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 May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFWSX or VTI.
Key characteristics
| VFWSX | VTI | |
|---|---|---|
| YTD Return | 6.09% | 23.63% |
| 1Y Return | 13.51% | 32.34% |
| 3Y Return (Ann) | 0.60% | 7.79% |
| 5Y Return (Ann) | 5.31% | 14.66% |
| 10Y Return (Ann) | 4.83% | 12.59% |
| Sharpe Ratio | 1.08 | 2.58 |
| Sortino Ratio | 1.55 | 3.45 |
| Omega Ratio | 1.19 | 1.48 |
| Calmar Ratio | 1.12 | 3.76 |
| Martin Ratio | 5.59 | 16.56 |
| Ulcer Index | 2.34% | 1.95% |
| Daily Std Dev | 12.17% | 12.51% |
| Max Drawdown | -61.25% | -55.45% |
| Current Drawdown | -7.74% | -2.43% |
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.
Performance
VFWSX vs. VTI - Performance Comparison
In the year-to-date period, VFWSX achieves a 6.09% return, which is significantly lower than VTI's 23.63% return. Over the past 10 years, VFWSX has underperformed VTI with an annualized return of 4.83%, while VTI has yielded a comparatively higher 12.59% 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. 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%.
Risk-Adjusted Performance
VFWSX vs. VTI - 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 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.
Dividends
VFWSX vs. VTI - Dividend Comparison
VFWSX's dividend yield for the trailing twelve months is around 3.00%, more than VTI's 1.29% 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% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VFWSX vs. VTI - Drawdown Comparison
The maximum VFWSX drawdown since its inception was -61.25%, 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. For additional features, visit the drawdowns tool.
Volatility
VFWSX vs. VTI - Volatility Comparison
The current volatility for Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) is 3.66%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.28%. This indicates that VFWSX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.