VFWPX vs. VWILX
VFWPX (Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares) and VWILX (Vanguard International Growth Fund Admiral Shares) are both Foreign Large Cap Equities funds from Vanguard. Over the past 10 years, VFWPX returned 9.63%/yr vs 9.58%/yr for VWILX. Their correlation of 0.92 means they have usually moved in the same direction. VFWPX charges 0.06%/yr vs 0.32%/yr for VWILX.
Performance
VFWPX vs. VWILX - Performance Comparison
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Returns By Period
In the year-to-date period, VFWPX achieves a 13.51% return, which is significantly higher than VWILX's 6.47% return. Both investments have delivered pretty close results over the past 10 years, with VFWPX having a 9.63% annualized return and VWILX not far behind at 9.58%.
VFWPX
- 1D
- 2.83%
- 1M
- 0.34%
- 6M
- 7.41%
- YTD
- 13.51%
- 1Y
- 28.87%
- 3Y*
- 17.23%
- 5Y*
- 9.23%
- 10Y*
- 9.63%
- ALL TIME*
- 6.72%
VWILX
- 1D
- 2.67%
- 1M
- 0.92%
- 6M
- 2.97%
- YTD
- 6.47%
- 1Y
- 14.71%
- 3Y*
- 10.32%
- 5Y*
- -1.58%
- 10Y*
- 9.58%
- ALL TIME*
- 7.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VFWPX vs. VWILX - 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 | 13.51% | 32.40% | 5.48% | 15.63% | -15.47% | 8.13% | 11.40% | 21.59% | -13.95% | 27.28% |
VWILX Vanguard International Growth Fund Admiral Shares | 6.47% | 20.08% | 9.18% | 14.80% | -30.80% | -12.81% | 59.77% | 31.50% | -12.58% | 43.17% |
Correlation
The correlation between VFWPX and VWILX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2010 | 0.92 |
The correlation between VFWPX and VWILX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
VFWPX vs. VWILX — Risk / Return Rank
VFWPX
VWILX
VFWPX vs. VWILX - 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 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VFWPX | VWILX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.12 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 0.86 | +1.55 |
| Martin ratioReturn relative to average drawdown | 8.96 | 2.76 | +6.20 |
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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.
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Drawdown Indicators
| VFWPX | VWILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.85% | -59.49% | +24.64% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -14.06% | +2.72% |
Max Drawdown (3Y)Largest decline over 3 years | -13.27% | -20.02% | +6.75% |
Max Drawdown (5Y)Largest decline over 5 years | -29.16% | -53.56% | +24.40% |
Max Drawdown (10Y)Largest decline over 10 years | -34.85% | -54.08% | +19.23% |
Current DrawdownCurrent decline from peak | -2.46% | -14.48% | +12.02% |
Average DrawdownAverage peak-to-trough decline | -7.88% | -15.09% | +7.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 4.38% | -1.33% |
Volatility
VFWPX vs. VWILX - Volatility Comparison
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) has a higher volatility of 5.50% compared to Vanguard International Growth Fund Admiral Shares (VWILX) at 5.05%. This indicates that VFWPX's price experiences larger fluctuations and is considered to be riskier than VWILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFWPX | VWILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.50% | 5.05% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 14.32% | 15.95% | -1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.20% | 19.26% | -3.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.52% | 23.61% | -8.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.98% | 21.64% | -5.66% |
VFWPX vs. VWILX - Expense Ratio Comparison
VFWPX has a 0.06% expense ratio, which is lower than VWILX's 0.32% expense ratio.
Dividends
VFWPX vs. VWILX - Dividend Comparison
VFWPX's dividend yield for the trailing twelve months is around 2.56%, less than VWILX's 6.47% 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 | 2.56% | 3.10% | 3.26% | 3.33% | 3.12% | 3.08% | 2.01% | 3.12% | 3.30% | 2.70% | 3.00% | 2.99% |
VWILX Vanguard International Growth Fund Admiral Shares | 6.47% | 6.89% | 9.81% | 1.92% | 7.03% | 0.36% | 2.38% | 1.30% | 5.52% | 0.84% | 1.42% | 1.53% |
Frequently Asked Questions
With a correlation of 0.92, VFWPX and VWILX 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 (5.50%) compared to VWILX (5.05%). In terms of maximum drawdown, VFWPX dropped -34.85% vs VWILX's -59.49%.
VFWPX currently has the higher Sharpe Ratio (1.69 vs 0.63), 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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