VFWPX vs. VTIAX
VFWPX (Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares) and VTIAX (Vanguard Total International Stock Index Fund Admiral Shares) are both Foreign Large Cap Equities funds from Vanguard. Over the past 10 years, VFWPX returned 10.08%/yr vs 9.85%/yr for VTIAX. With a 1.00 correlation, they move nearly in lockstep. VFWPX charges 0.06%/yr vs 0.09%/yr for VTIAX.
Performance
VFWPX vs. VTIAX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with VFWPX having a 15.79% return and VTIAX slightly lower at 15.40%. Both investments have delivered pretty close results over the past 10 years, with VFWPX having a 10.08% annualized return and VTIAX not far behind at 9.85%.
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%
VTIAX
- 1D
- 0.60%
- 1M
- 5.53%
- YTD
- 15.40%
- 6M
- 18.19%
- 1Y
- 33.34%
- 3Y*
- 19.78%
- 5Y*
- 8.81%
- 10Y*
- 9.85%
VFWPX vs. VTIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 15.40% | 32.18% | 5.34% | 15.28% | -16.02% | 8.59% | 11.27% | 21.52% | -14.46% | 27.54% |
Correlation
The correlation between VFWPX and VTIAX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2010 | 1.00 |
The correlation between VFWPX and VTIAX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.
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Return for Risk
VFWPX vs. VTIAX — Risk / Return Rank
VFWPX
VTIAX
VFWPX vs. VTIAX - 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 Total International Stock Index Fund Admiral Shares (VTIAX). 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 | VTIAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.43 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 2.91 | +0.03 |
| Martin ratioReturn relative to average drawdown | 11.57 | 11.49 | +0.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VFWPX | VTIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 2.31 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.59 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.62 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.44 | -0.02 |
Drawdowns
VFWPX vs. VTIAX - Drawdown Comparison
The maximum VFWPX drawdown since its inception was -34.85%, roughly equal to the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VFWPX and VTIAX.
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Drawdown Indicators
| VFWPX | VTIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.85% | -35.83% | +0.98% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -11.28% | -0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -13.27% | -13.13% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -29.35% | -29.56% | +0.21% |
Max Drawdown (10Y)Largest decline over 10 years | -34.85% | -35.83% | +0.98% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.94% | -8.08% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.85% | +0.03% |
Volatility
VFWPX vs. VTIAX - Volatility Comparison
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) have volatilities of 4.89% and 4.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFWPX | VTIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 4.80% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 12.06% | 11.90% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.41% | 14.22% | +0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 15.04% | +0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 15.93% | +0.15% |
VFWPX vs. VTIAX - Expense Ratio Comparison
VFWPX has a 0.06% expense ratio, which is lower than VTIAX's 0.09% expense ratio. Despite the difference, 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. VTIAX - Dividend Comparison
VFWPX's dividend yield for the trailing twelve months is around 2.59%, which matches VTIAX's 2.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.60% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
Frequently Asked Questions
With a correlation of 1.00, VFWPX and VTIAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VFWPX has higher volatility (4.89%) compared to VTIAX (4.80%). In terms of maximum drawdown, VFWPX dropped -34.85% vs VTIAX's -35.83%.
VFWPX currently has the higher Sharpe Ratio (2.32 vs 2.31), 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.
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