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

Performance

VAIGX vs. VWIGX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.35%
2.07%
VAIGX
VWIGX

Returns By Period

In the year-to-date period, VAIGX achieves a 22.30% return, which is significantly higher than VWIGX's 11.59% return.


VAIGX

YTD

22.30%

1M

-1.97%

6M

6.36%

1Y

27.31%

5Y (annualized)

N/A

10Y (annualized)

N/A

VWIGX

YTD

11.59%

1M

-2.30%

6M

2.06%

1Y

17.52%

5Y (annualized)

8.49%

10Y (annualized)

8.28%

Key characteristics


VAIGXVWIGX
Sharpe Ratio1.371.11
Sortino Ratio1.981.61
Omega Ratio1.251.20
Calmar Ratio0.730.53
Martin Ratio8.536.46
Ulcer Index3.28%2.77%
Daily Std Dev20.38%16.10%
Max Drawdown-53.24%-59.58%
Current Drawdown-20.26%-22.31%

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VAIGX vs. VWIGX - Expense Ratio Comparison

VAIGX has a 0.42% expense ratio, which is lower than VWIGX's 0.43% expense ratio.


VWIGX
Vanguard International Growth Fund Investor Shares
Expense ratio chart for VWIGX: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%
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%

Correlation

-0.50.00.51.01.0

The correlation between VAIGX and VWIGX is 0.97, 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.

Risk-Adjusted Performance

VAIGX vs. VWIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Advice Select International Growth Fund (VAIGX) and Vanguard International Growth Fund Investor Shares (VWIGX). 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 1.37, compared to the broader market-1.000.001.002.003.004.005.001.371.11
The chart of Sortino ratio for VAIGX, currently valued at 1.98, compared to the broader market0.005.0010.001.981.61
The chart of Omega ratio for VAIGX, currently valued at 1.25, compared to the broader market1.002.003.004.001.251.20
The chart of Calmar ratio for VAIGX, currently valued at 0.73, compared to the broader market0.005.0010.0015.0020.0025.000.730.61
The chart of Martin ratio for VAIGX, currently valued at 8.53, compared to the broader market0.0020.0040.0060.0080.00100.008.536.46
VAIGX
VWIGX

The current VAIGX Sharpe Ratio is 1.37, which is comparable to the VWIGX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of VAIGX and VWIGX, 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.37
1.11
VAIGX
VWIGX

Dividends

VAIGX vs. VWIGX - Dividend Comparison

VAIGX's dividend yield for the trailing twelve months is around 0.11%, less than VWIGX's 0.90% 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%
VWIGX
Vanguard International Growth Fund Investor Shares
0.90%1.01%1.37%0.93%0.21%1.20%1.62%0.84%1.26%1.39%2.29%1.44%

Drawdowns

VAIGX vs. VWIGX - Drawdown Comparison

The maximum VAIGX drawdown since its inception was -53.24%, smaller than the maximum VWIGX drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for VAIGX and VWIGX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%JuneJulyAugustSeptemberOctoberNovember
-20.26%
-17.03%
VAIGX
VWIGX

Volatility

VAIGX vs. VWIGX - Volatility Comparison

Vanguard Advice Select International Growth Fund (VAIGX) has a higher volatility of 3.98% compared to Vanguard International Growth Fund Investor Shares (VWIGX) at 3.58%. This indicates that VAIGX's price experiences larger fluctuations and is considered to be riskier than VWIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
3.98%
3.58%
VAIGX
VWIGX