VDIPX vs. VGTSX
VDIPX (Vanguard Developed Markets Index Fund Institutional Plus Shares) and VGTSX (Vanguard Total International Stock Index Fund Investor Shares) are both Foreign Large Cap Equities funds from Vanguard. Over the past 10 years, VDIPX returned 10.20%/yr vs 9.70%/yr for VGTSX. With a 0.98 correlation, they move nearly in lockstep. VDIPX charges 0.04%/yr vs 0.17%/yr for VGTSX.
Performance
VDIPX vs. VGTSX - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with VDIPX having a 15.16% return and VGTSX slightly lower at 14.44%. Both investments have delivered pretty close results over the past 10 years, with VDIPX having a 10.20% annualized return and VGTSX not far behind at 9.70%.
VDIPX
- 1D
- -0.66%
- 1M
- 4.06%
- YTD
- 15.16%
- 6M
- 18.09%
- 1Y
- 32.08%
- 3Y*
- 19.97%
- 5Y*
- 9.65%
- 10Y*
- 10.20%
VGTSX
- 1D
- -0.79%
- 1M
- 3.55%
- YTD
- 14.44%
- 6M
- 16.95%
- 1Y
- 31.37%
- 3Y*
- 19.38%
- 5Y*
- 8.37%
- 10Y*
- 9.70%
VDIPX vs. VGTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VDIPX Vanguard Developed Markets Index Fund Institutional Plus Shares | 15.16% | 35.15% | 3.08% | 17.78% | -15.35% | 11.45% | 10.26% | 22.06% | -14.48% | 26.48% |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 14.44% | 32.05% | 5.30% | 15.18% | -16.07% | 8.58% | 11.15% | 21.44% | -14.47% | 27.39% |
Correlation
The correlation between VDIPX and VGTSX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2015 | 0.98 |
The correlation between VDIPX and VGTSX has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VDIPX vs. VGTSX — Risk / Return Rank
VDIPX
VGTSX
VDIPX vs. VGTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX) 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.
| VDIPX | VGTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.42 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | 2.86 | -0.04 |
| Martin ratioReturn relative to average drawdown | 10.93 | 11.29 | -0.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VDIPX | VGTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | 2.27 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.56 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.61 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.32 | +0.22 |
Drawdowns
VDIPX vs. VGTSX - Drawdown Comparison
The maximum VDIPX drawdown since its inception was -35.61%, smaller than the maximum VGTSX drawdown of -61.48%. Use the drawdown chart below to compare losses from any high point for VDIPX and VGTSX.
Loading charts...
Drawdown Indicators
| VDIPX | VGTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.61% | -61.48% | +25.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -11.29% | -0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -13.15% | -13.11% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -29.69% | -29.61% | -0.08% |
Max Drawdown (10Y)Largest decline over 10 years | -35.61% | -35.93% | +0.32% |
Current DrawdownCurrent decline from peak | -0.66% | -0.79% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -7.20% | -13.97% | +6.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.86% | +0.14% |
Volatility
VDIPX vs. VGTSX - Volatility Comparison
Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX) and Vanguard Total International Stock Index Fund Investor Shares (VGTSX) have volatilities of 4.97% and 4.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VDIPX | VGTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 4.89% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 12.53% | 11.92% | +0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.09% | 14.22% | +0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 15.03% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 15.93% | +0.60% |
VDIPX vs. VGTSX - Expense Ratio Comparison
VDIPX has a 0.04% expense ratio, which is lower than VGTSX's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VDIPX vs. VGTSX - Dividend Comparison
VDIPX's dividend yield for the trailing twelve months is around 2.62%, more than VGTSX's 2.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDIPX Vanguard Developed Markets Index Fund Institutional Plus Shares | 2.62% | 3.23% | 3.37% | 3.16% | 2.92% | 3.17% | 2.05% | 3.05% | 3.36% | 2.79% | 3.08% | 2.95% |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 2.55% | 3.08% | 3.26% | 3.16% | 2.98% | 2.99% | 2.05% | 2.98% | 3.09% | 2.68% | 2.86% | 2.77% |
Frequently Asked Questions
With a correlation of 0.95, VDIPX and VGTSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VDIPX has higher volatility (4.97%) compared to VGTSX (4.89%). In terms of maximum drawdown, VDIPX dropped -35.61% vs VGTSX's -61.48%.
VGTSX currently has the higher Sharpe Ratio (2.27 vs 2.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for VDIPX and VGTSX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer