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

Key characteristics


VFWPXVAIGX
YTD Return10.18%15.48%
1Y Return17.09%22.40%
Sharpe Ratio1.391.00
Daily Std Dev12.10%21.77%
Max Drawdown-34.85%-53.24%
Current Drawdown-0.92%-24.70%

Correlation

-0.50.00.51.00.8

The correlation between VFWPX and VAIGX is 0.83, 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

In the year-to-date period, VFWPX achieves a 10.18% return, which is significantly lower than VAIGX's 15.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
6.34%
6.28%
VFWPX
VAIGX

Compare stocks, funds, or ETFs

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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.


VAIGX
Vanguard Advice Select International Growth Fund
Expense ratio chart for VAIGX: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for VFWPX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

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.


VFWPX
Sharpe ratio
The chart of Sharpe ratio for VFWPX, currently valued at 1.39, compared to the broader market-1.000.001.002.003.004.005.001.39
Sortino ratio
The chart of Sortino ratio for VFWPX, currently valued at 1.96, compared to the broader market0.005.0010.001.96
Omega ratio
The chart of Omega ratio for VFWPX, currently valued at 1.24, compared to the broader market1.002.003.004.001.24
Calmar ratio
The chart of Calmar ratio for VFWPX, currently valued at 1.01, compared to the broader market0.005.0010.0015.0020.001.01
Martin ratio
The chart of Martin ratio for VFWPX, currently valued at 6.74, compared to the broader market0.0020.0040.0060.0080.00100.006.74
VAIGX
Sharpe ratio
The chart of Sharpe ratio for VAIGX, currently valued at 1.00, compared to the broader market-1.000.001.002.003.004.005.001.00
Sortino ratio
The chart of Sortino ratio for VAIGX, currently valued at 1.51, compared to the broader market0.005.0010.001.51
Omega ratio
The chart of Omega ratio for VAIGX, currently valued at 1.18, compared to the broader market1.002.003.004.001.18
Calmar ratio
The chart of Calmar ratio for VAIGX, currently valued at 0.46, compared to the broader market0.005.0010.0015.0020.000.46
Martin ratio
The chart of Martin ratio for VAIGX, currently valued at 4.64, compared to the broader market0.0020.0040.0060.0080.00100.004.64

VFWPX vs. VAIGX - Sharpe Ratio Comparison

The current VFWPX Sharpe Ratio is 1.39, which is higher than the VAIGX Sharpe Ratio of 1.00. The chart below compares the 12-month rolling Sharpe Ratio of VFWPX and VAIGX.


Rolling 12-month Sharpe Ratio0.000.501.001.50AprilMayJuneJulyAugustSeptember
1.39
1.00
VFWPX
VAIGX

Dividends

VFWPX vs. VAIGX - Dividend Comparison

VFWPX's dividend yield for the trailing twelve months is around 2.49%, more than VAIGX's 0.11% yield.


TTM20232022202120202019201820172016201520142013
VFWPX
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares
2.49%3.33%3.12%3.08%2.01%3.12%3.30%2.70%3.00%2.99%3.57%2.72%
VAIGX
Vanguard Advice Select International Growth Fund
0.11%0.13%0.00%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-0.92%
-24.70%
VFWPX
VAIGX

Volatility

VFWPX vs. VAIGX - Volatility Comparison

The current volatility for Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) is 3.96%, while Vanguard Advice Select International Growth Fund (VAIGX) has a volatility of 6.84%. 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.


2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
3.96%
6.84%
VFWPX
VAIGX