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VFWPX vs. VAIGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFWPX vs. VAIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) and Vanguard Advice Select International Growth Fund (VAIGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VFWPX achieves a 13.51% return, which is significantly higher than VAIGX's 0.14% return.


VFWPX

1D
2.83%
1M
0.34%
6M
7.41%
YTD
13.51%
1Y
28.87%
3Y*
17.23%
5Y*
9.23%
10Y*
9.63%
ALL TIME*
6.72%

VAIGX

1D
1.94%
1M
1.08%
6M
-0.42%
YTD
0.14%
1Y
1.32%
3Y*
8.73%
5Y*
10Y*
ALL TIME*
3.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

VFWPX vs. VAIGX - Yearly Performance Comparison


2026 (YTD)2025202420232022
VFWPX
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares
13.51%32.40%5.48%15.63%-11.63%
VAIGX
Vanguard Advice Select International Growth Fund
0.14%17.01%19.11%15.53%-28.63%

Correlation

The correlation between VFWPX and VAIGX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.78

Correlation (3Y)
Balances recent behavior with more history.

0.79

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2022

0.81

The correlation between VFWPX and VAIGX has been stable across timeframes, ranging from 0.78 to 0.81 - a consistent structural relationship.

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Return for Risk

VFWPX vs. VAIGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VFWPX
VFWPX Risk / Return Rank: 7373
Overall Rank
VFWPX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VFWPX Sortino Ratio Rank: 7070
Sortino Ratio Rank
VFWPX Omega Ratio Rank: 7272
Omega Ratio Rank
VFWPX Calmar Ratio Rank: 7575
Calmar Ratio Rank
VFWPX Martin Ratio Rank: 7474
Martin Ratio Rank

VAIGX
VAIGX Risk / Return Rank: 44
Overall Rank
VAIGX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
VAIGX Sortino Ratio Rank: 44
Sortino Ratio Rank
VAIGX Omega Ratio Rank: 44
Omega Ratio Rank
VAIGX Calmar Ratio Rank: 44
Calmar Ratio Rank
VAIGX Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VFWPX vs. VAIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) and Vanguard Advice Select International Growth Fund (VAIGX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VFWPXVAIGXDifference
Sharpe ratioReturn per unit of total volatility

+1.77

Sortino ratioReturn per unit of downside risk

+2.29

Omega ratioGain probability vs. loss probability

1.31

1.01

+0.31

Calmar ratioReturn relative to maximum drawdown

2.41

-0.08

+2.49

Martin ratioReturn relative to average drawdown

8.96

-0.17

+9.12

VFWPX vs. VAIGX - Sharpe Ratio Comparison

The current VFWPX Sharpe Ratio is 1.69, which is higher than the VAIGX Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of VFWPX and VAIGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VFWPX vs. VAIGX - Drawdown Comparison

The maximum VFWPX drawdown since its inception was -34.85%, smaller than the maximum VAIGX drawdown of -41.46%. Use the drawdown chart below to compare losses from any high point for VFWPX and VAIGX.


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Drawdown Indicators


VFWPXVAIGXDifference

Max Drawdown

Largest peak-to-trough decline

-34.85%

-41.46%

+6.61%

Max Drawdown (1Y)

Largest decline over 1 year

-11.34%

-21.75%

+10.41%

Max Drawdown (3Y)

Largest decline over 3 years

-13.27%

-22.36%

+9.09%

Max Drawdown (5Y)

Largest decline over 5 years

-29.16%

Max Drawdown (10Y)

Largest decline over 10 years

-34.85%

Current Drawdown

Current decline from peak

-2.46%

-8.66%

+6.20%

Average Drawdown

Average peak-to-trough decline

-7.88%

-14.19%

+6.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

10.12%

-7.07%

Volatility

VFWPX vs. VAIGX - Volatility Comparison

Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) has a higher volatility of 5.50% compared to Vanguard Advice Select International Growth Fund (VAIGX) at 5.19%. This indicates that VFWPX's price experiences larger fluctuations and is considered to be riskier than VAIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFWPXVAIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.50%

5.19%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

14.32%

17.85%

-3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

16.20%

21.71%

-5.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.52%

28.76%

-13.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.98%

28.76%

-12.78%

VFWPX vs. VAIGX - Expense Ratio Comparison

VFWPX has a 0.06% expense ratio, which is lower than VAIGX's 0.42% expense ratio.


Dividends

VFWPX vs. VAIGX - Dividend Comparison

VFWPX's dividend yield for the trailing twelve months is around 2.56%, less than VAIGX's 4.51% yield.


PositionTTM20252024202320222021202020192018201720162015
VAIGX
Vanguard Advice Select International Growth Fund
4.51%4.52%0.82%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFWPX
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares
2.56%3.10%3.26%3.33%3.12%3.08%2.01%3.12%3.30%2.70%3.00%2.99%

Frequently Asked Questions


VFWPX and VAIGX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VFWPX has higher volatility (5.50%) compared to VAIGX (5.19%). In terms of maximum drawdown, VFWPX dropped -34.85% vs VAIGX's -41.46%.

VFWPX currently has the higher Sharpe Ratio (1.69 vs -0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VFWPX and VAIGX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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