VFWAX vs. VTSAX
Compare and contrast key facts about Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VFWAX is managed by Vanguard. It was launched on Sep 27, 2011. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
VFWAX vs. VTSAX - Performance Comparison
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VFWAX vs. VTSAX - 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 | -1.04% | 32.32% | 5.43% | 15.55% | -15.51% | 8.08% | 11.34% | 21.53% | -13.97% | 27.20% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | -6.75% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 30.79% | -5.18% | 21.16% |
Returns By Period
In the year-to-date period, VFWAX achieves a -1.04% return, which is significantly higher than VTSAX's -6.75% return. Over the past 10 years, VFWAX has underperformed VTSAX with an annualized return of 8.63%, while VTSAX has yielded a comparatively higher 13.27% annualized return.
VFWAX
- 1D
- -0.15%
- 1M
- -11.06%
- YTD
- -1.04%
- 6M
- 3.59%
- 1Y
- 23.62%
- 3Y*
- 14.34%
- 5Y*
- 7.00%
- 10Y*
- 8.63%
VTSAX
- 1D
- -0.46%
- 1M
- -7.71%
- YTD
- -6.75%
- 6M
- -4.47%
- 1Y
- 14.76%
- 3Y*
- 16.69%
- 5Y*
- 10.11%
- 10Y*
- 13.27%
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VFWAX vs. VTSAX - Expense Ratio Comparison
VFWAX has a 0.11% expense ratio, which is higher than VTSAX's 0.04% 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. VTSAX — Risk / Return Rank
VFWAX
VTSAX
VFWAX vs. VTSAX - 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 Stock Market Index Fund Admiral Shares (VTSAX). 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 | VTSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 0.84 | +0.61 |
Sortino ratioReturn per unit of downside risk | 1.95 | 1.29 | +0.65 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.20 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 1.05 | +0.83 |
Martin ratioReturn relative to average drawdown | 7.44 | 5.08 | +2.36 |
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 | VTSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 0.84 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.59 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.72 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.43 | +0.02 |
Correlation
The correlation between VFWAX and VTSAX is 0.81, 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. VTSAX - Dividend Comparison
VFWAX's dividend yield for the trailing twelve months is around 2.98%, more than VTSAX's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 2.98% | 3.05% | 3.20% | 3.28% | 3.07% | 3.03% | 1.97% | 3.07% | 3.24% | 2.67% | 2.96% | 2.95% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.20% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
Drawdowns
VFWAX vs. VTSAX - Drawdown Comparison
The maximum VFWAX drawdown since its inception was -34.93%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for VFWAX and VTSAX.
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Drawdown Indicators
| VFWAX | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.93% | -55.33% | +20.40% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -12.41% | +1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -29.40% | -25.36% | -4.04% |
Max Drawdown (10Y)Largest decline over 10 years | -34.93% | -34.97% | +0.04% |
Current DrawdownCurrent decline from peak | -11.34% | -8.92% | -2.42% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -9.06% | +1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.56% | +0.30% |
Volatility
VFWAX vs. VTSAX - Volatility Comparison
Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) has a higher volatility of 6.93% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.39%. This indicates that VFWAX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFWAX | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.93% | 4.39% | +2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 10.64% | 9.33% | +1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.77% | 18.42% | -2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.93% | 17.32% | -2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.98% | 18.37% | -2.39% |