VFIJX vs. VTIAX
Compare and contrast key facts about Vanguard GNMA Fund Admiral Shares (VFIJX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX).
VFIJX is managed by Vanguard. It was launched on Feb 12, 2001. VTIAX is managed by Vanguard. It was launched on Nov 29, 2010.
Performance
VFIJX vs. VTIAX - Performance Comparison
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VFIJX vs. VTIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFIJX Vanguard GNMA Fund Admiral Shares | 0.30% | 7.84% | 1.17% | 5.28% | -10.72% | -1.15% | 3.84% | 5.94% | 0.99% | 1.98% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 1.75% | 32.18% | 5.34% | 15.28% | -16.02% | 8.59% | 11.27% | 21.52% | -14.46% | 27.54% |
Returns By Period
In the year-to-date period, VFIJX achieves a 0.30% return, which is significantly lower than VTIAX's 1.75% return. Over the past 10 years, VFIJX has underperformed VTIAX with an annualized return of 1.42%, while VTIAX has yielded a comparatively higher 8.81% annualized return.
VFIJX
- 1D
- 0.21%
- 1M
- -1.36%
- YTD
- 0.30%
- 6M
- 1.57%
- 1Y
- 4.74%
- 3Y*
- 3.91%
- 5Y*
- 0.45%
- 10Y*
- 1.42%
VTIAX
- 1D
- 2.79%
- 1M
- -7.27%
- YTD
- 1.75%
- 6M
- 5.72%
- 1Y
- 27.08%
- 3Y*
- 15.26%
- 5Y*
- 7.20%
- 10Y*
- 8.81%
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VFIJX vs. VTIAX - Expense Ratio Comparison
Both VFIJX and VTIAX have an expense ratio of 0.11%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
VFIJX vs. VTIAX — Risk / Return Rank
VFIJX
VTIAX
VFIJX vs. VTIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard GNMA Fund Admiral Shares (VFIJX) 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.
| VFIJX | VTIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 1.76 | -0.59 |
Sortino ratioReturn per unit of downside risk | 1.69 | 2.32 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.35 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.15 | 2.35 | -0.20 |
Martin ratioReturn relative to average drawdown | 5.81 | 9.21 | -3.41 |
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
| VFIJX | VTIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 1.76 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.49 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.56 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.39 | +0.42 |
Correlation
The correlation between VFIJX and VTIAX is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
VFIJX vs. VTIAX - Dividend Comparison
VFIJX's dividend yield for the trailing twelve months is around 3.44%, more than VTIAX's 2.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFIJX Vanguard GNMA Fund Admiral Shares | 3.44% | 3.72% | 3.67% | 3.34% | 2.45% | 0.73% | 1.98% | 2.86% | 3.00% | 2.73% | 3.11% | 2.94% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.95% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
Drawdowns
VFIJX vs. VTIAX - Drawdown Comparison
The maximum VFIJX drawdown since its inception was -16.06%, smaller than the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VFIJX and VTIAX.
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Drawdown Indicators
| VFIJX | VTIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.06% | -35.83% | +19.77% |
Max Drawdown (1Y)Largest decline over 1 year | -2.57% | -11.28% | +8.71% |
Max Drawdown (5Y)Largest decline over 5 years | -15.75% | -29.56% | +13.81% |
Max Drawdown (10Y)Largest decline over 10 years | -16.06% | -35.83% | +19.77% |
Current DrawdownCurrent decline from peak | -1.87% | -8.81% | +6.94% |
Average DrawdownAverage peak-to-trough decline | -1.74% | -8.15% | +6.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 2.88% | -1.93% |
Volatility
VFIJX vs. VTIAX - Volatility Comparison
The current volatility for Vanguard GNMA Fund Admiral Shares (VFIJX) is 1.54%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 7.49%. This indicates that VFIJX experiences smaller price fluctuations and is considered to be less risky than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFIJX | VTIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 7.49% | -5.95% |
Volatility (6M)Calculated over the trailing 6-month period | 2.57% | 10.83% | -8.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.39% | 15.74% | -11.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.16% | 14.85% | -8.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.67% | 15.85% | -11.18% |