PortfoliosLab logoPortfoliosLab logo
VFWPX vs. VFIAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFWPX vs. VFIAX - 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 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VFWPX achieves a 15.79% return, which is significantly higher than VFIAX's 11.69% return. Over the past 10 years, VFWPX has underperformed VFIAX with an annualized return of 10.08%, while VFIAX has yielded a comparatively higher 15.63% annualized return.


VFWPX

1D
0.66%
1M
5.91%
YTD
15.79%
6M
18.58%
1Y
33.81%
3Y*
20.10%
5Y*
9.10%
10Y*
10.08%

VFIAX

1D
0.13%
1M
5.80%
YTD
11.69%
6M
11.73%
1Y
28.95%
3Y*
22.72%
5Y*
14.24%
10Y*
15.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFWPX vs. VFIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFWPX
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares
15.79%32.40%5.48%15.63%-15.47%8.13%11.40%21.59%-13.95%27.28%
VFIAX
Vanguard 500 Index Fund Admiral Shares
11.69%17.83%24.97%26.24%-18.16%28.65%18.32%31.46%-4.45%21.78%

Correlation

The correlation between VFWPX and VFIAX is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2010

0.81

The correlation between VFWPX and VFIAX has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VFWPX vs. VFIAX — Risk / Return Rank

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

VFWPX
VFWPX Risk / Return Rank: 5959
Overall Rank
VFWPX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VFWPX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VFWPX Omega Ratio Rank: 5959
Omega Ratio Rank
VFWPX Calmar Ratio Rank: 5959
Calmar Ratio Rank
VFWPX Martin Ratio Rank: 5858
Martin Ratio Rank

VFIAX
VFIAX Risk / Return Rank: 7373
Overall Rank
VFIAX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VFIAX Sortino Ratio Rank: 6767
Sortino Ratio Rank
VFIAX Omega Ratio Rank: 6767
Omega Ratio Rank
VFIAX Calmar Ratio Rank: 7474
Calmar Ratio Rank
VFIAX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VFWPX vs. VFIAX - 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 500 Index Fund Admiral Shares (VFIAX). 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.


VFWPXVFIAXDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.43

1.46

-0.03

Calmar ratioReturn relative to maximum drawdown

2.94

3.35

-0.41

Martin ratioReturn relative to average drawdown

11.57

15.66

-4.10

VFWPX vs. VFIAX - Sharpe Ratio Comparison

The current VFWPX Sharpe Ratio is 2.32, which is comparable to the VFIAX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of VFWPX and VFIAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


VFWPXVFIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

2.52

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.85

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.87

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.47

-0.05

Drawdowns

VFWPX vs. VFIAX - Drawdown Comparison

The maximum VFWPX drawdown since its inception was -34.85%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for VFWPX and VFIAX.


Loading charts...

Drawdown Indicators


VFWPXVFIAXDifference

Max Drawdown

Largest peak-to-trough decline

-34.85%

-55.20%

+20.35%

Max Drawdown (1Y)

Largest decline over 1 year

-11.34%

-8.90%

-2.44%

Max Drawdown (3Y)

Largest decline over 3 years

-13.27%

-18.75%

+5.48%

Max Drawdown (5Y)

Largest decline over 5 years

-29.35%

-24.53%

-4.82%

Max Drawdown (10Y)

Largest decline over 10 years

-34.85%

-33.83%

-1.02%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.94%

-9.40%

+1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

1.90%

+0.98%

Volatility

VFWPX vs. VFIAX - Volatility Comparison

Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) has a higher volatility of 4.89% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 2.82%. This indicates that VFWPX's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VFWPXVFIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

2.82%

+2.07%

Volatility (6M)

Calculated over the trailing 6-month period

12.06%

8.98%

+3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

14.41%

11.86%

+2.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.19%

16.90%

-1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

18.07%

-1.99%

VFWPX vs. VFIAX - Expense Ratio Comparison

VFWPX has a 0.06% expense ratio, which is higher than VFIAX'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%.


Dividends

VFWPX vs. VFIAX - Dividend Comparison

VFWPX's dividend yield for the trailing twelve months is around 2.59%, more than VFIAX's 1.01% yield.


PositionTTM20252024202320222021202020192018201720162015
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.01%1.12%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%
VFWPX
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares
2.59%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 VFIAX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VFWPX has higher volatility (4.89%) compared to VFIAX (2.82%). In terms of maximum drawdown, VFWPX dropped -34.85% vs VFIAX's -55.20%.

VFIAX currently has the higher Sharpe Ratio (2.52 vs 2.32), 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 VFIAX

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

Open Portfolio Optimizer