VFMFX vs. VTIAX
Compare and contrast key facts about Vanguard U.S. Multifactor Fund Admiral Shares (VFMFX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX).
VFMFX is managed by Vanguard. It was launched on Feb 15, 2018. VTIAX is managed by Vanguard. It was launched on Nov 29, 2010.
Performance
VFMFX vs. VTIAX - Performance Comparison
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VFMFX vs. VTIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VFMFX Vanguard U.S. Multifactor Fund Admiral Shares | 0.91% | 14.50% | 17.21% | 17.89% | -5.78% | 30.78% | 3.58% | 21.81% | -14.83% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | -1.02% | 32.18% | 5.34% | 15.28% | -16.02% | 8.59% | 11.27% | 21.52% | -11.07% |
Returns By Period
In the year-to-date period, VFMFX achieves a 0.91% return, which is significantly higher than VTIAX's -1.02% return.
VFMFX
- 1D
- -0.43%
- 1M
- -6.18%
- YTD
- 0.91%
- 6M
- 5.37%
- 1Y
- 20.19%
- 3Y*
- 16.73%
- 5Y*
- 11.14%
- 10Y*
- —
VTIAX
- 1D
- -0.17%
- 1M
- -11.11%
- YTD
- -1.02%
- 6M
- 3.45%
- 1Y
- 24.00%
- 3Y*
- 14.20%
- 5Y*
- 6.87%
- 10Y*
- 8.51%
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VFMFX vs. VTIAX - Expense Ratio Comparison
VFMFX has a 0.18% expense ratio, which is higher than VTIAX's 0.11% 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%.
Return for Risk
VFMFX vs. VTIAX — Risk / Return Rank
VFMFX
VTIAX
VFMFX vs. VTIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Multifactor Fund Admiral Shares (VFMFX) 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.
| VFMFX | VTIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.50 | -0.37 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.99 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.30 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.92 | -0.49 |
Martin ratioReturn relative to average drawdown | 6.47 | 7.64 | -1.17 |
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
| VFMFX | VTIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.50 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.47 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.38 | +0.09 |
Correlation
The correlation between VFMFX and VTIAX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VFMFX vs. VTIAX - Dividend Comparison
VFMFX's dividend yield for the trailing twelve months is around 3.11%, more than VTIAX's 3.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFMFX Vanguard U.S. Multifactor Fund Admiral Shares | 3.11% | 2.69% | 3.29% | 1.66% | 2.09% | 1.37% | 1.48% | 1.63% | 1.45% | 0.00% | 0.00% | 0.00% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 3.03% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
Drawdowns
VFMFX vs. VTIAX - Drawdown Comparison
The maximum VFMFX drawdown since its inception was -41.18%, which is greater than VTIAX's maximum drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VFMFX and VTIAX.
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Drawdown Indicators
| VFMFX | VTIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.18% | -35.83% | -5.35% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -11.28% | -1.77% |
Max Drawdown (5Y)Largest decline over 5 years | -21.18% | -29.56% | +8.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.83% | — |
Current DrawdownCurrent decline from peak | -7.11% | -11.28% | +4.17% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -8.15% | +2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.84% | +0.05% |
Volatility
VFMFX vs. VTIAX - Volatility Comparison
The current volatility for Vanguard U.S. Multifactor Fund Admiral Shares (VFMFX) is 4.31%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 6.80%. This indicates that VFMFX 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
| VFMFX | VTIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 6.80% | -2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 10.50% | -0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.70% | 15.53% | +3.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.17% | 14.80% | +3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.41% | 15.83% | +5.58% |