VDVIX vs. VTIAX
VDVIX (Vanguard Developed Markets Index Fund Investor Shares) and VTIAX (Vanguard Total International Stock Index Fund Admiral Shares) are both Foreign Large Cap Equities funds from Vanguard - VDVIX tracks the FTSE Developed All Cap ex US Index while VTIAX tracks the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, VDVIX returned 10.01%/yr vs 9.69%/yr for VTIAX. With a 0.98 correlation, they move nearly in lockstep. VDVIX charges 0.16%/yr vs 0.09%/yr for VTIAX.
Performance
VDVIX vs. VTIAX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with VDVIX having a 15.22% return and VTIAX slightly lower at 14.52%. Both investments have delivered pretty close results over the past 10 years, with VDVIX having a 10.01% annualized return and VTIAX not far behind at 9.69%.
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%
VTIAX
- 1D
- 0.02%
- 1M
- 1.00%
- YTD
- 14.52%
- 6M
- 16.81%
- 1Y
- 31.40%
- 3Y*
- 19.54%
- 5Y*
- 8.45%
- 10Y*
- 9.69%
VDVIX vs. VTIAX - 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% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 14.52% | 32.18% | 5.34% | 15.28% | -16.02% | 8.59% | 11.27% | 21.52% | -14.46% | 27.54% |
Correlation
The correlation between VDVIX and VTIAX is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| 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 Dec 23, 2013 | 0.98 |
The correlation between VDVIX and VTIAX has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.
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Return for Risk
VDVIX vs. VTIAX — Risk / Return Rank
VDVIX
VTIAX
VDVIX vs. VTIAX - 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 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.
| VDVIX | VTIAX | 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 | 1.41 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 2.81 | -0.06 |
| Martin ratioReturn relative to average drawdown | 10.68 | 11.08 | -0.40 |
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 | VTIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.23 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.56 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.61 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.44 | +0.04 |
Drawdowns
VDVIX vs. VTIAX - Drawdown Comparison
The maximum VDVIX drawdown since its inception was -35.78%, roughly equal to the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VDVIX and VTIAX.
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Drawdown Indicators
| VDVIX | VTIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.78% | -35.83% | +0.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -11.28% | -0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -13.21% | -13.13% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -29.85% | -29.56% | -0.29% |
Max Drawdown (10Y)Largest decline over 10 years | -35.78% | -35.83% | +0.05% |
Current DrawdownCurrent decline from peak | -0.56% | -0.77% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -8.08% | +0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.85% | +0.16% |
Volatility
VDVIX vs. VTIAX - Volatility Comparison
Vanguard Developed Markets Index Fund Investor Shares (VDVIX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) have volatilities of 4.86% and 4.79%, 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.
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Volatility by Period
| VDVIX | VTIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.86% | 4.79% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 11.93% | +0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.08% | 14.22% | +0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.91% | 15.04% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 15.92% | +0.62% |
VDVIX vs. VTIAX - Expense Ratio Comparison
VDVIX has a 0.16% expense ratio, which is higher than VTIAX'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. VTIAX - Dividend Comparison
VDVIX's dividend yield for the trailing twelve months is around 2.51%, less than VTIAX's 2.62% 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% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.62% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
Frequently Asked Questions
With a correlation of 0.95, VDVIX and VTIAX 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.
VDVIX has higher volatility (4.86%) compared to VTIAX (4.79%). In terms of maximum drawdown, VDVIX dropped -35.78% vs VTIAX's -35.83%.
VTIAX currently has the higher Sharpe Ratio (2.23 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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