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VFWPX vs. VIGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

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

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VFWPX vs. VIGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFWPX
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares
-1.03%32.40%5.48%15.63%-15.47%8.13%11.40%21.59%-13.95%27.28%
VIGAX
Vanguard Growth Index Fund Admiral Shares
-13.83%19.43%32.67%46.76%-33.14%27.26%40.18%37.23%-3.35%27.80%

Returns By Period

In the year-to-date period, VFWPX achieves a -1.03% return, which is significantly higher than VIGAX's -13.83% return. Over the past 10 years, VFWPX has underperformed VIGAX with an annualized return of 8.69%, while VIGAX has yielded a comparatively higher 15.56% annualized return.


VFWPX

1D
-0.16%
1M
-11.06%
YTD
-1.03%
6M
3.63%
1Y
23.67%
3Y*
14.40%
5Y*
7.06%
10Y*
8.69%

VIGAX

1D
-0.57%
1M
-8.83%
YTD
-13.83%
6M
-12.31%
1Y
13.72%
3Y*
19.56%
5Y*
10.93%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VFWPX vs. VIGAX - Expense Ratio Comparison

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

VFWPX vs. VIGAX — Risk / Return Rank

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

VFWPX
VFWPX Risk / Return Rank: 7878
Overall Rank
VFWPX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VFWPX Sortino Ratio Rank: 7878
Sortino Ratio Rank
VFWPX Omega Ratio Rank: 7777
Omega Ratio Rank
VFWPX Calmar Ratio Rank: 7979
Calmar Ratio Rank
VFWPX Martin Ratio Rank: 7777
Martin Ratio Rank

VIGAX
VIGAX Risk / Return Rank: 2626
Overall Rank
VIGAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VIGAX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VIGAX Omega Ratio Rank: 2929
Omega Ratio Rank
VIGAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VIGAX Martin Ratio Rank: 2222
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. VIGAX - 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 Growth Index Fund Admiral Shares (VIGAX). 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.


VFWPXVIGAXDifference

Sharpe ratio

Return per unit of total volatility

1.45

0.61

+0.84

Sortino ratio

Return per unit of downside risk

1.95

1.04

+0.91

Omega ratio

Gain probability vs. loss probability

1.29

1.15

+0.14

Calmar ratio

Return relative to maximum drawdown

1.88

0.66

+1.23

Martin ratio

Return relative to average drawdown

7.46

2.37

+5.09

VFWPX vs. VIGAX - Sharpe Ratio Comparison

The current VFWPX Sharpe Ratio is 1.45, which is higher than the VIGAX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of VFWPX and VIGAX, 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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Sharpe Ratios by Period


VFWPXVIGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

0.61

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.49

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.73

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.43

-0.07

Correlation

The correlation between VFWPX and VIGAX is 0.75, 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

VFWPX vs. VIGAX - Dividend Comparison

VFWPX's dividend yield for the trailing twelve months is around 3.03%, more than VIGAX's 0.46% yield.


TTM20252024202320222021202020192018201720162015
VFWPX
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares
3.03%3.10%3.26%3.33%3.12%3.08%2.01%3.12%3.30%2.70%3.00%2.99%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.46%0.40%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%

Drawdowns

VFWPX vs. VIGAX - Drawdown Comparison

The maximum VFWPX drawdown since its inception was -34.85%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VFWPX and VIGAX.


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Drawdown Indicators


VFWPXVIGAXDifference

Max Drawdown

Largest peak-to-trough decline

-34.85%

-50.66%

+15.81%

Max Drawdown (1Y)

Largest decline over 1 year

-11.34%

-16.51%

+5.17%

Max Drawdown (5Y)

Largest decline over 5 years

-29.35%

-35.63%

+6.28%

Max Drawdown (10Y)

Largest decline over 10 years

-34.85%

-35.63%

+0.78%

Current Drawdown

Current decline from peak

-11.34%

-16.51%

+5.17%

Average Drawdown

Average peak-to-trough decline

-8.00%

-12.02%

+4.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

4.57%

-1.71%

Volatility

VFWPX vs. VIGAX - Volatility Comparison

Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) has a higher volatility of 6.92% compared to Vanguard Growth Index Fund Admiral Shares (VIGAX) at 5.52%. This indicates that VFWPX's price experiences larger fluctuations and is considered to be riskier than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFWPXVIGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.92%

5.52%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

10.63%

12.10%

-1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

22.69%

-6.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.93%

22.30%

-7.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.98%

21.49%

-5.51%