VFWAX vs. VTIAX
Compare and contrast key facts about Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX).
VFWAX is managed by Vanguard. It was launched on Sep 27, 2011. VTIAX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFWAX or VTIAX.
Key characteristics
| VFWAX | VTIAX | |
|---|---|---|
| YTD Return | 6.65% | 6.35% |
| 1Y Return | 14.09% | 13.89% |
| 3Y Return (Ann) | 0.65% | 0.32% |
| 5Y Return (Ann) | 5.40% | 5.31% |
| 10Y Return (Ann) | 4.91% | 4.86% |
| Sharpe Ratio | 1.36 | 1.35 |
| Sortino Ratio | 1.94 | 1.92 |
| Omega Ratio | 1.24 | 1.24 |
| Calmar Ratio | 1.42 | 1.35 |
| Martin Ratio | 7.48 | 7.44 |
| Ulcer Index | 2.24% | 2.23% |
| Daily Std Dev | 12.35% | 12.30% |
| Max Drawdown | -34.93% | -35.83% |
| Current Drawdown | -7.24% | -7.10% |
Correlation
The correlation between VFWAX and VTIAX is 1.00, 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.
Performance
VFWAX vs. VTIAX - Performance Comparison
The year-to-date returns for both stocks are quite close, with VFWAX having a 6.65% return and VTIAX slightly lower at 6.35%. Both investments have delivered pretty close results over the past 10 years, with VFWAX having a 4.91% annualized return and VTIAX not far behind at 4.86%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VFWAX vs. VTIAX - Expense Ratio Comparison
Both VFWAX and VTIAX have an expense ratio of 0.11%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
VFWAX vs. VTIAX - Risk-Adjusted Performance 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 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.
Dividends
VFWAX vs. VTIAX - Dividend Comparison
VFWAX's dividend yield for the trailing twelve months is around 2.95%, less than VTIAX's 2.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 2.95% | 3.28% | 3.07% | 3.03% | 1.97% | 3.08% | 3.24% | 2.67% | 2.96% | 2.95% | 3.53% | 2.68% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.98% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% | 2.71% |
Drawdowns
VFWAX vs. VTIAX - Drawdown Comparison
The maximum VFWAX drawdown since its inception was -34.93%, roughly equal to the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VFWAX and VTIAX. For additional features, visit the drawdowns tool.
Volatility
VFWAX vs. VTIAX - Volatility Comparison
Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) have volatilities of 3.71% and 3.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.