VGTSX vs. VTIAX
VGTSX (Vanguard Total International Stock Index Fund Investor Shares) and VTIAX (Vanguard Total International Stock Index Fund Admiral Shares) are both Foreign Large Cap Equities funds from Vanguard. Over the past 10 years, VGTSX returned 9.78%/yr vs 9.85%/yr for VTIAX. With a 1.00 correlation, they move nearly in lockstep. VGTSX charges 0.17%/yr vs 0.09%/yr for VTIAX.
Performance
VGTSX vs. VTIAX - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with VGTSX having a 15.35% return and VTIAX slightly higher at 15.40%. Both investments have delivered pretty close results over the past 10 years, with VGTSX having a 9.78% annualized return and VTIAX not far ahead at 9.85%.
VGTSX
- 1D
- 0.61%
- 1M
- 5.52%
- YTD
- 15.35%
- 6M
- 18.13%
- 1Y
- 33.21%
- 3Y*
- 19.70%
- 5Y*
- 8.74%
- 10Y*
- 9.78%
VTIAX
- 1D
- 0.60%
- 1M
- 5.53%
- YTD
- 15.40%
- 6M
- 18.19%
- 1Y
- 33.34%
- 3Y*
- 19.78%
- 5Y*
- 8.81%
- 10Y*
- 9.85%
VGTSX vs. VTIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 15.35% | 32.05% | 5.30% | 15.18% | -16.07% | 8.58% | 11.15% | 21.44% | -14.47% | 27.39% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 15.40% | 32.18% | 5.34% | 15.28% | -16.02% | 8.59% | 11.27% | 21.52% | -14.46% | 27.54% |
Correlation
The correlation between VGTSX and VTIAX is 1.00 - 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 | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2010 | 1.00 |
The correlation between VGTSX and VTIAX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VGTSX vs. VTIAX — Risk / Return Rank
VGTSX
VTIAX
VGTSX vs. VTIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Investor Shares (VGTSX) 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.
| VGTSX | VTIAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.43 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 2.91 | -0.01 |
| Martin ratioReturn relative to average drawdown | 11.45 | 11.49 | -0.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VGTSX | VTIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 2.31 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.59 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.62 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.44 | -0.12 |
Drawdowns
VGTSX vs. VTIAX - Drawdown Comparison
The maximum VGTSX drawdown since its inception was -61.48%, which is greater than VTIAX's maximum drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VGTSX and VTIAX.
Loading charts...
Drawdown Indicators
| VGTSX | VTIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.48% | -35.83% | -25.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -11.28% | -0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -13.11% | -13.13% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -29.61% | -29.56% | -0.05% |
Max Drawdown (10Y)Largest decline over 10 years | -35.93% | -35.83% | -0.10% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -13.97% | -8.08% | -5.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.85% | 0.00% |
Volatility
VGTSX vs. VTIAX - Volatility Comparison
Vanguard Total International Stock Index Fund Investor Shares (VGTSX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) have volatilities of 4.82% and 4.80%, 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.
Loading charts...
Volatility by Period
| VGTSX | VTIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 4.80% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 11.90% | 11.90% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.22% | 14.22% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.02% | 15.04% | -0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.93% | 15.93% | 0.00% |
VGTSX vs. VTIAX - Expense Ratio Comparison
VGTSX has a 0.17% expense ratio, which is higher than VTIAX's 0.09% 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
VGTSX vs. VTIAX - Dividend Comparison
VGTSX's dividend yield for the trailing twelve months is around 2.53%, less than VTIAX's 2.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 2.53% | 3.08% | 3.26% | 3.16% | 2.98% | 2.99% | 2.05% | 2.98% | 3.09% | 2.68% | 2.86% | 2.77% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.60% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
Frequently Asked Questions
With a correlation of 1.00, VGTSX and VTIAX 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.
VGTSX has higher volatility (4.82%) compared to VTIAX (4.80%). In terms of maximum drawdown, VGTSX dropped -61.48% vs VTIAX's -35.83%.
VTIAX currently has the higher Sharpe Ratio (2.31 vs 2.31), 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.
Find the right allocation for VGTSX and VTIAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer