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USD=X vs. VTRIX
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. VTRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Vanguard International Value Fund (VTRIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

VTRIX

1D
0.19%
1M
2.24%
YTD
14.22%
6M
16.64%
1Y
31.53%
3Y*
16.67%
5Y*
7.72%
10Y*
9.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. VTRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTRIX
Vanguard International Value Fund
14.22%29.87%0.86%16.13%-11.67%7.93%8.96%20.39%-14.52%27.98%

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Return for Risk

USD=X vs. VTRIX — Risk / Return Rank

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

USD=X

VTRIX
VTRIX Risk / Return Rank: 5858
Overall Rank
VTRIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VTRIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
VTRIX Omega Ratio Rank: 5959
Omega Ratio Rank
VTRIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
VTRIX Martin Ratio Rank: 5252
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.

USD=X vs. VTRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Vanguard International Value Fund (VTRIX). 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.

USD=X vs. VTRIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XVTRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

Drawdowns

USD=X vs. VTRIX - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum VTRIX drawdown of -59.39%. Use the drawdown chart below to compare losses from any high point for USD=X and VTRIX.


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Drawdown Indicators


USD=XVTRIXDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-59.39%

+59.39%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-11.42%

+11.42%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-16.78%

+16.78%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-28.13%

+28.13%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-38.26%

+38.26%

Current Drawdown

Current decline from peak

0.00%

-0.61%

+0.61%

Average Drawdown

Average peak-to-trough decline

0.00%

-13.88%

+13.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

3.07%

-3.07%

Volatility

USD=X vs. VTRIX - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Vanguard International Value Fund (VTRIX) has a volatility of 4.13%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than VTRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XVTRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

4.13%

-4.13%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

10.93%

-10.93%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

13.87%

-13.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

15.84%

-15.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

16.55%

-16.55%

Frequently Asked Questions


VTRIX has higher volatility (4.13%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs VTRIX's -59.39%.

Portfolio Optimizer

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