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VFWAX vs. VMLTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFWAX vs. VMLTX - 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 Limited-Term Tax-Exempt Fund Investor Shares (VMLTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VFWAX achieves a 15.78% return, which is significantly higher than VMLTX's 1.01% return. Over the past 10 years, VFWAX has outperformed VMLTX with an annualized return of 10.03%, while VMLTX has yielded a comparatively lower 2.13% annualized return.


VFWAX

1D
0.67%
1M
5.91%
YTD
15.78%
6M
18.57%
1Y
33.77%
3Y*
20.05%
5Y*
9.05%
10Y*
10.03%

VMLTX

1D
0.09%
1M
0.35%
YTD
1.01%
6M
1.37%
1Y
4.36%
3Y*
4.24%
5Y*
2.12%
10Y*
2.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFWAX vs. VMLTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFWAX
Vanguard FTSE All-World ex-US Index Fund Admiral Shares
15.78%32.32%5.43%15.55%-15.51%8.08%11.34%21.53%-13.97%27.20%
VMLTX
Vanguard Limited-Term Tax-Exempt Fund Investor Shares
1.01%5.39%3.14%4.19%-2.98%0.83%3.30%4.11%1.56%2.02%

Correlation

The correlation between VFWAX and VMLTX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2011

-0.01

The correlation between VFWAX and VMLTX shifts across timeframes, from -0.01 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VFWAX vs. VMLTX — Risk / Return Rank

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

VFWAX
VFWAX Risk / Return Rank: 5959
Overall Rank
VFWAX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VFWAX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VFWAX Omega Ratio Rank: 5959
Omega Ratio Rank
VFWAX Calmar Ratio Rank: 5858
Calmar Ratio Rank
VFWAX Martin Ratio Rank: 5858
Martin Ratio Rank

VMLTX
VMLTX Risk / Return Rank: 7777
Overall Rank
VMLTX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VMLTX Sortino Ratio Rank: 9696
Sortino Ratio Rank
VMLTX Omega Ratio Rank: 9797
Omega Ratio Rank
VMLTX Calmar Ratio Rank: 5656
Calmar Ratio Rank
VMLTX Martin Ratio Rank: 4545
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. VMLTX - 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 Limited-Term Tax-Exempt Fund Investor Shares (VMLTX). 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.


VFWAXVMLTXDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-2.23

Omega ratioGain probability vs. loss probability

1.43

1.96

-0.53

Calmar ratioReturn relative to maximum drawdown

2.93

2.86

+0.08

Martin ratioReturn relative to average drawdown

11.55

9.49

+2.05

VFWAX vs. VMLTX - Sharpe Ratio Comparison

The current VFWAX Sharpe Ratio is 2.31, which is comparable to the VMLTX Sharpe Ratio of 2.93. The chart below compares the historical Sharpe Ratios of VFWAX and VMLTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VFWAXVMLTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

2.93

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

1.14

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

1.10

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

1.93

-1.41

Drawdowns

VFWAX vs. VMLTX - Drawdown Comparison

The maximum VFWAX drawdown since its inception was -34.93%, which is greater than VMLTX's maximum drawdown of -6.41%. Use the drawdown chart below to compare losses from any high point for VFWAX and VMLTX.


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Drawdown Indicators


VFWAXVMLTXDifference

Max Drawdown

Largest peak-to-trough decline

-34.93%

-6.41%

-28.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.34%

-1.53%

-9.81%

Max Drawdown (3Y)

Largest decline over 3 years

-13.25%

-2.02%

-11.23%

Max Drawdown (5Y)

Largest decline over 5 years

-29.40%

-5.69%

-23.71%

Max Drawdown (10Y)

Largest decline over 10 years

-34.93%

-6.41%

-28.52%

Current Drawdown

Current decline from peak

0.00%

-0.40%

+0.40%

Average Drawdown

Average peak-to-trough decline

-7.19%

-0.48%

-6.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

0.46%

+2.42%

Volatility

VFWAX vs. VMLTX - Volatility Comparison

Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) has a higher volatility of 4.89% compared to Vanguard Limited-Term Tax-Exempt Fund Investor Shares (VMLTX) at 0.46%. This indicates that VFWAX's price experiences larger fluctuations and is considered to be riskier than VMLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFWAXVMLTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

0.46%

+4.43%

Volatility (6M)

Calculated over the trailing 6-month period

12.06%

1.14%

+10.92%

Volatility (1Y)

Calculated over the trailing 1-year period

14.41%

1.49%

+12.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.19%

1.86%

+13.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

1.93%

+14.15%

VFWAX vs. VMLTX - Expense Ratio Comparison

VFWAX has a 0.11% expense ratio, which is lower than VMLTX's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VFWAX vs. VMLTX - Dividend Comparison

VFWAX's dividend yield for the trailing twelve months is around 2.55%, less than VMLTX's 3.07% yield.


PositionTTM20252024202320222021202020192018201720162015
VFWAX
Vanguard FTSE All-World ex-US Index Fund Admiral Shares
2.55%3.05%3.20%3.28%3.07%3.03%1.97%3.07%3.24%2.67%2.96%2.95%
VMLTX
Vanguard Limited-Term Tax-Exempt Fund Investor Shares
3.07%3.75%3.27%2.30%1.56%1.64%1.62%2.01%1.81%1.55%1.52%1.50%

Frequently Asked Questions


VFWAX and VMLTX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VFWAX has higher volatility (4.89%) compared to VMLTX (0.46%). In terms of maximum drawdown, VFWAX dropped -34.93% vs VMLTX's -6.41%.

VMLTX currently has the higher Sharpe Ratio (2.93 vs 2.31), 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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