VDVIX vs. VTSAX

Last updated Jul 11, 2026

VDVIX (Vanguard Developed Markets Index Fund Investor Shares) and VTSAX (Vanguard Total Stock Market 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 VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, VDVIX returned 10.20%/yr vs 14.84%/yr for VTSAX. A 0.79 correlation means they provide meaningful diversification when combined. VDVIX charges 0.16%/yr vs 0.04%/yr for VTSAX.

Performance

VDVIX vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Developed Markets Index Fund Investor Shares (VDVIX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VDVIX achieves a 13.91% return, which is significantly higher than VTSAX's 11.49% return. Over the past 10 years, VDVIX has underperformed VTSAX with an annualized return of 10.20%, while VTSAX has yielded a comparatively higher 14.84% annualized return.

VDVIX

• 1D: 0.69%
• 1M: -0.58%
• 6M: 10.29%
• YTD: 13.91%
• 1Y: 27.75%
• 3Y*: 19.42%
• 5Y*: 9.61%
• 10Y*: 10.20%

VTSAX

• 1D: 0.88%
• 1M: 1.67%
• 6M: 9.16%
• YTD: 11.49%
• 1Y: 22.40%
• 3Y*: 20.84%
• 5Y*: 12.01%
• 10Y*: 14.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VDVIX vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VDVIX Vanguard Developed Markets Index Fund Investor Shares	13.91%	34.96%	2.95%	17.59%	-15.41%	11.31%	10.10%	21.95%	-14.59%	26.30%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	11.49%	17.12%	23.23%	26.51%	-19.52%	25.72%	20.98%	30.79%	-5.18%	21.16%

Correlation

The correlation between VDVIX and VTSAX is 0.78, 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	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (10Y) Calculated over the trailing 10-year period	0.79
Correlation (All Time) Calculated using the full available price history since Dec 20, 2013	0.79

The correlation between VDVIX and VTSAX has been stable across timeframes, ranging from 0.76 to 0.79 - a consistent structural relationship.

Return for Risk

VDVIX vs. VTSAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VDVIX

VDVIX Risk / Return Rank: 53
VDVIX Sharpe Ratio Rank: 54
VDVIX Sortino Ratio Rank: 50
VDVIX Omega Ratio Rank: 53
VDVIX Calmar Ratio Rank: 56
VDVIX Martin Ratio Rank: 54

VTSAX

VTSAX Risk / Return Rank: 65
VTSAX Sharpe Ratio Rank: 62
VTSAX Sortino Ratio Rank: 58
VTSAX Omega Ratio Rank: 58
VTSAX Calmar Ratio Rank: 67
VTSAX Martin Ratio Rank: 78

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VDVIX vs. VTSAX - 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 Stock Market Index Fund Admiral Shares (VTSAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VDVIX	VTSAX	Difference
Sharpe ratio: Return per unit of total volatility	1.64	1.74	-0.10
Sortino ratio: Return per unit of downside risk	2.25	2.40	-0.15
Omega ratio: Gain probability vs. loss probability	1.30	1.31	-0.01
Calmar ratio: Return relative to maximum drawdown	2.30	2.50	-0.20
Martin ratio: Return relative to average drawdown	8.72	11.00	-2.28

VDVIX vs. VTSAX - Sharpe Ratio Comparison

The current VDVIX Sharpe Ratio is 1.64, which is comparable to the VTSAX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of VDVIX and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VDVIX vs. VTSAX - Drawdown Comparison

The maximum VDVIX drawdown since its inception was -35.78%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for VDVIX and VTSAX.

Drawdown Indicators

	VDVIX	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-35.78%	-55.33%	+19.55%
Max Drawdown (1Y) Largest decline over 1 year	-11.71%	-8.92%	-2.79%
Max Drawdown (3Y) Largest decline over 3 years	-13.21%	-19.36%	+6.15%
Max Drawdown (5Y) Largest decline over 5 years	-29.85%	-25.36%	-4.49%
Max Drawdown (10Y) Largest decline over 10 years	-35.78%	-34.97%	-0.81%
Current Drawdown Current decline from peak	-2.22%	-0.44%	-1.78%
Average Drawdown Average peak-to-trough decline	-7.13%	-8.98%	+1.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.09%	2.03%	+1.06%

Volatility

VDVIX vs. VTSAX - Volatility Comparison

Vanguard Developed Markets Index Fund Investor Shares (VDVIX) has a higher volatility of 6.49% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.28%. This indicates that VDVIX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VDVIX	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.49%	4.28%	+2.21%
Volatility (6M) Calculated over the trailing 6-month period	14.32%	10.14%	+4.18%
Volatility (1Y) Calculated over the trailing 1-year period	16.45%	12.84%	+3.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.17%	17.46%	-1.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.38%	18.38%	-2.00%

VDVIX vs. VTSAX - Expense Ratio Comparison

VDVIX has a 0.16% expense ratio, which is higher than VTSAX's 0.04% 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. VTSAX - Dividend Comparison

VDVIX's dividend yield for the trailing twelve months is around 2.45%, more than VTSAX's 1.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VDVIX Vanguard Developed Markets Index Fund Investor Shares	2.45%	3.11%	3.24%	3.05%	2.78%	3.04%	1.94%	2.94%	3.22%	2.68%	2.95%	2.79%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.04%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both VDVIX and VTSAX in my portfolio?

VDVIX and VTSAX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VDVIX or VTSAX?

VDVIX has higher volatility (6.49%) compared to VTSAX (4.28%). In terms of maximum drawdown, VDVIX dropped -35.78% vs VTSAX's -55.33%.

Which has better risk-adjusted returns?

VTSAX currently has the higher Sharpe Ratio (1.74 vs 1.64), 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.