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VAIGX vs. VFWPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VAIGXVFWPX
YTD Return15.72%9.55%
1Y Return21.94%16.17%
Sharpe Ratio1.061.44
Daily Std Dev21.75%12.11%
Max Drawdown-53.24%-34.85%
Current Drawdown-24.54%-1.48%

Correlation

-0.50.00.51.00.8

The correlation between VAIGX and VFWPX is 0.83, 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

VAIGX vs. VFWPX - Performance Comparison

In the year-to-date period, VAIGX achieves a 15.72% return, which is significantly higher than VFWPX's 9.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%AprilMayJuneJulyAugustSeptember
-24.54%
5.10%
VAIGX
VFWPX

Compare stocks, funds, or ETFs

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


VAIGX vs. VFWPX - Expense Ratio Comparison

VAIGX has a 0.42% expense ratio, which is higher than VFWPX's 0.06% expense ratio.


VAIGX
Vanguard Advice Select International Growth Fund
Expense ratio chart for VAIGX: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for VFWPX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

VAIGX vs. VFWPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Advice Select International Growth Fund (VAIGX) and Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX). 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.


VAIGX
Sharpe ratio
The chart of Sharpe ratio for VAIGX, currently valued at 1.06, compared to the broader market-1.000.001.002.003.004.005.001.06
Sortino ratio
The chart of Sortino ratio for VAIGX, currently valued at 1.58, compared to the broader market0.005.0010.001.58
Omega ratio
The chart of Omega ratio for VAIGX, currently valued at 1.25, compared to the broader market1.002.003.004.001.25
Calmar ratio
The chart of Calmar ratio for VAIGX, currently valued at 0.49, compared to the broader market0.005.0010.0015.0020.000.49
Martin ratio
The chart of Martin ratio for VAIGX, currently valued at 4.77, compared to the broader market0.0020.0040.0060.0080.00100.004.77
VFWPX
Sharpe ratio
The chart of Sharpe ratio for VFWPX, currently valued at 1.44, compared to the broader market-1.000.001.002.003.004.005.001.44
Sortino ratio
The chart of Sortino ratio for VFWPX, currently valued at 2.02, compared to the broader market0.005.0010.002.02
Omega ratio
The chart of Omega ratio for VFWPX, currently valued at 1.17, compared to the broader market1.002.003.004.001.17
Calmar ratio
The chart of Calmar ratio for VFWPX, currently valued at 1.04, compared to the broader market0.005.0010.0015.0020.001.04
Martin ratio
The chart of Martin ratio for VFWPX, currently valued at 6.83, compared to the broader market0.0020.0040.0060.0080.00100.006.83

VAIGX vs. VFWPX - Sharpe Ratio Comparison

The current VAIGX Sharpe Ratio is 1.06, which roughly equals the VFWPX Sharpe Ratio of 1.44. The chart below compares the 12-month rolling Sharpe Ratio of VAIGX and VFWPX.


Rolling 12-month Sharpe Ratio0.000.501.001.50AprilMayJuneJulyAugustSeptember
1.06
1.44
VAIGX
VFWPX

Dividends

VAIGX vs. VFWPX - Dividend Comparison

VAIGX's dividend yield for the trailing twelve months is around 0.11%, less than VFWPX's 3.00% yield.


TTM20232022202120202019201820172016201520142013
VAIGX
Vanguard Advice Select International Growth Fund
0.11%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFWPX
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares
2.50%3.33%3.12%3.08%2.01%3.12%3.30%2.70%3.00%2.99%3.57%2.72%

Drawdowns

VAIGX vs. VFWPX - Drawdown Comparison

The maximum VAIGX drawdown since its inception was -53.24%, which is greater than VFWPX's maximum drawdown of -34.85%. Use the drawdown chart below to compare losses from any high point for VAIGX and VFWPX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-24.54%
-1.48%
VAIGX
VFWPX

Volatility

VAIGX vs. VFWPX - Volatility Comparison

Vanguard Advice Select International Growth Fund (VAIGX) has a higher volatility of 7.47% compared to Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) at 4.08%. This indicates that VAIGX's price experiences larger fluctuations and is considered to be riskier than VFWPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
7.47%
4.08%
VAIGX
VFWPX