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TGLB vs. VXUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGLB vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Equity ETF (TGLB) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TGLB achieves a 8.79% return, which is significantly lower than VXUS's 10.17% return.


TGLB

1D
-3.09%
1M
0.39%
YTD
8.79%
6M
8.19%
1Y
3Y*
5Y*
10Y*

VXUS

1D
-3.73%
1M
-3.02%
YTD
10.17%
6M
12.29%
1Y
26.30%
3Y*
17.71%
5Y*
7.67%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGLB vs. VXUS - Yearly Performance Comparison


Correlation

The correlation between TGLB and VXUS is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.80

TGLB vs. VXUS - Sectors Allocation Comparison


Sectors
TGLB
VXUS

Technology

32.3%
18.1%

Financial Services

15.7%
22.3%

Communication Services

9.0%
4.4%

Consumer Cyclical

8.4%
8.4%

Industrials

6.5%
16.1%

Basic Materials

6.0%
7.6%

Energy

3.5%
5.2%

Healthcare

3.1%
7.1%

Consumer Defensive

1.1%
5.0%

Utilities

0.9%
3.2%

Real Estate

-

2.6%

Technology

TGLB
32.3%
VXUS
18.1%

Financial Services

TGLB
15.7%
VXUS
22.3%

Communication Services

TGLB
9.0%
VXUS
4.4%

Consumer Cyclical

TGLB
8.4%
VXUS
8.4%

Industrials

TGLB
6.5%
VXUS
16.1%

Basic Materials

TGLB
6.0%
VXUS
7.6%

Energy

TGLB
3.5%
VXUS
5.2%

Healthcare

TGLB
3.1%
VXUS
7.1%

Consumer Defensive

TGLB
1.1%
VXUS
5.0%

Utilities

TGLB
0.9%
VXUS
3.2%

Real Estate

TGLB

-

VXUS
2.6%

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Return for Risk

TGLB vs. VXUS — Risk / Return Rank

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

TGLB

VXUS
VXUS Risk / Return Rank: 5050
Overall Rank
VXUS Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 4747
Sortino Ratio Rank
VXUS Omega Ratio Rank: 5151
Omega Ratio Rank
VXUS Calmar Ratio Rank: 4848
Calmar Ratio Rank
VXUS Martin Ratio Rank: 5454
Martin Ratio Rank
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.

TGLB vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Equity ETF (TGLB) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TGLB vs. VXUS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TGLBVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.37

+0.58

Drawdowns

TGLB vs. VXUS - Drawdown Comparison

The maximum TGLB drawdown since its inception was -9.78%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for TGLB and VXUS.


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Drawdown Indicators


TGLBVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-9.78%

-35.97%

+26.19%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

Max Drawdown (3Y)

Largest decline over 3 years

-13.58%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

Current Drawdown

Current decline from peak

-3.48%

-4.52%

+1.04%

Average Drawdown

Average peak-to-trough decline

-1.80%

-8.21%

+6.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

Volatility

TGLB vs. VXUS - Volatility Comparison


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Volatility by Period


TGLBVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

Volatility (1Y)

Calculated over the trailing 1-year period

14.06%

15.67%

-1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

16.12%

-2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.06%

17.19%

-3.13%

TGLB vs. VXUS - Expense Ratio Comparison

TGLB has a 0.46% expense ratio, which is higher than VXUS's 0.05% expense ratio.


Dividends

TGLB vs. VXUS - Dividend Comparison

TGLB's dividend yield for the trailing twelve months is around 0.18%, less than VXUS's 2.75% yield.


PositionTTM20252024202320222021202020192018201720162015
TGLB
T. Rowe Price Global Equity ETF
0.18%0.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
2.75%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


TGLB and VXUS have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VXUS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VXUS is cheaper with a 0.05% expense ratio, compared with 0.46% for TGLB.

VXUS has the higher dividend yield at 2.75%, compared with 0.18% for TGLB.

They also come from different issuers: T. Rowe Price and Vanguard. Their fees differ too: 0.46% for TGLB and 0.05% for VXUS.

Portfolio Optimizer

Find the right allocation for TGLB and VXUS

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