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VFWAX vs. VIGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFWAX vs. VIGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

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VFWAX vs. VIGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFWAX
Vanguard FTSE All-World ex-US Index Fund Admiral Shares
1.81%32.32%5.43%15.55%-15.51%8.08%11.34%21.53%-13.97%27.20%
VIGAX
Vanguard Growth Index Fund Admiral Shares
-10.40%19.43%32.67%46.76%-33.14%27.26%40.18%37.23%-3.35%27.80%

Returns By Period

In the year-to-date period, VFWAX achieves a 1.81% return, which is significantly higher than VIGAX's -10.40% return. Over the past 10 years, VFWAX has underperformed VIGAX with an annualized return of 8.94%, while VIGAX has yielded a comparatively higher 16.02% annualized return.


VFWAX

1D
2.88%
1M
-7.13%
YTD
1.81%
6M
5.93%
1Y
26.78%
3Y*
15.42%
5Y*
7.35%
10Y*
8.94%

VIGAX

1D
3.99%
1M
-5.48%
YTD
-10.40%
6M
-9.20%
1Y
17.18%
3Y*
21.13%
5Y*
11.42%
10Y*
16.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VFWAX vs. VIGAX - Expense Ratio Comparison

VFWAX has a 0.11% expense ratio, which is higher than VIGAX'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%.


Return for Risk

VFWAX vs. VIGAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VFWAX
VFWAX Risk / Return Rank: 8585
Overall Rank
VFWAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VFWAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
VFWAX Omega Ratio Rank: 8383
Omega Ratio Rank
VFWAX Calmar Ratio Rank: 8787
Calmar Ratio Rank
VFWAX Martin Ratio Rank: 8686
Martin Ratio Rank

VIGAX
VIGAX Risk / Return Rank: 3838
Overall Rank
VIGAX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VIGAX Sortino Ratio Rank: 4040
Sortino Ratio Rank
VIGAX Omega Ratio Rank: 3838
Omega Ratio Rank
VIGAX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VIGAX Martin Ratio Rank: 3737
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.

VFWAX vs. VIGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.


VFWAXVIGAXDifference

Sharpe ratio

Return per unit of total volatility

1.71

0.80

+0.91

Sortino ratio

Return per unit of downside risk

2.28

1.30

+0.97

Omega ratio

Gain probability vs. loss probability

1.34

1.18

+0.16

Calmar ratio

Return relative to maximum drawdown

2.31

1.11

+1.20

Martin ratio

Return relative to average drawdown

9.04

3.96

+5.08

VFWAX vs. VIGAX - Sharpe Ratio Comparison

The current VFWAX Sharpe Ratio is 1.71, which is higher than the VIGAX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of VFWAX and VIGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VFWAXVIGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

0.80

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.51

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.75

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.44

+0.03

Correlation

The correlation between VFWAX and VIGAX is 0.74, 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

VFWAX vs. VIGAX - Dividend Comparison

VFWAX's dividend yield for the trailing twelve months is around 2.90%, more than VIGAX's 0.44% yield.


TTM20252024202320222021202020192018201720162015
VFWAX
Vanguard FTSE All-World ex-US Index Fund Admiral Shares
2.90%3.05%3.20%3.28%3.07%3.03%1.97%3.07%3.24%2.67%2.96%2.95%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.44%0.40%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%

Drawdowns

VFWAX vs. VIGAX - Drawdown Comparison

The maximum VFWAX drawdown since its inception was -34.93%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VFWAX and VIGAX.


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Drawdown Indicators


VFWAXVIGAXDifference

Max Drawdown

Largest peak-to-trough decline

-34.93%

-50.66%

+15.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.34%

-16.51%

+5.17%

Max Drawdown (5Y)

Largest decline over 5 years

-29.40%

-35.63%

+6.23%

Max Drawdown (10Y)

Largest decline over 10 years

-34.93%

-35.63%

+0.70%

Current Drawdown

Current decline from peak

-8.79%

-13.18%

+4.39%

Average Drawdown

Average peak-to-trough decline

-7.25%

-12.02%

+4.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

4.64%

-1.74%

Volatility

VFWAX vs. VIGAX - Volatility Comparison

Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) has a higher volatility of 7.63% compared to Vanguard Growth Index Fund Admiral Shares (VIGAX) at 7.01%. This indicates that VFWAX's price experiences larger fluctuations and is considered to be riskier than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFWAXVIGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.63%

7.01%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

12.73%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

22.99%

-7.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.99%

22.36%

-7.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.01%

21.53%

-5.52%