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VFWAX vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


Performance

VFWAX vs. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
141.24%
488.10%
VFWAX
VTSAX

Key characteristics

Sharpe Ratio

VFWAX:

0.66

VTSAX:

0.51

Sortino Ratio

VFWAX:

1.04

VTSAX:

0.84

Omega Ratio

VFWAX:

1.14

VTSAX:

1.12

Calmar Ratio

VFWAX:

0.81

VTSAX:

0.52

Martin Ratio

VFWAX:

2.52

VTSAX:

1.98

Ulcer Index

VFWAX:

4.27%

VTSAX:

5.05%

Daily Std Dev

VFWAX:

15.76%

VTSAX:

19.65%

Max Drawdown

VFWAX:

-34.93%

VTSAX:

-55.34%

Current Drawdown

VFWAX:

-0.10%

VTSAX:

-7.91%

Returns By Period

In the year-to-date period, VFWAX achieves a 10.70% return, which is significantly higher than VTSAX's -3.66% return. Over the past 10 years, VFWAX has underperformed VTSAX with an annualized return of 5.25%, while VTSAX has yielded a comparatively higher 11.77% annualized return.


VFWAX

YTD

10.70%

1M

9.97%

6M

6.76%

1Y

10.29%

5Y*

10.83%

10Y*

5.25%

VTSAX

YTD

-3.66%

1M

4.26%

6M

-5.58%

1Y

9.34%

5Y*

15.27%

10Y*

11.77%

*Annualized

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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%.


Risk-Adjusted Performance

VFWAX vs. VTSAX — Risk-Adjusted Performance Rank

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

VFWAX
The Risk-Adjusted Performance Rank of VFWAX is 7171
Overall Rank
The Sharpe Ratio Rank of VFWAX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VFWAX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VFWAX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VFWAX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VFWAX is 6969
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 6060
Overall Rank
The Sharpe Ratio Rank of VTSAX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VFWAX vs. VTSAX - 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 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.


The current VFWAX Sharpe Ratio is 0.66, which is comparable to the VTSAX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of VFWAX and VTSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.66
0.48
VFWAX
VTSAX

Dividends

VFWAX vs. VTSAX - Dividend Comparison

VFWAX's dividend yield for the trailing twelve months is around 2.86%, more than VTSAX's 1.34% yield.


TTM20242023202220212020201920182017201620152014
VFWAX
Vanguard FTSE All-World ex-US Index Fund Admiral Shares
2.86%3.20%3.28%3.07%3.03%1.97%3.07%3.24%2.67%2.96%2.95%3.53%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.34%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%

Drawdowns

VFWAX vs. VTSAX - Drawdown Comparison

The maximum VFWAX drawdown since its inception was -34.93%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VFWAX and VTSAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.10%
-7.91%
VFWAX
VTSAX

Volatility

VFWAX vs. VTSAX - Volatility Comparison

The current volatility for Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) is 3.93%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 6.86%. This indicates that VFWAX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
3.93%
6.86%
VFWAX
VTSAX