VGTSX vs. VTSAX
VGTSX (Vanguard Total International Stock Index Fund Investor Shares) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both mutual funds - VGTSX is a Foreign Large Cap Equities fund managed by Vanguard, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, VGTSX returned 9.78%/yr vs 15.12%/yr for VTSAX. A 0.77 correlation means they provide meaningful diversification when combined. VGTSX charges 0.17%/yr vs 0.04%/yr for VTSAX.
Performance
VGTSX vs. VTSAX - Performance Comparison
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Returns By Period
In the year-to-date period, VGTSX achieves a 15.35% return, which is significantly higher than VTSAX's 11.98% return. Over the past 10 years, VGTSX has underperformed VTSAX with an annualized return of 9.78%, while VTSAX has yielded a comparatively higher 15.12% annualized return.
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%
VTSAX
- 1D
- 0.24%
- 1M
- 5.76%
- YTD
- 11.98%
- 6M
- 11.87%
- 1Y
- 29.09%
- 3Y*
- 22.34%
- 5Y*
- 13.04%
- 10Y*
- 15.12%
VGTSX vs. VTSAX - 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 11.98% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 30.79% | -5.18% | 21.16% |
Correlation
The correlation between VGTSX and VTSAX is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2000 | 0.77 |
The correlation between VGTSX and VTSAX has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.
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Return for Risk
VGTSX vs. VTSAX — Risk / Return Rank
VGTSX
VTSAX
VGTSX vs. VTSAX - 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 Stock Market Index Fund Admiral Shares (VTSAX). 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 | VTSAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.44 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 3.37 | -0.47 |
| Martin ratioReturn relative to average drawdown | 11.45 | 15.56 | -4.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VGTSX | VTSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 2.47 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.76 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.82 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.47 | -0.15 |
Drawdowns
VGTSX vs. VTSAX - Drawdown Comparison
The maximum VGTSX drawdown since its inception was -61.48%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for VGTSX and VTSAX.
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Drawdown Indicators
| VGTSX | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.48% | -55.33% | -6.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -8.92% | -2.37% |
Max Drawdown (3Y)Largest decline over 3 years | -13.11% | -19.36% | +6.25% |
Max Drawdown (5Y)Largest decline over 5 years | -29.61% | -25.36% | -4.25% |
Max Drawdown (10Y)Largest decline over 10 years | -35.93% | -34.97% | -0.96% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -13.97% | -9.01% | -4.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 1.93% | +0.92% |
Volatility
VGTSX vs. VTSAX - Volatility Comparison
Vanguard Total International Stock Index Fund Investor Shares (VGTSX) has a higher volatility of 4.82% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 2.95%. This indicates that VGTSX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGTSX | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 2.95% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 11.90% | 9.19% | +2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.22% | 12.19% | +2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.02% | 17.36% | -2.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.93% | 18.41% | -2.48% |
VGTSX vs. VTSAX - Expense Ratio Comparison
VGTSX has a 0.17% expense ratio, which is higher than VTSAX's 0.04% 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. VTSAX - Dividend Comparison
VGTSX's dividend yield for the trailing twelve months is around 2.53%, more than VTSAX's 1.00% 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.00% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
VGTSX and VTSAX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGTSX has higher volatility (4.82%) compared to VTSAX (2.95%). In terms of maximum drawdown, VGTSX dropped -61.48% vs VTSAX's -55.33%.
VTSAX currently has the higher Sharpe Ratio (2.47 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.
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