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

Correlation

The correlation between VAIGX and VGTSX is 0.82, 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.


-0.50.00.51.00.8

Performance

VAIGX vs. VGTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Advice Select International Growth Fund (VAIGX) and Vanguard Total International Stock Index Fund Investor Shares (VGTSX). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-21.90%
-2.03%
VAIGX
VGTSX

Key characteristics

Sharpe Ratio

VAIGX:

1.01

VGTSX:

0.50

Sortino Ratio

VAIGX:

1.51

VGTSX:

0.77

Omega Ratio

VAIGX:

1.19

VGTSX:

1.09

Calmar Ratio

VAIGX:

0.55

VGTSX:

0.62

Martin Ratio

VAIGX:

6.31

VGTSX:

2.04

Ulcer Index

VAIGX:

3.32%

VGTSX:

3.02%

Daily Std Dev

VAIGX:

20.67%

VGTSX:

12.19%

Max Drawdown

VAIGX:

-53.24%

VGTSX:

-61.48%

Current Drawdown

VAIGX:

-21.90%

VGTSX:

-9.87%

Returns By Period

In the year-to-date period, VAIGX achieves a 19.78% return, which is significantly higher than VGTSX's 3.12% return.


VAIGX

YTD

19.78%

1M

-2.06%

6M

4.45%

1Y

21.12%

5Y*

N/A

10Y*

N/A

VGTSX

YTD

3.12%

1M

-3.13%

6M

-1.63%

1Y

4.58%

5Y*

3.92%

10Y*

4.71%

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. VGTSX - Expense Ratio Comparison

VAIGX has a 0.42% expense ratio, which is higher than VGTSX's 0.17% 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 VGTSX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%

Risk-Adjusted Performance

VAIGX vs. VGTSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Advice Select International Growth Fund (VAIGX) and Vanguard Total International Stock Index Fund Investor Shares (VGTSX). 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.


Sharpe ratio
The chart of Sharpe ratio for VAIGX, currently valued at 1.01, compared to the broader market-1.000.001.002.003.004.001.010.50
The chart of Sortino ratio for VAIGX, currently valued at 1.51, compared to the broader market-2.000.002.004.006.008.0010.001.510.77
The chart of Omega ratio for VAIGX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.003.501.191.09
The chart of Calmar ratio for VAIGX, currently valued at 0.55, compared to the broader market0.002.004.006.008.0010.0012.0014.000.550.62
The chart of Martin ratio for VAIGX, currently valued at 6.31, compared to the broader market0.0020.0040.0060.006.312.04
VAIGX
VGTSX

The current VAIGX Sharpe Ratio is 1.01, which is higher than the VGTSX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of VAIGX and VGTSX, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.01
0.50
VAIGX
VGTSX

Dividends

VAIGX vs. VGTSX - Dividend Comparison

VAIGX has not paid dividends to shareholders, while VGTSX's dividend yield for the trailing twelve months is around 1.59%.


TTM20232022202120202019201820172016201520142013
VAIGX
Vanguard Advice Select International Growth Fund
0.00%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGTSX
Vanguard Total International Stock Index Fund Investor Shares
1.59%3.15%2.98%2.99%2.06%2.98%3.09%2.69%2.86%2.77%3.32%2.63%

Drawdowns

VAIGX vs. VGTSX - Drawdown Comparison

The maximum VAIGX drawdown since its inception was -53.24%, smaller than the maximum VGTSX drawdown of -61.48%. Use the drawdown chart below to compare losses from any high point for VAIGX and VGTSX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.90%
-9.87%
VAIGX
VGTSX

Volatility

VAIGX vs. VGTSX - Volatility Comparison

Vanguard Advice Select International Growth Fund (VAIGX) has a higher volatility of 5.50% compared to Vanguard Total International Stock Index Fund Investor Shares (VGTSX) at 3.37%. This indicates that VAIGX's price experiences larger fluctuations and is considered to be riskier than VGTSX 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%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.50%
3.37%
VAIGX
VGTSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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