VFWAX vs. VXUS
Compare and contrast key facts about Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) and Vanguard Total International Stock ETF (VXUS).
VFWAX is managed by Vanguard. It was launched on Sep 27, 2011. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Performance
VFWAX vs. VXUS - Performance Comparison
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VFWAX vs. VXUS - 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% |
VXUS Vanguard Total International Stock ETF | 2.32% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 21.75% | -14.43% | 27.46% |
Returns By Period
In the year-to-date period, VFWAX achieves a -1.04% return, which is significantly lower than VXUS's 2.32% return. Both investments have delivered pretty close results over the past 10 years, with VFWAX having a 8.63% annualized return and VXUS not far ahead at 8.91%.
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%
VXUS
- 1D
- 3.32%
- 1M
- -7.90%
- YTD
- 2.32%
- 6M
- 7.01%
- 1Y
- 28.12%
- 3Y*
- 15.50%
- 5Y*
- 7.32%
- 10Y*
- 8.91%
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VFWAX vs. VXUS - Expense Ratio Comparison
VFWAX has a 0.11% expense ratio, which is higher than VXUS's 0.05% 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. VXUS — Risk / Return Rank
VFWAX
VXUS
VFWAX vs. VXUS - 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 ETF (VXUS). 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 | VXUS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 1.64 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.95 | 2.26 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.34 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 2.42 | -0.54 |
Martin ratioReturn relative to average drawdown | 7.44 | 9.37 | -1.93 |
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 | VXUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 1.64 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.47 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.52 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.35 | +0.11 |
Correlation
The correlation between VFWAX and VXUS is 0.98, 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. VXUS - Dividend Comparison
VFWAX's dividend yield for the trailing twelve months is around 2.98%, which matches VXUS's 2.97% 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% |
VXUS Vanguard Total International Stock ETF | 2.97% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Drawdowns
VFWAX vs. VXUS - Drawdown Comparison
The maximum VFWAX drawdown since its inception was -34.93%, roughly equal to the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VFWAX and VXUS.
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Drawdown Indicators
| VFWAX | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.93% | -35.97% | +1.04% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -11.27% | -0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -29.40% | -29.44% | +0.04% |
Max Drawdown (10Y)Largest decline over 10 years | -34.93% | -35.97% | +1.04% |
Current DrawdownCurrent decline from peak | -11.34% | -8.33% | -3.01% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -8.29% | +1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.91% | -0.05% |
Volatility
VFWAX vs. VXUS - Volatility Comparison
The current volatility for Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) is 6.93%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 8.31%. This indicates that VFWAX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFWAX | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.93% | 8.31% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 10.64% | 11.50% | -0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.77% | 17.19% | -1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.93% | 15.82% | -0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.98% | 17.09% | -1.11% |