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TOUS vs. VXUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TOUS vs. VXUS - Performance Comparison

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

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TOUS vs. VXUS - Yearly Performance Comparison


2026 (YTD)202520242023
TOUS
T. Rowe Price International Equity ETF
0.12%34.00%3.63%3.38%
VXUS
Vanguard Total International Stock ETF
2.32%32.35%5.08%3.51%

Returns By Period

In the year-to-date period, TOUS achieves a 0.12% return, which is significantly lower than VXUS's 2.32% return.


TOUS

1D
3.29%
1M
-8.96%
YTD
0.12%
6M
4.53%
1Y
20.23%
3Y*
5Y*
10Y*

VXUS

1D
3.32%
1M
-7.90%
YTD
2.32%
6M
7.01%
1Y
28.12%
3Y*
15.50%
5Y*
7.32%
10Y*
8.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TOUS vs. VXUS - Expense Ratio Comparison

TOUS has a 0.50% expense ratio, which is higher than VXUS's 0.05% expense ratio.


Return for Risk

TOUS vs. VXUS — Risk / Return Rank

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

TOUS
TOUS Risk / Return Rank: 6666
Overall Rank
TOUS Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
TOUS Sortino Ratio Rank: 6767
Sortino Ratio Rank
TOUS Omega Ratio Rank: 6767
Omega Ratio Rank
TOUS Calmar Ratio Rank: 6363
Calmar Ratio Rank
TOUS Martin Ratio Rank: 6363
Martin Ratio Rank

VXUS
VXUS Risk / Return Rank: 8686
Overall Rank
VXUS Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 8787
Sortino Ratio Rank
VXUS Omega Ratio Rank: 8787
Omega Ratio Rank
VXUS Calmar Ratio Rank: 8686
Calmar Ratio Rank
VXUS Martin Ratio Rank: 8585
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.

TOUS vs. VXUS - Risk-Adjusted Trends Comparison

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


TOUSVXUSDifference

Sharpe ratio

Return per unit of total volatility

1.18

1.64

-0.47

Sortino ratio

Return per unit of downside risk

1.68

2.26

-0.58

Omega ratio

Gain probability vs. loss probability

1.24

1.34

-0.09

Calmar ratio

Return relative to maximum drawdown

1.58

2.42

-0.84

Martin ratio

Return relative to average drawdown

6.14

9.37

-3.23

TOUS vs. VXUS - Sharpe Ratio Comparison

The current TOUS Sharpe Ratio is 1.18, which is comparable to the VXUS Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of TOUS and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TOUSVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.64

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.35

+0.60

Correlation

The correlation between TOUS and VXUS is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TOUS vs. VXUS - Dividend Comparison

TOUS's dividend yield for the trailing twelve months is around 1.74%, less than VXUS's 2.97% yield.


TTM20252024202320222021202020192018201720162015
TOUS
T. Rowe Price International Equity ETF
1.74%1.74%3.01%0.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
2.97%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Drawdowns

TOUS vs. VXUS - Drawdown Comparison

The maximum TOUS drawdown since its inception was -14.29%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for TOUS and VXUS.


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Drawdown Indicators


TOUSVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-14.29%

-35.97%

+21.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-11.27%

-0.96%

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

-9.34%

-8.33%

-1.01%

Average Drawdown

Average peak-to-trough decline

-2.78%

-8.29%

+5.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.91%

+0.24%

Volatility

TOUS vs. VXUS - Volatility Comparison

T. Rowe Price International Equity ETF (TOUS) and Vanguard Total International Stock ETF (VXUS) have volatilities of 7.95% and 8.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TOUSVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.95%

8.31%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

11.27%

11.50%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

17.27%

17.19%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.83%

15.82%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.83%

17.09%

-2.26%