VDIPX vs. VTIAX
Compare and contrast key facts about Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX).
VDIPX is managed by Vanguard. It was launched on Apr 1, 2014. VTIAX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VDIPX or VTIAX.
Key characteristics
| VDIPX | VTIAX | |
|---|---|---|
| YTD Return | 5.10% | 7.10% |
| 1Y Return | 16.52% | 17.44% |
| 3Y Return (Ann) | 1.10% | 0.56% |
| 5Y Return (Ann) | 6.01% | 5.61% |
| 10Y Return (Ann) | 5.40% | 4.94% |
| Sharpe Ratio | 1.29 | 1.43 |
| Sortino Ratio | 1.84 | 2.03 |
| Omega Ratio | 1.23 | 1.25 |
| Calmar Ratio | 1.36 | 1.23 |
| Martin Ratio | 6.84 | 8.03 |
| Ulcer Index | 2.43% | 2.19% |
| Daily Std Dev | 12.90% | 12.27% |
| Max Drawdown | -35.61% | -35.83% |
| Current Drawdown | -7.27% | -6.44% |
Correlation
The correlation between VDIPX and VTIAX is 0.98, 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
VDIPX vs. VTIAX - Performance Comparison
In the year-to-date period, VDIPX achieves a 5.10% return, which is significantly lower than VTIAX's 7.10% return. Over the past 10 years, VDIPX has outperformed VTIAX with an annualized return of 5.40%, while VTIAX has yielded a comparatively lower 4.94% annualized return. 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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VDIPX vs. VTIAX - Expense Ratio Comparison
VDIPX has a 0.04% expense ratio, which is lower than VTIAX's 0.11% 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%.
Risk-Adjusted Performance
VDIPX vs. VTIAX - Risk-Adjusted Performance 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 Admiral Shares (VTIAX). 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
VDIPX vs. VTIAX - Dividend Comparison
VDIPX's dividend yield for the trailing twelve months is around 3.04%, more than VTIAX's 2.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDIPX Vanguard Developed Markets Index Fund Institutional Plus Shares | 3.04% | 3.16% | 2.92% | 3.17% | 2.05% | 3.05% | 3.35% | 2.79% | 3.08% | 2.95% | 2.57% | 0.00% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.96% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% | 2.71% |
Drawdowns
VDIPX vs. VTIAX - Drawdown Comparison
The maximum VDIPX drawdown since its inception was -35.61%, roughly equal to the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VDIPX and VTIAX. For additional features, visit the drawdowns tool.
Volatility
VDIPX vs. VTIAX - Volatility Comparison
Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) have volatilities of 3.82% and 3.92%, 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.