TSORX vs. VIHAX
TSORX (Nuveen International Responsible Equity Fund Class A) and VIHAX (Vanguard International High Dividend Yield Index Fund Admiral Shares) are both mutual funds - TSORX is a Foreign Large Cap Equities fund actively managed by Nuveen, while VIHAX is a Large Cap Value Equities fund tracking the FTSE All-World ex US High Dividend Yield Index. TSORX is actively managed, while VIHAX is passively managed. Over the past 10 years, TSORX returned 8.87%/yr vs 11.25%/yr for VIHAX. Their correlation of 0.94 means they have usually moved in the same direction. TSORX charges 0.71%/yr vs 0.16%/yr for VIHAX.
Performance
TSORX vs. VIHAX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TSORX achieves a 10.42% return, which is significantly lower than VIHAX's 18.05% return. Over the past 10 years, TSORX has underperformed VIHAX with an annualized return of 8.87%, while VIHAX has yielded a comparatively higher 11.25% annualized return.
TSORX
- 1D
- 2.55%
- 1M
- 1.35%
- 6M
- 6.15%
- YTD
- 10.42%
- 1Y
- 22.39%
- 3Y*
- 14.59%
- 5Y*
- 8.60%
- 10Y*
- 8.87%
- ALL TIME*
- 8.55%
VIHAX
- 1D
- 2.01%
- 1M
- 4.98%
- 6M
- 11.54%
- YTD
- 18.05%
- 1Y
- 35.31%
- 3Y*
- 21.69%
- 5Y*
- 14.15%
- 10Y*
- 11.25%
- ALL TIME*
- 11.29%
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 |
TSORX vs. VIHAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSORX Nuveen International Responsible Equity Fund Class A | 10.42% | 28.13% | 2.92% | 18.90% | -15.04% | 11.57% | 9.49% | 23.02% | -13.94% | 21.85% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 18.05% | 38.01% | 6.96% | 16.81% | -6.88% | 15.01% | -0.73% | 20.03% | -12.38% | 22.40% |
Correlation
The correlation between TSORX and VIHAX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2016 | 0.94 |
The correlation between TSORX and VIHAX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TSORX vs. VIHAX — Risk / Return Rank
TSORX
VIHAX
TSORX vs. VIHAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen International Responsible Equity Fund Class A (TSORX) 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.
| TSORX | VIHAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.52 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 3.62 | -1.92 |
| Martin ratioReturn relative to average drawdown | 6.25 | 13.83 | -7.58 |
Loading charts...
Drawdowns
TSORX vs. VIHAX - Drawdown Comparison
The maximum TSORX drawdown since its inception was -33.10%, smaller than the maximum VIHAX drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for TSORX and VIHAX.
Loading charts...
Drawdown Indicators
| TSORX | VIHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.10% | -38.80% | +5.70% |
Max Drawdown (1Y)Largest decline over 1 year | -12.68% | -9.53% | -3.15% |
Max Drawdown (3Y)Largest decline over 3 years | -13.26% | -12.29% | -0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -29.70% | -23.92% | -5.78% |
Max Drawdown (10Y)Largest decline over 10 years | -33.10% | -38.80% | +5.70% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -5.94% | -0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 2.49% | +0.95% |
Volatility
TSORX vs. VIHAX - Volatility Comparison
Nuveen International Responsible Equity Fund Class A (TSORX) has a higher volatility of 4.47% compared to Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) at 3.47%. This indicates that TSORX's price experiences larger fluctuations and is considered to be riskier than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TSORX | VIHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 3.47% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 13.66% | 10.27% | +3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.13% | 12.15% | +3.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 13.77% | +2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.36% | 15.55% | +0.81% |
TSORX vs. VIHAX - Expense Ratio Comparison
TSORX has a 0.71% expense ratio, which is higher than VIHAX's 0.16% expense ratio.
Dividends
TSORX vs. VIHAX - Dividend Comparison
TSORX's dividend yield for the trailing twelve months is around 4.96%, more than VIHAX's 3.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
TSORX Nuveen International Responsible Equity Fund Class A | 4.96% | 5.48% | 2.98% | 2.96% | 2.03% | 2.85% | 1.21% | 1.34% | 2.11% | 0.04% | 2.21% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 3.43% | 3.69% | 4.85% | 4.58% | 4.70% | 4.30% | 3.22% | 5.63% | 4.28% | 3.16% | 2.37% |
Frequently Asked Questions
With a correlation of 0.91, TSORX and VIHAX 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.
TSORX has higher volatility (4.47%) compared to VIHAX (3.47%). In terms of maximum drawdown, TSORX dropped -33.10% vs VIHAX's -38.80%.
VIHAX currently has the higher Sharpe Ratio (2.85 vs 1.34), 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.
Find the right allocation for TSORX and VIHAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer