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TOUS vs. VXUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, TOUS achieves a 9.19% return, which is significantly lower than VXUS's 12.51% return.


TOUS

1D
-2.03%
1M
0.43%
YTD
9.19%
6M
8.90%
1Y
21.91%
3Y*
17.54%
5Y*
10Y*

VXUS

1D
-3.04%
1M
0.39%
YTD
12.51%
6M
12.35%
1Y
29.41%
3Y*
18.90%
5Y*
8.35%
10Y*
10.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TOUS vs. VXUS - Yearly Performance Comparison


2026 (YTD)202520242023
TOUS
T. Rowe Price International Equity ETF
9.19%34.00%3.63%3.45%
VXUS
Vanguard Total International Stock ETF
12.51%32.35%5.08%4.47%

Correlation

The correlation between TOUS and VXUS is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2023

0.94

The correlation between TOUS and VXUS has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

TOUS vs. VXUS - Sectors Allocation Comparison


Sectors
TOUS
VXUS

Financial Services

21.8%
21.7%

Industrials

19.1%
15.6%

Technology

15.0%
21.0%

Healthcare

9.7%
6.8%

Consumer Cyclical

7.4%
8.2%

Consumer Defensive

7.2%
4.8%

Basic Materials

5.4%
7.6%

Energy

4.9%
4.7%

Communication Services

4.9%
4.4%

Utilities

3.1%
3.0%

Real Estate

1.7%
2.4%

Financial Services

TOUS
21.8%
VXUS
21.7%

Industrials

TOUS
19.1%
VXUS
15.6%

Technology

TOUS
15.0%
VXUS
21.0%

Healthcare

TOUS
9.7%
VXUS
6.8%

Consumer Cyclical

TOUS
7.4%
VXUS
8.2%

Consumer Defensive

TOUS
7.2%
VXUS
4.8%

Basic Materials

TOUS
5.4%
VXUS
7.6%

Energy

TOUS
4.9%
VXUS
4.7%

Communication Services

TOUS
4.9%
VXUS
4.4%

Utilities

TOUS
3.1%
VXUS
3.0%

Real Estate

TOUS
1.7%
VXUS
2.4%

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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: 4141
Overall Rank
TOUS Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
TOUS Sortino Ratio Rank: 4242
Sortino Ratio Rank
TOUS Omega Ratio Rank: 4242
Omega Ratio Rank
TOUS Calmar Ratio Rank: 3838
Calmar Ratio Rank
TOUS Martin Ratio Rank: 4242
Martin Ratio Rank

VXUS
VXUS Risk / Return Rank: 5555
Overall Rank
VXUS Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 5252
Sortino Ratio Rank
VXUS Omega Ratio Rank: 5656
Omega Ratio Rank
VXUS Calmar Ratio Rank: 5555
Calmar Ratio Rank
VXUS Martin Ratio Rank: 5959
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.

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.


TOUSVXUSDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.26

1.34

-0.08

Calmar ratioReturn relative to maximum drawdown

1.80

2.62

-0.82

Martin ratioReturn relative to average drawdown

6.54

10.07

-3.53

TOUS vs. VXUS - Sharpe Ratio Comparison

The current TOUS Sharpe Ratio is 1.38, which is comparable to the VXUS Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of TOUS 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.


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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 (3Y)

Largest decline over 3 years

-14.29%

-13.58%

-0.71%

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

-2.03%

-3.04%

+1.01%

Average Drawdown

Average peak-to-trough decline

-2.80%

-8.20%

+5.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

2.93%

+0.43%

Volatility

TOUS vs. VXUS - Volatility Comparison

The current volatility for T. Rowe Price International Equity ETF (TOUS) is 5.25%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 7.07%. This indicates that TOUS experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. 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

5.25%

7.07%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

14.44%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

15.91%

16.36%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.31%

16.27%

-0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.31%

17.03%

-1.72%

TOUS vs. VXUS - Expense Ratio Comparison

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


Dividends

TOUS vs. VXUS - Dividend Comparison

TOUS's dividend yield for the trailing twelve months is around 1.59%, less than VXUS's 2.59% yield.


PositionTTM20252024202320222021202020192018201720162015
TOUS
T. Rowe Price International Equity ETF
1.59%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
2.59%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


With a correlation of 0.94, TOUS and VXUS 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.

VXUS has higher volatility (7.07%) compared to TOUS (5.25%). In terms of maximum drawdown, TOUS dropped -14.29% vs VXUS's -35.97%.

On 3-year performance, VXUS leads with 18.90% vs 17.54% for TOUS. On fees, VXUS is cheaper at 0.05% per year. On volatility, TOUS has been the lower-risk option at 5.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VXUS has performed better with a 18.90% return vs 17.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VXUS is cheaper with a 0.05% expense ratio, compared with 0.50% for TOUS.

VXUS has the higher dividend yield at 2.59%, compared with 1.59% for TOUS.

TOUS is categorized as Foreign Large Cap Equities, while VXUS is Global Equities. They also come from different issuers: T. Rowe Price and Vanguard. Their fees differ too: 0.50% for TOUS and 0.05% for VXUS.

VXUS currently has the higher Sharpe Ratio (1.81 vs 1.38), 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.

Portfolio Optimizer

Find the right allocation for TOUS and VXUS

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