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VFWSX vs. VXUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFWSX vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VFWSX achieves a 15.78% return, which is significantly higher than VXUS's 14.25% return. Both investments have delivered pretty close results over the past 10 years, with VFWSX having a 10.06% annualized return and VXUS not far behind at 9.76%.


VFWSX

1D
0.66%
1M
5.91%
YTD
15.78%
6M
18.57%
1Y
33.79%
3Y*
20.08%
5Y*
9.08%
10Y*
10.06%

VXUS

1D
-0.99%
1M
4.68%
YTD
14.25%
6M
16.92%
1Y
32.01%
3Y*
19.30%
5Y*
8.46%
10Y*
9.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFWSX vs. VXUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFWSX
Vanguard FTSE All-World ex-US Index Fund Institutional Shares
15.78%32.38%5.45%15.59%-15.48%8.11%11.37%21.58%-13.97%27.24%
VXUS
Vanguard Total International Stock ETF
14.25%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%

Correlation

The correlation between VFWSX and VXUS is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2011

0.98

The correlation between VFWSX and VXUS has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

VFWSX vs. VXUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VFWSX
VFWSX Risk / Return Rank: 5959
Overall Rank
VFWSX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VFWSX Sortino Ratio Rank: 5555
Sortino Ratio Rank
VFWSX Omega Ratio Rank: 5959
Omega Ratio Rank
VFWSX Calmar Ratio Rank: 5959
Calmar Ratio Rank
VFWSX Martin Ratio Rank: 5858
Martin Ratio Rank

VXUS
VXUS Risk / Return Rank: 6060
Overall Rank
VXUS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6060
Sortino Ratio Rank
VXUS Omega Ratio Rank: 6262
Omega Ratio Rank
VXUS Calmar Ratio Rank: 5656
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VFWSX vs. VXUS - 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 International Stock ETF (VXUS). 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.


VFWSXVXUSDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.43

1.39

+0.04

Calmar ratioReturn relative to maximum drawdown

2.94

2.85

+0.09

Martin ratioReturn relative to average drawdown

11.55

11.14

+0.41

VFWSX vs. VXUS - Sharpe Ratio Comparison

The current VFWSX Sharpe Ratio is 2.32, which is comparable to the VXUS Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of VFWSX and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VFWSXVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

2.12

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.53

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.57

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.39

-0.11

Drawdowns

VFWSX vs. VXUS - Drawdown Comparison

The maximum VFWSX drawdown since its inception was -61.60%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VFWSX and VXUS.


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Drawdown Indicators


VFWSXVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-61.60%

-35.97%

-25.63%

Max Drawdown (1Y)

Largest decline over 1 year

-11.34%

-11.27%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-13.26%

-13.58%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-29.37%

-29.44%

+0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-34.87%

-35.97%

+1.10%

Current Drawdown

Current decline from peak

0.00%

-0.99%

+0.99%

Average Drawdown

Average peak-to-trough decline

-13.25%

-8.22%

-5.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.88%

0.00%

Volatility

VFWSX vs. VXUS - Volatility Comparison

The current volatility for Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) is 4.89%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 5.60%. This indicates that VFWSX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFWSXVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

5.60%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

12.06%

13.00%

-0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

14.41%

15.21%

-0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.18%

16.05%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

17.16%

-1.08%

VFWSX vs. VXUS - Expense Ratio Comparison

VFWSX has a 0.08% expense ratio, which is higher than VXUS'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%.


Dividends

VFWSX vs. VXUS - Dividend Comparison

VFWSX's dividend yield for the trailing twelve months is around 2.57%, less than VXUS's 2.66% yield.


PositionTTM20252024202320222021202020192018201720162015
VFWSX
Vanguard FTSE All-World ex-US Index Fund Institutional Shares
2.57%3.08%3.23%3.31%3.10%3.06%1.99%3.10%3.28%2.67%2.97%2.97%
VXUS
Vanguard Total International Stock ETF
2.66%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions


With a correlation of 0.98, VFWSX and VXUS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VXUS has higher volatility (5.60%) compared to VFWSX (4.89%). In terms of maximum drawdown, VFWSX dropped -61.60% vs VXUS's -35.97%.

VFWSX currently has the higher Sharpe Ratio (2.32 vs 2.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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