VDVIX vs. VITAX
VDVIX (Vanguard Developed Markets Index Fund Investor Shares) and VITAX (Vanguard Information Technology Index Fund Admiral Shares) are both mutual funds - VDVIX is a Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index, while VITAX is a Technology Equities fund tracking the MSCI US Investable Market Information Technology 25/50 Index. Both are passively managed. Over the past 10 years, VDVIX returned 10.01%/yr vs 25.62%/yr for VITAX. A 0.68 correlation means they provide meaningful diversification when combined. VDVIX charges 0.16%/yr vs 0.09%/yr for VITAX.
Performance
VDVIX vs. VITAX - Performance Comparison
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Returns By Period
In the year-to-date period, VDVIX achieves a 15.22% return, which is significantly lower than VITAX's 30.48% return. Over the past 10 years, VDVIX has underperformed VITAX with an annualized return of 10.01%, while VITAX has yielded a comparatively higher 25.62% annualized return.
VDVIX
- 1D
- 0.11%
- 1M
- 1.42%
- YTD
- 15.22%
- 6M
- 18.04%
- 1Y
- 32.07%
- 3Y*
- 19.95%
- 5Y*
- 9.53%
- 10Y*
- 10.01%
VITAX
- 1D
- -0.91%
- 1M
- 12.07%
- YTD
- 30.48%
- 6M
- 28.11%
- 1Y
- 58.84%
- 3Y*
- 33.32%
- 5Y*
- 21.99%
- 10Y*
- 25.62%
VDVIX vs. VITAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VDVIX Vanguard Developed Markets Index Fund Investor Shares | 15.22% | 34.96% | 2.95% | 17.59% | -15.41% | 11.31% | 10.10% | 21.95% | -14.59% | 26.30% |
VITAX Vanguard Information Technology Index Fund Admiral Shares | 30.48% | 21.78% | 29.26% | 52.69% | -29.67% | 30.36% | 45.93% | 48.72% | 2.51% | 37.07% |
Correlation
The correlation between VDVIX and VITAX is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2013 | 0.68 |
The correlation between VDVIX and VITAX has been stable across timeframes, ranging from 0.61 to 0.68 - a consistent structural relationship.
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Return for Risk
VDVIX vs. VITAX — Risk / Return Rank
VDVIX
VITAX
VDVIX vs. VITAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Investor Shares (VDVIX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). 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.
| VDVIX | VITAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.46 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 3.57 | -0.82 |
| Martin ratioReturn relative to average drawdown | 10.68 | 11.37 | -0.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VDVIX | VITAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.83 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.87 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 1.03 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.67 | -0.18 |
Drawdowns
VDVIX vs. VITAX - Drawdown Comparison
The maximum VDVIX drawdown since its inception was -35.78%, smaller than the maximum VITAX drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for VDVIX and VITAX.
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Drawdown Indicators
| VDVIX | VITAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.78% | -54.81% | +19.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -16.38% | +4.67% |
Max Drawdown (3Y)Largest decline over 3 years | -13.21% | -27.38% | +14.17% |
Max Drawdown (5Y)Largest decline over 5 years | -29.85% | -35.10% | +5.25% |
Max Drawdown (10Y)Largest decline over 10 years | -35.78% | -35.10% | -0.68% |
Current DrawdownCurrent decline from peak | -0.56% | -2.37% | +1.81% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -8.01% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 5.13% | -2.12% |
Volatility
VDVIX vs. VITAX - Volatility Comparison
The current volatility for Vanguard Developed Markets Index Fund Investor Shares (VDVIX) is 4.86%, while Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a volatility of 6.54%. This indicates that VDVIX experiences smaller price fluctuations and is considered to be less risky than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VDVIX | VITAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.86% | 6.54% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 16.20% | -3.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.08% | 20.65% | -5.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.91% | 25.38% | -9.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 24.84% | -8.30% |
VDVIX vs. VITAX - Expense Ratio Comparison
VDVIX has a 0.16% expense ratio, which is higher than VITAX's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VDVIX vs. VITAX - Dividend Comparison
VDVIX's dividend yield for the trailing twelve months is around 2.51%, more than VITAX's 0.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDVIX Vanguard Developed Markets Index Fund Investor Shares | 2.51% | 3.11% | 3.24% | 3.05% | 2.78% | 3.04% | 1.94% | 2.94% | 3.22% | 2.68% | 2.95% | 2.79% |
VITAX Vanguard Information Technology Index Fund Admiral Shares | 0.31% | 0.40% | 0.60% | 0.65% | 0.91% | 0.63% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Frequently Asked Questions
VDVIX and VITAX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VITAX has higher volatility (6.54%) compared to VDVIX (4.86%). In terms of maximum drawdown, VDVIX dropped -35.78% vs VITAX's -54.81%.
VITAX currently has the higher Sharpe Ratio (2.83 vs 2.14), 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.
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