PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VFWPX vs. VWILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFWPX and VWILX is 0.93, 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.


-0.50.00.51.00.9

Performance

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

80.00%100.00%120.00%140.00%160.00%180.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
84.64%
157.54%
VFWPX
VWILX

Key characteristics

Sharpe Ratio

VFWPX:

0.53

VWILX:

0.16

Sortino Ratio

VFWPX:

0.81

VWILX:

0.32

Omega Ratio

VFWPX:

1.10

VWILX:

1.05

Calmar Ratio

VFWPX:

0.65

VWILX:

0.09

Martin Ratio

VFWPX:

2.14

VWILX:

0.98

Ulcer Index

VFWPX:

3.06%

VWILX:

3.23%

Daily Std Dev

VFWPX:

12.31%

VWILX:

19.63%

Max Drawdown

VFWPX:

-34.85%

VWILX:

-59.49%

Current Drawdown

VFWPX:

-9.99%

VWILX:

-29.79%

Returns By Period

In the year-to-date period, VFWPX achieves a 3.52% return, which is significantly higher than VWILX's 0.51% return. Over the past 10 years, VFWPX has underperformed VWILX with an annualized return of 4.87%, while VWILX has yielded a comparatively higher 7.66% annualized return.


VFWPX

YTD

3.52%

1M

-3.08%

6M

-1.62%

1Y

5.03%

5Y*

4.12%

10Y*

4.87%

VWILX

YTD

0.51%

1M

-10.01%

6M

-7.30%

1Y

1.92%

5Y*

4.94%

10Y*

7.66%

Compare stocks, funds, or ETFs

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


VFWPX vs. VWILX - Expense Ratio Comparison

VFWPX has a 0.06% expense ratio, which is lower than VWILX's 0.32% expense ratio.


VWILX
Vanguard International Growth Fund Admiral Shares
Expense ratio chart for VWILX: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
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. VWILX - 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 International Growth Fund Admiral Shares (VWILX). 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.


Sharpe ratio
The chart of Sharpe ratio for VFWPX, currently valued at 0.53, compared to the broader market-1.000.001.002.003.004.000.530.16
The chart of Sortino ratio for VFWPX, currently valued at 0.81, compared to the broader market-2.000.002.004.006.008.0010.000.810.32
The chart of Omega ratio for VFWPX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.05
The chart of Calmar ratio for VFWPX, currently valued at 0.65, compared to the broader market0.002.004.006.008.0010.0012.0014.000.650.09
The chart of Martin ratio for VFWPX, currently valued at 2.14, compared to the broader market0.0020.0040.0060.002.140.98
VFWPX
VWILX

The current VFWPX Sharpe Ratio is 0.53, which is higher than the VWILX Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of VFWPX and VWILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.53
0.16
VFWPX
VWILX

Dividends

VFWPX vs. VWILX - Dividend Comparison

VFWPX's dividend yield for the trailing twelve months is around 1.62%, while VWILX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VFWPX
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares
1.62%3.33%3.12%3.08%2.01%3.12%3.30%2.70%3.00%2.99%3.57%2.72%
VWILX
Vanguard International Growth Fund Admiral Shares
0.00%1.10%1.50%1.08%0.31%1.30%1.79%0.84%1.42%1.53%2.46%1.58%

Drawdowns

VFWPX vs. VWILX - Drawdown Comparison

The maximum VFWPX drawdown since its inception was -34.85%, smaller than the maximum VWILX drawdown of -59.49%. Use the drawdown chart below to compare losses from any high point for VFWPX and VWILX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.99%
-29.79%
VFWPX
VWILX

Volatility

VFWPX vs. VWILX - Volatility Comparison

The current volatility for Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) is 3.39%, while Vanguard International Growth Fund Admiral Shares (VWILX) has a volatility of 12.53%. This indicates that VFWPX experiences smaller price fluctuations and is considered to be less risky than VWILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
3.39%
12.53%
VFWPX
VWILX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab