VAGVX vs. VZICX
Compare and contrast key facts about Vanguard Advice Select Global Value Fund (VAGVX) and Vanguard International Core Stock Fund Admiral Shares (VZICX).
VAGVX is managed by Vanguard. It was launched on Nov 9, 2021. VZICX is managed by Vanguard. It was launched on Oct 16, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VAGVX or VZICX.
Key characteristics
| VAGVX | VZICX | |
|---|---|---|
| YTD Return | 13.22% | 13.07% |
| 1Y Return | 25.07% | 22.97% |
| 3Y Return (Ann) | 7.08% | 4.66% |
| Sharpe Ratio | 2.29 | 1.88 |
| Sortino Ratio | 3.22 | 2.62 |
| Omega Ratio | 1.41 | 1.33 |
| Calmar Ratio | 3.68 | 2.68 |
| Martin Ratio | 13.84 | 10.85 |
| Ulcer Index | 1.90% | 2.22% |
| Daily Std Dev | 11.45% | 12.83% |
| Max Drawdown | -20.54% | -34.37% |
| Current Drawdown | -0.21% | -3.85% |
Correlation
The correlation between VAGVX and VZICX is 0.90, 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. VZICX - Performance Comparison
The year-to-date returns for both stocks are quite close, with VAGVX having a 13.22% return and VZICX slightly lower at 13.07%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VAGVX vs. VZICX - Expense Ratio Comparison
VAGVX has a 0.40% expense ratio, which is higher than VZICX's 0.35% expense ratio.
Risk-Adjusted Performance
VAGVX vs. VZICX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Advice Select Global Value Fund (VAGVX) 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.
Dividends
VAGVX vs. VZICX - Dividend Comparison
VAGVX's dividend yield for the trailing twelve months is around 1.24%, less than VZICX's 1.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
VAGVX Vanguard Advice Select Global Value Fund | 1.24% | 1.41% | 0.60% | 0.12% | 0.00% | 0.00% |
VZICX Vanguard International Core Stock Fund Admiral Shares | 1.94% | 2.20% | 2.10% | 2.82% | 1.89% | 0.11% |
Drawdowns
VAGVX vs. VZICX - Drawdown Comparison
The maximum VAGVX drawdown since its inception was -20.54%, smaller than the maximum VZICX drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for VAGVX and VZICX. For additional features, visit the drawdowns tool.
Volatility
VAGVX vs. VZICX - Volatility Comparison
The current volatility for Vanguard Advice Select Global Value Fund (VAGVX) is 3.13%, while Vanguard International Core Stock Fund Admiral Shares (VZICX) has a volatility of 3.90%. This indicates that VAGVX 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.