VFWSX vs. VITAX
Compare and contrast key facts about Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX).
VFWSX is managed by Vanguard. It was launched on Apr 30, 2007. VITAX is a passively managed fund by Vanguard that tracks the performance of the MSCI US IMI Info Technology 25/50. It was launched on Mar 25, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFWSX or VITAX.
Key characteristics
| VFWSX | VITAX | |
|---|---|---|
| YTD Return | 6.09% | 25.24% |
| 1Y Return | 13.51% | 33.21% |
| 3Y Return (Ann) | 0.60% | 10.83% |
| 5Y Return (Ann) | 5.31% | 21.94% |
| 10Y Return (Ann) | 4.83% | 20.53% |
| Sharpe Ratio | 1.08 | 1.58 |
| Sortino Ratio | 1.55 | 2.10 |
| Omega Ratio | 1.19 | 1.28 |
| Calmar Ratio | 1.12 | 2.20 |
| Martin Ratio | 5.59 | 7.92 |
| Ulcer Index | 2.34% | 4.24% |
| Daily Std Dev | 12.17% | 21.20% |
| Max Drawdown | -61.25% | -54.81% |
| Current Drawdown | -7.74% | -3.55% |
Correlation
The correlation between VFWSX and VITAX is 0.74, 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
VFWSX vs. VITAX - Performance Comparison
In the year-to-date period, VFWSX achieves a 6.09% return, which is significantly lower than VITAX's 25.24% return. Over the past 10 years, VFWSX has underperformed VITAX with an annualized return of 4.83%, while VITAX has yielded a comparatively higher 20.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VFWSX vs. VITAX - Expense Ratio Comparison
VFWSX has a 0.08% expense ratio, which is lower than VITAX's 0.10% 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%.
Risk-Adjusted Performance
VFWSX vs. VITAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). 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.
Dividends
VFWSX vs. VITAX - Dividend Comparison
VFWSX's dividend yield for the trailing twelve months is around 3.00%, more than VITAX's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFWSX Vanguard FTSE All-World ex-US Index Fund Institutional Shares | 3.00% | 3.31% | 3.10% | 3.06% | 1.99% | 3.10% | 3.28% | 2.67% | 2.97% | 2.97% | 3.54% | 2.70% |
VITAX Vanguard Information Technology Index Fund Admiral Shares | 0.62% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.30% | 0.99% | 1.31% | 1.28% | 1.12% | 1.04% |
Drawdowns
VFWSX vs. VITAX - Drawdown Comparison
The maximum VFWSX drawdown since its inception was -61.25%, which is greater than VITAX's maximum drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for VFWSX and VITAX. For additional features, visit the drawdowns tool.
Volatility
VFWSX vs. VITAX - Volatility Comparison
The current volatility for Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) is 3.66%, while Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a volatility of 6.51%. This indicates that VFWSX experiences smaller price fluctuations and is considered to be less risky than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.