PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
VEXAX vs. VXUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VEXAX vs. VXUS

Last updated Jun 13, 2026

VEXAX (Vanguard Extended Market Index Fund Admiral Shares) and VXUS (Vanguard Total International Stock ETF) are both funds - VEXAX is a Mid Cap Blend Equities fund managed by Vanguard, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, VEXAX returned 12.23%/yr vs 10.22%/yr for VXUS. A 0.77 correlation means they provide meaningful diversification when combined. VEXAX charges 0.06%/yr vs 0.05%/yr for VXUS.

Performance

VEXAX vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Market Index Fund Admiral Shares (VEXAX) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with VEXAX having a 13.86% return and VXUS slightly lower at 13.69%. Over the past 10 years, VEXAX has outperformed VXUS with an annualized return of 12.23%, while VXUS has yielded a comparatively lower 10.22% annualized return.

VEXAX

1D
2.96%
1M
4.32%
YTD
13.86%
6M
11.70%
1Y
27.36%
3Y*
18.98%
5Y*
6.06%
10Y*
12.23%

VXUS

1D
0.40%
1M
0.71%
YTD
13.69%
6M
15.52%
1Y
28.39%
3Y*
18.37%
5Y*
8.32%
10Y*
10.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEXAX vs. VXUS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VEXAX
Vanguard Extended Market Index Fund Admiral Shares		13.86%11.42%15.47%26.95%-26.46%12.45%32.22%28.03%-9.37%18.11%
VXUS
Vanguard Total International Stock ETF		13.69%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%

Correlation

The correlation between VEXAX and VXUS is 0.75, 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

0.75

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2011

0.77

The correlation between VEXAX and VXUS has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.

VEXAX vs. VXUS - Sectors Allocation Comparison

Sectors
VEXAX
VXUS

Technology

19.8%
18.1%

Industrials

19.3%
16.1%

Financial Services

14.6%
22.3%

Healthcare

13.3%
7.1%

Consumer Cyclical

9.7%
8.4%

Real Estate

6.0%
2.6%

Energy

5.1%
5.2%

Basic Materials

4.2%
7.6%

Communication Services

3.3%
4.4%

Consumer Defensive

2.7%
5.0%

Utilities

2.0%
3.2%

Technology

VEXAX
19.8%
VXUS
18.1%

Industrials

VEXAX
19.3%
VXUS
16.1%

Financial Services

VEXAX
14.6%
VXUS
22.3%

Healthcare

VEXAX
13.3%
VXUS
7.1%

Consumer Cyclical

VEXAX
9.7%
VXUS
8.4%

Real Estate

VEXAX
6.0%
VXUS
2.6%

Energy

VEXAX
5.1%
VXUS
5.2%

Basic Materials

VEXAX
4.2%
VXUS
7.6%

Communication Services

VEXAX
3.3%
VXUS
4.4%

Consumer Defensive

VEXAX
2.7%
VXUS
5.0%

Utilities

VEXAX
2.0%
VXUS
3.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard Extended Market Index Fund Admiral Shares

Vanguard Total International Stock ETF

Often compared with VEXAX:
VEXAX vs. VIMAXVEXAX vs. VIEIXVEXAX vs. VOOVEXAX vs. VTIVEXAX vs. VEMAXVEXAX vs. VINIXVEXAX vs. VASVX
Often compared with VXUS:
VXUS vs. VTIVXUS vs. VOOVXUS vs. VTVXUS vs. VEAVXUS vs. FZILXVXUS vs. VEUVXUS vs. SCHF

Return for Risk

VEXAX vs. VXUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VEXAX
VEXAX Risk / Return Rank: 5151
Overall Rank
VEXAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VEXAX Sortino Ratio Rank: 4343
Sortino Ratio Rank
VEXAX Omega Ratio Rank: 3939
Omega Ratio Rank
VEXAX Calmar Ratio Rank: 7070
Calmar Ratio Rank
VEXAX Martin Ratio Rank: 5858
Martin Ratio Rank
VXUS
VXUS Risk / Return Rank: 6161
Overall Rank
VXUS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6060
Sortino Ratio Rank
VXUS Omega Ratio Rank: 6363
Omega Ratio Rank
VXUS Calmar Ratio Rank: 5858
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6262
Martin Ratio Rank
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.

VEXAX vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund Admiral Shares (VEXAX) and Vanguard Total International Stock ETF (VXUS). 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.

VEXAXVXUSDifference
Sharpe ratioReturn per unit of total volatility
1.53
1.77

-0.24

Sortino ratioReturn per unit of downside risk
2.16
2.44

-0.28

Omega ratioGain probability vs. loss probability

1.26

1.33

-0.06

Calmar ratioReturn relative to maximum drawdown

2.65

2.53

+0.13

Martin ratioReturn relative to average drawdown

9.32

9.72

-0.41

VEXAX vs. VXUS - Sharpe Ratio Comparison

The current VEXAX Sharpe Ratio is 1.53, which is comparable to the VXUS Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of VEXAX and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

VEXAX vs. VXUS - Drawdown Comparison

The maximum VEXAX drawdown since its inception was -58.08%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VEXAX and VXUS.

Loading charts...

Drawdown Indicators

VEXAXVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-58.08%

-35.97%

-22.11%

Max Drawdown (1Y)

Largest decline over 1 year

-10.25%

-11.27%

+1.02%

Max Drawdown (3Y)

Largest decline over 3 years

-26.84%

-13.58%

-13.26%

Max Drawdown (5Y)

Largest decline over 5 years

-36.33%

-29.44%

-6.89%

Max Drawdown (10Y)

Largest decline over 10 years

-41.62%

-35.97%

-5.65%

Current Drawdown

Current decline from peak

-1.04%

-1.47%

+0.43%

Average Drawdown

Average peak-to-trough decline

-12.17%

-8.21%

-3.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.93%

-0.01%

Volatility

VEXAX vs. VXUS - Volatility Comparison

Vanguard Extended Market Index Fund Admiral Shares (VEXAX) and Vanguard Total International Stock ETF (VXUS) have volatilities of 6.48% and 6.71%, 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

VEXAXVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.48%

6.71%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

13.35%

14.02%

-0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

17.81%

16.09%

+1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.43%

16.21%

+6.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.40%

17.20%

+5.20%

VEXAX vs. VXUS - Expense Ratio Comparison

VEXAX has a 0.06% expense ratio, which is higher than VXUS's 0.05% 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

VEXAX vs. VXUS - Dividend Comparison

VEXAX's dividend yield for the trailing twelve months is around 1.02%, less than VXUS's 2.67% yield.

PositionTTM20252024202320222021202020192018201720162015
VEXAX
Vanguard Extended Market Index Fund Admiral Shares		1.02%1.14%1.09%1.25%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%
VXUS
Vanguard Total International Stock ETF		2.67%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions

VEXAX and VXUS have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VXUS has higher volatility (6.71%) compared to VEXAX (6.48%). In terms of maximum drawdown, VEXAX dropped -58.08% vs VXUS's -35.97%.

VXUS currently has the higher Sharpe Ratio (1.77 vs 1.53), 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.

Portfolio Optimizer

Find the right allocation for VEXAX and VXUS

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