VFWSX vs. VTI
Compare and contrast key facts about Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) and Vanguard Total Stock Market ETF (VTI).
VFWSX is managed by Vanguard. It was launched on Apr 30, 2007. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016.
Performance
VFWSX vs. VTI - Performance Comparison
Loading graphics...
VFWSX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFWSX Vanguard FTSE All-World ex-US Index Fund Institutional Shares | 1.79% | 32.38% | 5.45% | 15.59% | -15.48% | 8.11% | 11.37% | 21.58% | -13.97% | 27.24% |
VTI Vanguard Total Stock Market ETF | -3.29% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Returns By Period
In the year-to-date period, VFWSX achieves a 1.79% return, which is significantly higher than VTI's -3.29% return. Over the past 10 years, VFWSX has underperformed VTI with an annualized return of 8.97%, while VTI has yielded a comparatively higher 13.69% annualized return.
VFWSX
- 1D
- 2.86%
- 1M
- -7.15%
- YTD
- 1.79%
- 6M
- 5.94%
- 1Y
- 26.81%
- 3Y*
- 15.46%
- 5Y*
- 7.38%
- 10Y*
- 8.97%
VTI
- 1D
- 0.76%
- 1M
- -4.38%
- YTD
- -3.29%
- 6M
- -1.26%
- 1Y
- 18.60%
- 3Y*
- 18.14%
- 5Y*
- 10.63%
- 10Y*
- 13.69%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VFWSX vs. VTI - Expense Ratio Comparison
VFWSX has a 0.08% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
VFWSX vs. VTI — Risk / Return Rank
VFWSX
VTI
VFWSX vs. VTI - Risk-Adjusted Trends 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 Total Stock Market ETF (VTI). 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.
| VFWSX | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 0.98 | +0.73 |
Sortino ratioReturn per unit of downside risk | 2.28 | 1.52 | +0.76 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.23 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.31 | 1.54 | +0.77 |
Martin ratioReturn relative to average drawdown | 9.04 | 7.30 | +1.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VFWSX | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 0.98 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.61 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.75 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.48 | -0.23 |
Correlation
The correlation between VFWSX and VTI is 0.83, 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.
Dividends
VFWSX vs. VTI - Dividend Comparison
VFWSX's dividend yield for the trailing twelve months is around 2.92%, more than VTI's 1.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFWSX Vanguard FTSE All-World ex-US Index Fund Institutional Shares | 2.92% | 3.08% | 3.23% | 3.31% | 3.10% | 3.06% | 1.99% | 3.10% | 3.28% | 2.67% | 2.97% | 2.97% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Drawdowns
VFWSX vs. VTI - Drawdown Comparison
The maximum VFWSX drawdown since its inception was -61.60%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VFWSX and VTI.
Loading graphics...
Drawdown Indicators
| VFWSX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.60% | -55.45% | -6.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -12.30% | +0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -29.37% | -25.36% | -4.01% |
Max Drawdown (10Y)Largest decline over 10 years | -34.87% | -35.00% | +0.13% |
Current DrawdownCurrent decline from peak | -8.80% | -5.54% | -3.26% |
Average DrawdownAverage peak-to-trough decline | -13.35% | -8.08% | -5.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.60% | +0.31% |
Volatility
VFWSX vs. VTI - Volatility Comparison
Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) has a higher volatility of 7.62% compared to Vanguard Total Stock Market ETF (VTI) at 5.48%. This indicates that VFWSX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VFWSX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.62% | 5.48% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 9.75% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.99% | 19.02% | -3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 17.41% | -2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.00% | 18.29% | -2.29% |