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VGTSX vs. VAIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VGTSX and VAIGX is 0.77, 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

VGTSX vs. VAIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock Index Fund Investor Shares (VGTSX) and Vanguard Advice Select International Growth Fund (VAIGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VGTSX:

0.71

VAIGX:

0.90

Sortino Ratio

VGTSX:

1.14

VAIGX:

1.40

Omega Ratio

VGTSX:

1.15

VAIGX:

1.19

Calmar Ratio

VGTSX:

0.90

VAIGX:

0.76

Martin Ratio

VGTSX:

2.79

VAIGX:

3.96

Ulcer Index

VGTSX:

4.23%

VAIGX:

5.98%

Daily Std Dev

VGTSX:

15.63%

VAIGX:

26.53%

Max Drawdown

VGTSX:

-61.48%

VAIGX:

-53.24%

Current Drawdown

VGTSX:

0.00%

VAIGX:

-10.49%

Returns By Period

In the year-to-date period, VGTSX achieves a 11.54% return, which is significantly lower than VAIGX's 15.80% return.


VGTSX

YTD

11.54%

1M

9.73%

6M

7.84%

1Y

10.96%

5Y*

11.32%

10Y*

5.02%

VAIGX

YTD

15.80%

1M

15.26%

6M

11.85%

1Y

23.54%

5Y*

N/A

10Y*

N/A

*Annualized

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VGTSX vs. VAIGX - Expense Ratio Comparison

VGTSX has a 0.17% expense ratio, which is lower than VAIGX's 0.42% expense ratio.


Risk-Adjusted Performance

VGTSX vs. VAIGX — Risk-Adjusted Performance Rank

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

VGTSX
The Risk-Adjusted Performance Rank of VGTSX is 7676
Overall Rank
The Sharpe Ratio Rank of VGTSX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of VGTSX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VGTSX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VGTSX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VGTSX is 7676
Martin Ratio Rank

VAIGX
The Risk-Adjusted Performance Rank of VAIGX is 8181
Overall Rank
The Sharpe Ratio Rank of VAIGX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VAIGX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VAIGX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VAIGX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VAIGX is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VGTSX vs. VAIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Investor Shares (VGTSX) and Vanguard Advice Select International Growth Fund (VAIGX). 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.


The current VGTSX Sharpe Ratio is 0.71, which is comparable to the VAIGX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of VGTSX and VAIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VGTSX vs. VAIGX - Dividend Comparison

VGTSX's dividend yield for the trailing twelve months is around 2.88%, more than VAIGX's 0.27% yield.


TTM20242023202220212020201920182017201620152014
VGTSX
Vanguard Total International Stock Index Fund Investor Shares
2.88%3.26%3.15%2.98%2.99%2.06%2.98%3.09%2.69%2.86%2.77%3.32%
VAIGX
Vanguard Advice Select International Growth Fund
0.27%0.32%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VGTSX vs. VAIGX - Drawdown Comparison

The maximum VGTSX drawdown since its inception was -61.48%, which is greater than VAIGX's maximum drawdown of -53.24%. Use the drawdown chart below to compare losses from any high point for VGTSX and VAIGX. For additional features, visit the drawdowns tool.


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Volatility

VGTSX vs. VAIGX - Volatility Comparison

The current volatility for Vanguard Total International Stock Index Fund Investor Shares (VGTSX) is 3.73%, while Vanguard Advice Select International Growth Fund (VAIGX) has a volatility of 6.74%. This indicates that VGTSX experiences smaller price fluctuations and is considered to be less risky than VAIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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