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.
Performance
VFWAX vs. VTIAX - Performance Comparison
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VFWAX vs. VTIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 1.75% | 32.18% | 5.34% | 15.28% | -16.02% | 8.59% | 11.27% | 21.52% | -14.46% | 27.54% |
Returns By Period
The year-to-date returns for both stocks are quite close, with VFWAX having a 1.81% return and VTIAX slightly lower at 1.75%. Both investments have delivered pretty close results over the past 10 years, with VFWAX having a 8.94% annualized return and VTIAX not far behind at 8.81%.
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%
VTIAX
- 1D
- 2.79%
- 1M
- -7.27%
- YTD
- 1.75%
- 6M
- 5.72%
- 1Y
- 27.08%
- 3Y*
- 15.26%
- 5Y*
- 7.20%
- 10Y*
- 8.81%
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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%.
Return for Risk
VFWAX vs. VTIAX — Risk / Return Rank
VFWAX
VTIAX
VFWAX vs. VTIAX - 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 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.
| VFWAX | VTIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 1.76 | -0.05 |
Sortino ratioReturn per unit of downside risk | 2.28 | 2.32 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.35 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.31 | 2.35 | -0.04 |
Martin ratioReturn relative to average drawdown | 9.04 | 9.21 | -0.17 |
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
| VFWAX | VTIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 1.76 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.49 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.56 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.39 | +0.07 |
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.
Dividends
VFWAX vs. VTIAX - Dividend Comparison
VFWAX's dividend yield for the trailing twelve months is around 2.90%, less than VTIAX's 2.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.95% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
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.
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Drawdown Indicators
| VFWAX | VTIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.93% | -35.83% | +0.90% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -11.28% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -29.40% | -29.56% | +0.16% |
Max Drawdown (10Y)Largest decline over 10 years | -34.93% | -35.83% | +0.90% |
Current DrawdownCurrent decline from peak | -8.79% | -8.81% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -8.15% | +0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.88% | +0.02% |
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 7.63% and 7.49%, 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.
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Volatility by Period
| VFWAX | VTIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | 7.49% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 10.83% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.99% | 15.74% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 14.85% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.01% | 15.85% | +0.16% |