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

Key characteristics


VAGVXVXUS
YTD Return11.55%6.31%
1Y Return20.44%13.51%
3Y Return (Ann)6.53%0.35%
Sharpe Ratio2.011.26
Sortino Ratio2.851.82
Omega Ratio1.351.22
Calmar Ratio3.891.36
Martin Ratio12.157.18
Ulcer Index1.90%2.28%
Daily Std Dev11.50%12.96%
Max Drawdown-20.54%-35.97%
Current Drawdown-1.68%-7.24%

Correlation

-0.50.00.51.00.9

The correlation between VAGVX and VXUS is 0.92, 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.

Performance

VAGVX vs. VXUS - Performance Comparison

In the year-to-date period, VAGVX achieves a 11.55% return, which is significantly higher than VXUS's 6.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.48%
-0.89%
VAGVX
VXUS

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VAGVX vs. VXUS - Expense Ratio Comparison

VAGVX has a 0.40% expense ratio, which is higher than VXUS's 0.07% expense ratio.


VAGVX
Vanguard Advice Select Global Value Fund
Expense ratio chart for VAGVX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VAGVX vs. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Advice Select Global Value Fund (VAGVX) 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.


VAGVX
Sharpe ratio
The chart of Sharpe ratio for VAGVX, currently valued at 2.01, compared to the broader market0.002.004.002.01
Sortino ratio
The chart of Sortino ratio for VAGVX, currently valued at 2.85, compared to the broader market0.005.0010.002.85
Omega ratio
The chart of Omega ratio for VAGVX, currently valued at 1.35, compared to the broader market1.002.003.004.001.35
Calmar ratio
The chart of Calmar ratio for VAGVX, currently valued at 3.89, compared to the broader market0.005.0010.0015.0020.0025.003.89
Martin ratio
The chart of Martin ratio for VAGVX, currently valued at 12.15, compared to the broader market0.0020.0040.0060.0080.00100.0012.15
VXUS
Sharpe ratio
The chart of Sharpe ratio for VXUS, currently valued at 1.26, compared to the broader market0.002.004.001.26
Sortino ratio
The chart of Sortino ratio for VXUS, currently valued at 1.82, compared to the broader market0.005.0010.001.82
Omega ratio
The chart of Omega ratio for VXUS, currently valued at 1.22, compared to the broader market1.002.003.004.001.22
Calmar ratio
The chart of Calmar ratio for VXUS, currently valued at 1.46, compared to the broader market0.005.0010.0015.0020.0025.001.46
Martin ratio
The chart of Martin ratio for VXUS, currently valued at 7.18, compared to the broader market0.0020.0040.0060.0080.00100.007.18

VAGVX vs. VXUS - Sharpe Ratio Comparison

The current VAGVX Sharpe Ratio is 2.01, which is higher than the VXUS Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of VAGVX and VXUS, 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.01
1.26
VAGVX
VXUS

Dividends

VAGVX vs. VXUS - Dividend Comparison

VAGVX's dividend yield for the trailing twelve months is around 1.26%, less than VXUS's 3.01% yield.


TTM20232022202120202019201820172016201520142013
VAGVX
Vanguard Advice Select Global Value Fund
1.26%1.41%0.60%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
3.01%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%2.70%

Drawdowns

VAGVX vs. VXUS - Drawdown Comparison

The maximum VAGVX drawdown since its inception was -20.54%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VAGVX and VXUS. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.68%
-7.24%
VAGVX
VXUS

Volatility

VAGVX vs. VXUS - Volatility Comparison

The current volatility for Vanguard Advice Select Global Value Fund (VAGVX) is 3.08%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 3.97%. This indicates that VAGVX 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.08%
3.97%
VAGVX
VXUS