VFINX vs. WAIOX
VFINX (Vanguard 500 Index Fund Investor Shares) and WAIOX (Wasatch International Opportunities Fund) are both mutual funds - VFINX is a Large Cap Blend Equities fund tracking the S&P 500 Index, while WAIOX is a Foreign Small & Mid Cap Equities fund managed by Wasatch. Over the past 10 years, VFINX returned 15.03%/yr vs 3.62%/yr for WAIOX. Their 0.56 correlation means they have sometimes moved together and sometimes differently. VFINX charges 0.14%/yr vs 1.96%/yr for WAIOX.
Performance
VFINX vs. WAIOX - Performance Comparison
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Returns By Period
In the year-to-date period, VFINX achieves a 11.68% return, which is significantly higher than WAIOX's 6.70% return. Over the past 10 years, VFINX has outperformed WAIOX with an annualized return of 15.03%, while WAIOX has yielded a comparatively lower 3.62% annualized return.
VFINX
- 1D
- 1.48%
- 1M
- 1.62%
- 6M
- 10.43%
- YTD
- 11.68%
- 1Y
- 21.34%
- 3Y*
- 20.72%
- 5Y*
- 12.99%
- 10Y*
- 15.03%
- ALL TIME*
- 10.72%
WAIOX
- 1D
- 1.06%
- 1M
- -1.55%
- 6M
- 6.11%
- YTD
- 6.70%
- 1Y
- -2.35%
- 3Y*
- 4.23%
- 5Y*
- -6.75%
- 10Y*
- 3.62%
- ALL TIME*
- 6.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VFINX vs. WAIOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFINX Vanguard 500 Index Fund Investor Shares | 11.68% | 17.71% | 24.84% | 26.12% | -18.24% | 28.53% | 18.20% | 31.33% | -4.55% | 21.66% |
WAIOX Wasatch International Opportunities Fund | 6.70% | 2.57% | -4.49% | 10.64% | -36.63% | -1.36% | 41.75% | 32.19% | -14.69% | 27.69% |
Correlation
The correlation between VFINX and WAIOX is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2005 | 0.56 |
The correlation between VFINX and WAIOX has been stable across timeframes, ranging from 0.56 to 0.64 - a consistent structural relationship.
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Return for Risk
VFINX vs. WAIOX — Risk / Return Rank
VFINX
WAIOX
VFINX vs. WAIOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard 500 Index Fund Investor Shares (VFINX) and Wasatch International Opportunities Fund (WAIOX). 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.
| VFINX | WAIOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.91 | ||
| Sortino ratioReturn per unit of downside risk | +2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.00 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | -0.08 | +2.69 |
| Martin ratioReturn relative to average drawdown | 11.18 | -0.19 | +11.37 |
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Drawdowns
VFINX vs. WAIOX - Drawdown Comparison
The maximum VFINX drawdown since its inception was -55.25%, smaller than the maximum WAIOX drawdown of -68.04%. Use the drawdown chart below to compare losses from any high point for VFINX and WAIOX.
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Drawdown Indicators
| VFINX | WAIOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.25% | -68.04% | +12.79% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -18.18% | +9.26% |
Max Drawdown (3Y)Largest decline over 3 years | -18.76% | -21.23% | +2.47% |
Max Drawdown (5Y)Largest decline over 5 years | -24.59% | -50.21% | +25.62% |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | -50.21% | +16.38% |
Current DrawdownCurrent decline from peak | 0.00% | -33.72% | +33.72% |
Average DrawdownAverage peak-to-trough decline | -8.26% | -16.94% | +8.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 7.71% | -5.64% |
Volatility
VFINX vs. WAIOX - Volatility Comparison
The current volatility for Vanguard 500 Index Fund Investor Shares (VFINX) is 3.81%, while Wasatch International Opportunities Fund (WAIOX) has a volatility of 4.84%. This indicates that VFINX experiences smaller price fluctuations and is considered to be less risky than WAIOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFINX | WAIOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 4.84% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 12.86% | -2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.86% | 15.21% | -2.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.03% | 17.24% | -0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 16.60% | +1.48% |
VFINX vs. WAIOX - Expense Ratio Comparison
VFINX has a 0.14% expense ratio, which is lower than WAIOX's 1.96% expense ratio.
Dividends
VFINX vs. WAIOX - Dividend Comparison
VFINX's dividend yield for the trailing twelve months is around 0.95%, less than WAIOX's 64.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFINX Vanguard 500 Index Fund Investor Shares | 0.95% | 1.02% | 1.14% | 1.36% | 1.57% | 1.15% | 1.45% | 1.77% | 1.94% | 1.69% | 1.92% | 1.99% |
WAIOX Wasatch International Opportunities Fund | 64.00% | 68.29% | 0.00% | 0.00% | 0.00% | 14.35% | 1.98% | 2.38% | 2.73% | 7.00% | 0.00% | 4.76% |
Frequently Asked Questions
VFINX and WAIOX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WAIOX has higher volatility (4.84%) compared to VFINX (3.81%). In terms of maximum drawdown, VFINX dropped -55.25% vs WAIOX's -68.04%.
VFINX currently has the higher Sharpe Ratio (1.81 vs -0.10), 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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