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VADGX vs. VZICX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VADGX vs. VZICX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Advice Select Dividend Growth Fund (VADGX) and Vanguard International Core Stock Fund Admiral Shares (VZICX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VADGX achieves a 1.86% return, which is significantly lower than VZICX's 14.74% return.


VADGX

1D
0.54%
1M
0.67%
YTD
1.86%
6M
1.86%
1Y
5.95%
3Y*
8.60%
5Y*
10Y*

VZICX

1D
0.65%
1M
0.67%
YTD
14.74%
6M
14.74%
1Y
31.77%
3Y*
22.51%
5Y*
12.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VADGX vs. VZICX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VADGX
Vanguard Advice Select Dividend Growth Fund
1.86%8.52%10.69%10.42%-3.88%3.62%
VZICX
Vanguard International Core Stock Fund Admiral Shares
14.74%38.55%8.74%14.35%-10.62%-1.25%

Correlation

The correlation between VADGX and VZICX is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.59

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

0.55

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2021

0.62

The correlation between VADGX and VZICX has been stable across timeframes, ranging from 0.55 to 0.62 - a consistent structural relationship.

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Return for Risk

VADGX vs. VZICX — Risk / Return Rank

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

VADGX
VADGX Risk / Return Rank: 99
Overall Rank
VADGX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
VADGX Sortino Ratio Rank: 1010
Sortino Ratio Rank
VADGX Omega Ratio Rank: 99
Omega Ratio Rank
VADGX Calmar Ratio Rank: 88
Calmar Ratio Rank
VADGX Martin Ratio Rank: 1010
Martin Ratio Rank

VZICX
VZICX Risk / Return Rank: 7272
Overall Rank
VZICX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VZICX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VZICX Omega Ratio Rank: 7272
Omega Ratio Rank
VZICX Calmar Ratio Rank: 7676
Calmar Ratio Rank
VZICX Martin Ratio Rank: 7474
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.

VADGX vs. VZICX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Advice Select Dividend Growth Fund (VADGX) and Vanguard International Core Stock Fund Admiral Shares (VZICX). 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.


VADGXVZICXDifference
Sharpe ratioReturn per unit of total volatility

-1.36

Sortino ratioReturn per unit of downside risk

-1.70

Omega ratioGain probability vs. loss probability

1.11

1.38

-0.27

Calmar ratioReturn relative to maximum drawdown

0.59

2.94

-2.35

Martin ratioReturn relative to average drawdown

2.12

11.27

-9.15

VADGX vs. VZICX - Sharpe Ratio Comparison

The current VADGX Sharpe Ratio is 0.63, which is lower than the VZICX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of VADGX and VZICX, 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

VADGX vs. VZICX - Drawdown Comparison

The maximum VADGX drawdown since its inception was -15.75%, smaller than the maximum VZICX drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for VADGX and VZICX.


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Drawdown Indicators


VADGXVZICXDifference

Max Drawdown

Largest peak-to-trough decline

-15.75%

-34.37%

+18.62%

Max Drawdown (1Y)

Largest decline over 1 year

-11.07%

-10.81%

-0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-14.73%

-13.30%

-1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-24.89%

Current Drawdown

Current decline from peak

-0.34%

-1.22%

+0.88%

Average Drawdown

Average peak-to-trough decline

-3.44%

-5.66%

+2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.81%

+0.26%

Volatility

VADGX vs. VZICX - Volatility Comparison

The current volatility for Vanguard Advice Select Dividend Growth Fund (VADGX) is 3.28%, while Vanguard International Core Stock Fund Admiral Shares (VZICX) has a volatility of 7.27%. This indicates that VADGX experiences smaller price fluctuations and is considered to be less risky than VZICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VADGXVZICXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

7.27%

-3.99%

Volatility (6M)

Calculated over the trailing 6-month period

8.14%

13.86%

-5.72%

Volatility (1Y)

Calculated over the trailing 1-year period

10.32%

15.90%

-5.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.59%

15.54%

-1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.59%

18.02%

-4.43%

VADGX vs. VZICX - Expense Ratio Comparison

VADGX has a 0.45% expense ratio, which is higher than VZICX's 0.38% expense ratio.


Dividends

VADGX vs. VZICX - Dividend Comparison

VADGX's dividend yield for the trailing twelve months is around 1.05%, less than VZICX's 3.85% yield.


PositionTTM2025202420232022202120202019
VADGX
Vanguard Advice Select Dividend Growth Fund
1.05%1.04%1.98%1.25%0.84%0.16%0.00%0.00%
VZICX
Vanguard International Core Stock Fund Admiral Shares
3.85%4.41%2.65%2.20%2.10%4.37%1.89%0.11%

Frequently Asked Questions


VADGX and VZICX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VZICX has higher volatility (7.27%) compared to VADGX (3.28%). In terms of maximum drawdown, VADGX dropped -15.75% vs VZICX's -34.37%.

VZICX currently has the higher Sharpe Ratio (2.00 vs 0.63), 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.

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