charges 0.71%/yr vs 0.05%/yr for VTPSX.
Performance
STEZX vs. VTPSX - Performance Comparison
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Returns By Period
In the year-to-date period, STEZX achieves a 16.79% return, which is significantly higher than VTPSX's 12.79% return. Over the past 10 years, STEZX has outperformed VTPSX with an annualized return of 10.40%, while VTPSX has yielded a comparatively lower 9.42% annualized return.
STEZX
- 1D
- 3.57%
- 1M
- -1.41%
- 6M
- 8.02%
- YTD
- 16.79%
- 1Y
- 35.69%
- 3Y*
- 24.09%
- 5Y*
- 12.27%
- 10Y*
- 10.40%
- ALL TIME*
- 10.26%
VTPSX
- 1D
- 2.74%
- 1M
- 0.11%
- 6M
- 6.67%
- YTD
- 12.79%
- 1Y
- 27.73%
- 3Y*
- 16.83%
- 5Y*
- 8.85%
- 10Y*
- 9.42%
- ALL TIME*
- 7.01%
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 |
STEZX vs. VTPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STEZX AB International Strategic Equities Portfolio | 16.79% | 43.11% | 12.75% | 13.56% | -17.62% | 10.32% | 4.38% | 19.93% | -14.94% | 29.96% |
VTPSX Vanguard Total International Stock Index Fund Institutional Plus Shares | 12.79% | 32.25% | 5.39% | 15.31% | -15.99% | 8.64% | 11.29% | 21.57% | -14.40% | 27.56% |
Correlation
The correlation between STEZX and VTPSX is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.96 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.96 |
The correlation between STEZX and VTPSX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.
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Return for Risk
STEZX vs. VTPSX — Risk / Return Rank
STEZX
VTPSX
STEZX vs. VTPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB International Strategic Equities Portfolio (STEZX) and Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX). 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.
| STEZX | VTPSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.31 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 2.33 | +0.54 |
| Martin ratioReturn relative to average drawdown | 10.49 | 8.66 | +1.83 |
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Drawdowns
STEZX vs. VTPSX - Drawdown Comparison
The maximum STEZX drawdown since its inception was -36.51%, roughly equal to the maximum VTPSX drawdown of -35.77%. Use the drawdown chart below to compare losses from any high point for STEZX and VTPSX.
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Drawdown Indicators
| STEZX | VTPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.51% | -35.77% | -0.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.02% | -11.29% | -0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -14.01% | -13.14% | -0.87% |
Max Drawdown (5Y)Largest decline over 5 years | -29.85% | -29.49% | -0.36% |
Max Drawdown (10Y)Largest decline over 10 years | -36.51% | -35.77% | -0.74% |
Current DrawdownCurrent decline from peak | -5.32% | -2.62% | -2.70% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -7.99% | +0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 3.03% | +0.25% |
Volatility
STEZX vs. VTPSX - Volatility Comparison
AB International Strategic Equities Portfolio (STEZX) has a higher volatility of 7.32% compared to Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) at 5.43%. This indicates that STEZX's price experiences larger fluctuations and is considered to be riskier than VTPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STEZX | VTPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.32% | 5.43% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 17.27% | 14.11% | +3.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.28% | 15.97% | +3.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.93% | 15.36% | +1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 15.82% | +0.51% |
STEZX vs. VTPSX - Expense Ratio Comparison
STEZX has a 0.71% expense ratio, which is higher than VTPSX's 0.05% expense ratio.
Dividends
STEZX vs. VTPSX - Dividend Comparison
STEZX's dividend yield for the trailing twelve months is around 10.75%, more than VTPSX's 2.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STEZX AB International Strategic Equities Portfolio | 10.75% | 12.56% | 2.45% | 3.08% | 4.12% | 5.96% | 1.29% | 2.05% | 3.23% | 2.92% | 1.72% | 0.00% |
VTPSX Vanguard Total International Stock Index Fund Institutional Plus Shares | 2.59% | 3.18% | 3.37% | 3.25% | 3.09% | 3.09% | 2.13% | 3.08% | 3.20% | 2.77% | 2.97% | 2.89% |
Frequently Asked Questions
With a correlation of 0.96, STEZX and VTPSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
STEZX has higher volatility (7.32%) compared to VTPSX (5.43%). In terms of maximum drawdown, STEZX dropped -36.51% vs VTPSX's -35.77%.
STEZX currently has the higher Sharpe Ratio (1.79 vs 1.65), 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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