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

Performance

VGTSX vs. VOO - 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 S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
0.41%
13.62%
VGTSX
VOO

Returns By Period

In the year-to-date period, VGTSX achieves a 6.45% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, VGTSX has underperformed VOO with an annualized return of 4.68%, while VOO has yielded a comparatively higher 13.18% annualized return.


VGTSX

YTD

6.45%

1M

-3.46%

6M

0.41%

1Y

12.61%

5Y (annualized)

5.40%

10Y (annualized)

4.68%

VOO

YTD

26.16%

1M

1.77%

6M

13.62%

1Y

32.33%

5Y (annualized)

15.68%

10Y (annualized)

13.18%

Key characteristics


VGTSXVOO
Sharpe Ratio1.062.70
Sortino Ratio1.513.60
Omega Ratio1.191.50
Calmar Ratio1.123.90
Martin Ratio5.1117.65
Ulcer Index2.48%1.86%
Daily Std Dev12.01%12.19%
Max Drawdown-61.48%-33.99%
Current Drawdown-6.96%-0.86%

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VGTSX vs. VOO - Expense Ratio Comparison

VGTSX has a 0.17% expense ratio, which is higher than VOO'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%.


VGTSX
Vanguard Total International Stock Index Fund Investor Shares
Expense ratio chart for VGTSX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.8

The correlation between VGTSX and VOO is 0.81, 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.

Risk-Adjusted Performance

VGTSX vs. VOO - 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 S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for VGTSX, currently valued at 1.06, compared to the broader market-1.000.001.002.003.004.005.001.062.70
The chart of Sortino ratio for VGTSX, currently valued at 1.51, compared to the broader market0.005.0010.001.513.60
The chart of Omega ratio for VGTSX, currently valued at 1.19, compared to the broader market1.002.003.004.001.191.50
The chart of Calmar ratio for VGTSX, currently valued at 1.12, compared to the broader market0.005.0010.0015.0020.001.123.90
The chart of Martin ratio for VGTSX, currently valued at 5.11, compared to the broader market0.0020.0040.0060.0080.00100.005.1117.65
VGTSX
VOO

The current VGTSX Sharpe Ratio is 1.06, which is lower than the VOO Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of VGTSX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.06
2.70
VGTSX
VOO

Dividends

VGTSX vs. VOO - Dividend Comparison

VGTSX's dividend yield for the trailing twelve months is around 2.91%, more than VOO's 1.24% yield.


TTM20232022202120202019201820172016201520142013
VGTSX
Vanguard Total International Stock Index Fund Investor Shares
2.91%3.15%2.98%2.99%2.06%2.98%3.09%2.69%2.86%2.77%3.32%2.63%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VGTSX vs. VOO - Drawdown Comparison

The maximum VGTSX drawdown since its inception was -61.48%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VGTSX and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.96%
-0.86%
VGTSX
VOO

Volatility

VGTSX vs. VOO - Volatility Comparison

The current volatility for Vanguard Total International Stock Index Fund Investor Shares (VGTSX) is 3.49%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.99%. This indicates that VGTSX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.49%
3.99%
VGTSX
VOO