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VAGVX vs. IXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VAGVX and IXUS is 0.78, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

VAGVX vs. IXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Advice Select Global Value Fund (VAGVX) and iShares Core MSCI Total International Stock ETF (IXUS). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
7.75%
7.15%
VAGVX
IXUS

Key characteristics

Sharpe Ratio

VAGVX:

0.07

IXUS:

0.63

Sortino Ratio

VAGVX:

0.21

IXUS:

1.00

Omega Ratio

VAGVX:

1.03

IXUS:

1.13

Calmar Ratio

VAGVX:

0.06

IXUS:

0.78

Martin Ratio

VAGVX:

0.22

IXUS:

2.47

Ulcer Index

VAGVX:

5.48%

IXUS:

4.32%

Daily Std Dev

VAGVX:

18.04%

IXUS:

17.07%

Max Drawdown

VAGVX:

-20.54%

IXUS:

-36.22%

Current Drawdown

VAGVX:

-10.20%

IXUS:

-1.49%

Returns By Period

In the year-to-date period, VAGVX achieves a -0.50% return, which is significantly lower than IXUS's 7.70% return.


VAGVX

YTD

-0.50%

1M

-4.18%

6M

-7.81%

1Y

1.17%

5Y*

N/A

10Y*

N/A

IXUS

YTD

7.70%

1M

0.34%

6M

3.58%

1Y

11.10%

5Y*

10.85%

10Y*

4.74%

*Annualized

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VAGVX vs. IXUS - Expense Ratio Comparison

VAGVX has a 0.40% expense ratio, which is higher than IXUS's 0.09% expense ratio.


Expense ratio chart for VAGVX: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VAGVX: 0.40%
Expense ratio chart for IXUS: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IXUS: 0.09%

Risk-Adjusted Performance

VAGVX vs. IXUS — Risk-Adjusted Performance Rank

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

VAGVX
The Risk-Adjusted Performance Rank of VAGVX is 2626
Overall Rank
The Sharpe Ratio Rank of VAGVX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of VAGVX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of VAGVX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of VAGVX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of VAGVX is 2626
Martin Ratio Rank

IXUS
The Risk-Adjusted Performance Rank of IXUS is 6767
Overall Rank
The Sharpe Ratio Rank of IXUS is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of IXUS is 6565
Sortino Ratio Rank
The Omega Ratio Rank of IXUS is 6363
Omega Ratio Rank
The Calmar Ratio Rank of IXUS is 7676
Calmar Ratio Rank
The Martin Ratio Rank of IXUS is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VAGVX vs. IXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Advice Select Global Value Fund (VAGVX) and iShares Core MSCI Total International Stock ETF (IXUS). 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.


The chart of Sharpe ratio for VAGVX, currently valued at 0.07, compared to the broader market-1.000.001.002.003.00
VAGVX: 0.07
IXUS: 0.63
The chart of Sortino ratio for VAGVX, currently valued at 0.21, compared to the broader market-2.000.002.004.006.008.00
VAGVX: 0.21
IXUS: 1.00
The chart of Omega ratio for VAGVX, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.00
VAGVX: 1.03
IXUS: 1.13
The chart of Calmar ratio for VAGVX, currently valued at 0.06, compared to the broader market0.002.004.006.008.0010.00
VAGVX: 0.06
IXUS: 0.78
The chart of Martin ratio for VAGVX, currently valued at 0.22, compared to the broader market0.0010.0020.0030.0040.0050.00
VAGVX: 0.22
IXUS: 2.47

The current VAGVX Sharpe Ratio is 0.07, which is lower than the IXUS Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of VAGVX and IXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.07
0.63
VAGVX
IXUS

Dividends

VAGVX vs. IXUS - Dividend Comparison

VAGVX's dividend yield for the trailing twelve months is around 1.91%, less than IXUS's 3.09% yield.


TTM20242023202220212020201920182017201620152014
VAGVX
Vanguard Advice Select Global Value Fund
1.91%1.90%1.41%0.60%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IXUS
iShares Core MSCI Total International Stock ETF
3.09%3.33%3.13%2.48%3.12%1.85%3.09%3.00%2.40%2.58%2.81%2.95%

Drawdowns

VAGVX vs. IXUS - Drawdown Comparison

The maximum VAGVX drawdown since its inception was -20.54%, smaller than the maximum IXUS drawdown of -36.22%. Use the drawdown chart below to compare losses from any high point for VAGVX and IXUS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.20%
-1.49%
VAGVX
IXUS

Volatility

VAGVX vs. IXUS - Volatility Comparison

Vanguard Advice Select Global Value Fund (VAGVX) has a higher volatility of 12.02% compared to iShares Core MSCI Total International Stock ETF (IXUS) at 11.40%. This indicates that VAGVX's price experiences larger fluctuations and is considered to be riskier than IXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.02%
11.40%
VAGVX
IXUS