VFWSX vs. VTIAX
Compare and contrast key facts about Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX).
VFWSX is managed by Vanguard. It was launched on Apr 30, 2007. VTIAX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFWSX or VTIAX.
Key characteristics
| VFWSX | VTIAX | |
|---|---|---|
| YTD Return | 6.63% | 6.28% |
| 1Y Return | 13.67% | 13.43% |
| 3Y Return (Ann) | 0.74% | 0.38% |
| 5Y Return (Ann) | 5.42% | 5.29% |
| 10Y Return (Ann) | 4.98% | 4.90% |
| Sharpe Ratio | 1.16 | 1.14 |
| Sortino Ratio | 1.65 | 1.63 |
| Omega Ratio | 1.20 | 1.20 |
| Calmar Ratio | 1.20 | 1.12 |
| Martin Ratio | 6.14 | 6.07 |
| Ulcer Index | 2.29% | 2.28% |
| Daily Std Dev | 12.16% | 12.07% |
| Max Drawdown | -61.25% | -35.83% |
| Current Drawdown | -7.28% | -7.16% |
Correlation
The correlation between VFWSX and VTIAX is 1.00, 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. VTIAX - Performance Comparison
In the year-to-date period, VFWSX achieves a 6.63% return, which is significantly higher than VTIAX's 6.28% return. Both investments have delivered pretty close results over the past 10 years, with VFWSX having a 4.98% annualized return and VTIAX not far behind at 4.90%. 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. VTIAX - Expense Ratio Comparison
VFWSX has a 0.08% expense ratio, which is lower than VTIAX's 0.11% 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. VTIAX - 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 International Stock Index Fund Admiral Shares (VTIAX). 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. VTIAX - Dividend Comparison
VFWSX's dividend yield for the trailing twelve months is around 2.98%, which matches VTIAX's 2.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFWSX Vanguard FTSE All-World ex-US Index Fund Institutional Shares | 2.98% | 3.31% | 3.10% | 3.06% | 1.99% | 3.10% | 3.28% | 2.67% | 2.97% | 2.97% | 3.54% | 2.70% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.98% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% | 2.71% |
Drawdowns
VFWSX vs. VTIAX - Drawdown Comparison
The maximum VFWSX drawdown since its inception was -61.25%, which is greater than VTIAX's maximum drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VFWSX and VTIAX. For additional features, visit the drawdowns tool.
Volatility
VFWSX vs. VTIAX - Volatility Comparison
Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) have volatilities of 3.65% and 3.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.