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 tracking the FTSE Global All Cap ex US Index, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, VGTSX returned 9.36%/yr vs 14.62%/yr for VTSAX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. VGTSX charges 0.17%/yr vs 0.04%/yr for VTSAX.
Performance
VGTSX vs. VTSAX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VGTSX achieves a 12.81% return, which is significantly higher than VTSAX's 10.50% return. Over the past 10 years, VGTSX has underperformed VTSAX with an annualized return of 9.36%, while VTSAX has yielded a comparatively higher 14.62% annualized return.
VGTSX
- 1D
- 0.07%
- 1M
- 0.18%
- 6M
- 6.40%
- YTD
- 12.81%
- 1Y
- 27.66%
- 3Y*
- 17.12%
- 5Y*
- 8.75%
- 10Y*
- 9.36%
- ALL TIME*
- 5.82%
VTSAX
- 1D
- 0.57%
- 1M
- -0.21%
- 6M
- 8.16%
- YTD
- 10.50%
- 1Y
- 21.79%
- 3Y*
- 18.92%
- 5Y*
- 11.73%
- 10Y*
- 14.62%
- ALL TIME*
- 9.03%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
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 | 12.81% | 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 | 10.50% | 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 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2000 | 0.77 |
The correlation between VGTSX and VTSAX has been stable across timeframes, ranging from 0.77 to 0.83 - 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. 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VGTSX | VTSAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.27 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 2.23 | +0.20 |
| Martin ratioReturn relative to average drawdown | 8.98 | 9.63 | -0.65 |
Loading charts...
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.
Loading charts...
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 | -29.56% | -25.36% | -4.20% |
Max Drawdown (10Y)Largest decline over 10 years | -35.93% | -34.97% | -0.96% |
Current DrawdownCurrent decline from peak | -2.58% | -1.32% | -1.26% |
Average DrawdownAverage peak-to-trough decline | -13.91% | -8.96% | -4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.06% | +0.98% |
Volatility
VGTSX vs. VTSAX - Volatility Comparison
Vanguard Total International Stock Index Fund Investor Shares (VGTSX) has a higher volatility of 5.27% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.46%. 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.
Loading charts...
Volatility by Period
| VGTSX | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | 3.46% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 14.15% | 10.28% | +3.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 13.14% | +2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.35% | 17.46% | -2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.83% | 18.41% | -2.58% |
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 2.48%, more than VTSAX's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 2.48% | 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 | 1.05% | 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 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGTSX has higher volatility (5.27%) compared to VTSAX (3.46%). In terms of maximum drawdown, VGTSX dropped -61.48% vs VTSAX's -55.33%.
VGTSX currently has the higher Sharpe Ratio (1.72 vs 1.51), 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 VTSAX
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