VFSNX vs. CSGIX
Compare and contrast key facts about Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX) and Calamos International Small Cap Growth Fund (CSGIX).
VFSNX is managed by Vanguard. It was launched on Apr 2, 2009. CSGIX is managed by Calamos. It was launched on Mar 30, 2022.
Performance
VFSNX vs. CSGIX - Performance Comparison
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VFSNX vs. CSGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VFSNX Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares | 1.30% | 29.97% | 2.63% | 15.18% | -15.05% |
CSGIX Calamos International Small Cap Growth Fund | 5.85% | 15.11% | 10.21% | 13.62% | -20.14% |
Returns By Period
In the year-to-date period, VFSNX achieves a 1.30% return, which is significantly lower than CSGIX's 5.85% return.
VFSNX
- 1D
- 2.40%
- 1M
- -8.23%
- YTD
- 1.30%
- 6M
- 3.65%
- 1Y
- 29.26%
- 3Y*
- 13.66%
- 5Y*
- 5.38%
- 10Y*
- 7.58%
CSGIX
- 1D
- 2.93%
- 1M
- -11.15%
- YTD
- 5.85%
- 6M
- -2.51%
- 1Y
- 26.81%
- 3Y*
- 13.93%
- 5Y*
- —
- 10Y*
- —
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VFSNX vs. CSGIX - Expense Ratio Comparison
VFSNX has a 0.11% expense ratio, which is lower than CSGIX's 2.67% expense ratio.
Return for Risk
VFSNX vs. CSGIX — Risk / Return Rank
VFSNX
CSGIX
VFSNX vs. CSGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX) and Calamos International Small Cap Growth Fund (CSGIX). 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.
| VFSNX | CSGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.06 | 1.48 | +0.59 |
Sortino ratioReturn per unit of downside risk | 2.63 | 1.93 | +0.70 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.27 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.49 | 1.92 | +0.57 |
Martin ratioReturn relative to average drawdown | 9.81 | 5.19 | +4.62 |
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
| VFSNX | CSGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 1.48 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.30 | +0.26 |
Correlation
The correlation between VFSNX and CSGIX is 0.87, 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
VFSNX vs. CSGIX - Dividend Comparison
VFSNX's dividend yield for the trailing twelve months is around 3.32%, more than CSGIX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFSNX Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares | 3.32% | 3.36% | 3.41% | 3.11% | 2.26% | 2.70% | 1.90% | 3.25% | 2.81% | 2.85% | 2.93% | 2.69% |
CSGIX Calamos International Small Cap Growth Fund | 1.16% | 1.22% | 0.00% | 0.00% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VFSNX vs. CSGIX - Drawdown Comparison
The maximum VFSNX drawdown since its inception was -43.65%, which is greater than CSGIX's maximum drawdown of -26.50%. Use the drawdown chart below to compare losses from any high point for VFSNX and CSGIX.
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Drawdown Indicators
| VFSNX | CSGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.65% | -26.50% | -17.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -13.68% | +2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -33.75% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -43.65% | — | — |
Current DrawdownCurrent decline from peak | -9.35% | -11.15% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -9.56% | -10.62% | +1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 5.06% | -2.15% |
Volatility
VFSNX vs. CSGIX - Volatility Comparison
The current volatility for Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX) is 6.66%, while Calamos International Small Cap Growth Fund (CSGIX) has a volatility of 9.38%. This indicates that VFSNX experiences smaller price fluctuations and is considered to be less risky than CSGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFSNX | CSGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.66% | 9.38% | -2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 14.22% | -4.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.58% | 18.64% | -4.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 17.10% | -2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.67% | 17.10% | -1.43% |