PortfoliosLab logo
VFWPX vs. VWILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFWPX and VWILX is 0.81, 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.


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.

Loading data...

Key characteristics

Sharpe Ratio

VFWPX:

0.68

VWILX:

0.14

Sortino Ratio

VFWPX:

1.11

VWILX:

0.40

Omega Ratio

VFWPX:

1.15

VWILX:

1.06

Calmar Ratio

VFWPX:

0.87

VWILX:

0.09

Martin Ratio

VFWPX:

2.70

VWILX:

0.61

Ulcer Index

VFWPX:

4.27%

VWILX:

7.39%

Daily Std Dev

VFWPX:

15.80%

VWILX:

23.68%

Max Drawdown

VFWPX:

-34.85%

VWILX:

-65.55%

Current Drawdown

VFWPX:

0.00%

VWILX:

-34.28%

Returns By Period

The year-to-date returns for both stocks are quite close, with VFWPX having a 13.03% return and VWILX slightly lower at 12.38%. Both investments have delivered pretty close results over the past 10 years, with VFWPX having a 5.39% annualized return and VWILX not far behind at 5.32%.


VFWPX

YTD

13.03%

1M

9.39%

6M

12.36%

1Y

10.75%

5Y*

11.90%

10Y*

5.39%

VWILX

YTD

12.38%

1M

15.30%

6M

2.54%

1Y

3.28%

5Y*

4.09%

10Y*

5.32%

*Annualized

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.


Risk-Adjusted Performance

VFWPX vs. VWILX — Risk-Adjusted Performance Rank

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

VFWPX
The Risk-Adjusted Performance Rank of VFWPX is 6969
Overall Rank
The Sharpe Ratio Rank of VFWPX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of VFWPX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VFWPX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VFWPX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VFWPX is 6767
Martin Ratio Rank

VWILX
The Risk-Adjusted Performance Rank of VWILX is 2828
Overall Rank
The Sharpe Ratio Rank of VWILX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of VWILX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of VWILX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of VWILX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of VWILX is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current VFWPX Sharpe Ratio is 0.68, which is higher than the VWILX Sharpe Ratio of 0.14. 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.


Loading data...

Dividends

VFWPX vs. VWILX - Dividend Comparison

VFWPX's dividend yield for the trailing twelve months is around 2.85%, more than VWILX's 0.85% yield.


TTM20242023202220212020201920182017201620152014
VFWPX
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares
2.85%3.26%3.33%3.12%3.08%2.01%3.12%3.30%2.70%3.00%2.99%3.57%
VWILX
Vanguard International Growth Fund Admiral Shares
0.85%0.95%1.10%1.50%1.08%0.31%1.30%1.79%0.84%1.42%1.53%2.46%

Drawdowns

VFWPX vs. VWILX - Drawdown Comparison

The maximum VFWPX drawdown since its inception was -34.85%, smaller than the maximum VWILX drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for VFWPX and VWILX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

VFWPX vs. VWILX - Volatility Comparison

The current volatility for Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) is 2.86%, while Vanguard International Growth Fund Admiral Shares (VWILX) has a volatility of 4.41%. 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.


Loading data...