VFWSX vs. VVIAX
Compare and contrast key facts about Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) and Vanguard Value Index Fund Admiral Shares (VVIAX).
VFWSX is managed by Vanguard. It was launched on Apr 30, 2007. VVIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFWSX or VVIAX.
Key characteristics
| VFWSX | VVIAX | |
|---|---|---|
| YTD Return | 6.09% | 19.98% |
| 1Y Return | 13.51% | 28.59% |
| 3Y Return (Ann) | 0.60% | 9.41% |
| 5Y Return (Ann) | 5.31% | 11.40% |
| 10Y Return (Ann) | 4.83% | 10.46% |
| Sharpe Ratio | 1.08 | 2.78 |
| Sortino Ratio | 1.55 | 3.90 |
| Omega Ratio | 1.19 | 1.50 |
| Calmar Ratio | 1.12 | 5.51 |
| Martin Ratio | 5.59 | 17.69 |
| Ulcer Index | 2.34% | 1.60% |
| Daily Std Dev | 12.17% | 10.18% |
| Max Drawdown | -61.25% | -59.32% |
| Current Drawdown | -7.74% | -1.69% |
Correlation
The correlation between VFWSX and VVIAX is 0.80, 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. VVIAX - Performance Comparison
In the year-to-date period, VFWSX achieves a 6.09% return, which is significantly lower than VVIAX's 19.98% return. Over the past 10 years, VFWSX has underperformed VVIAX with an annualized return of 4.83%, while VVIAX has yielded a comparatively higher 10.46% 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. VVIAX - Expense Ratio Comparison
VFWSX has a 0.08% expense ratio, which is higher than VVIAX's 0.05% 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. VVIAX - 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 Value Index Fund Admiral Shares (VVIAX). 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. VVIAX - Dividend Comparison
VFWSX's dividend yield for the trailing twelve months is around 3.00%, more than VVIAX's 2.24% 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% |
VVIAX Vanguard Value Index Fund Admiral Shares | 2.24% | 2.45% | 2.51% | 2.14% | 2.54% | 2.49% | 2.72% | 2.29% | 2.45% | 2.60% | 2.22% | 2.21% |
Drawdowns
VFWSX vs. VVIAX - Drawdown Comparison
The maximum VFWSX drawdown since its inception was -61.25%, roughly equal to the maximum VVIAX drawdown of -59.32%. Use the drawdown chart below to compare losses from any high point for VFWSX and VVIAX. For additional features, visit the drawdowns tool.
Volatility
VFWSX vs. VVIAX - Volatility Comparison
Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) and Vanguard Value Index Fund Admiral Shares (VVIAX) have volatilities of 3.66% and 3.60%, 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.