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VFWPX vs. VAIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFWPX and VAIGX is 0.77, 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

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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Key characteristics

Sharpe Ratio

VFWPX:

0.72

VAIGX:

0.90

Sortino Ratio

VFWPX:

1.16

VAIGX:

1.40

Omega Ratio

VFWPX:

1.16

VAIGX:

1.19

Calmar Ratio

VFWPX:

0.92

VAIGX:

0.76

Martin Ratio

VFWPX:

2.86

VAIGX:

3.96

Ulcer Index

VFWPX:

4.27%

VAIGX:

5.98%

Daily Std Dev

VFWPX:

15.89%

VAIGX:

26.53%

Max Drawdown

VFWPX:

-34.85%

VAIGX:

-53.24%

Current Drawdown

VFWPX:

0.00%

VAIGX:

-10.49%

Returns By Period

In the year-to-date period, VFWPX achieves a 11.96% return, which is significantly lower than VAIGX's 15.80% return.


VFWPX

YTD

11.96%

1M

9.70%

6M

8.18%

1Y

11.28%

5Y*

11.57%

10Y*

5.23%

VAIGX

YTD

15.80%

1M

15.26%

6M

11.85%

1Y

23.54%

5Y*

N/A

10Y*

N/A

*Annualized

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VFWPX vs. VAIGX - Expense Ratio Comparison

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


Risk-Adjusted Performance

VFWPX vs. VAIGX — Risk-Adjusted Performance Rank

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

VFWPX
The Risk-Adjusted Performance Rank of VFWPX is 7171
Overall Rank
The Sharpe Ratio Rank of VFWPX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VFWPX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VFWPX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VFWPX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VFWPX is 7070
Martin Ratio Rank

VAIGX
The Risk-Adjusted Performance Rank of VAIGX is 7878
Overall Rank
The Sharpe Ratio Rank of VAIGX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VAIGX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of VAIGX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VAIGX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VAIGX is 8181
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.

VFWPX vs. VAIGX - Risk-Adjusted Performance 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.


The current VFWPX Sharpe Ratio is 0.72, which is comparable to the VAIGX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of VFWPX and VAIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VFWPX vs. VAIGX - Dividend Comparison

VFWPX's dividend yield for the trailing twelve months is around 2.88%, more than VAIGX's 0.27% yield.


TTM20242023202220212020201920182017201620152014
VFWPX
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares
2.88%3.26%3.33%3.12%3.08%2.01%3.12%3.30%2.70%3.00%2.99%3.57%
VAIGX
Vanguard Advice Select International Growth Fund
0.27%0.32%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VFWPX vs. VAIGX - Drawdown Comparison

The maximum VFWPX drawdown since its inception was -34.85%, smaller than the maximum VAIGX drawdown of -53.24%. Use the drawdown chart below to compare losses from any high point for VFWPX and VAIGX. For additional features, visit the drawdowns tool.


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Volatility

VFWPX vs. VAIGX - Volatility Comparison

The current volatility for Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) is 3.82%, while Vanguard Advice Select International Growth Fund (VAIGX) has a volatility of 6.74%. This indicates that VFWPX experiences smaller price fluctuations and is considered to be less risky than VAIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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