VGTSX vs. VWNEX
VGTSX (Vanguard Total International Stock Index Fund Investor Shares) and VWNEX (Vanguard Windsor 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 VWNEX is a Large Cap Value Equities fund actively managed by Vanguard. VGTSX is passively managed, while VWNEX is actively managed. Over the past 10 years, VGTSX returned 9.36%/yr vs 12.36%/yr for VWNEX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. VGTSX charges 0.17%/yr vs 0.18%/yr for VWNEX.
Performance
VGTSX vs. VWNEX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with VGTSX having a 12.81% return and VWNEX slightly lower at 12.69%. Over the past 10 years, VGTSX has underperformed VWNEX with an annualized return of 9.36%, while VWNEX has yielded a comparatively higher 12.36% 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%
VWNEX
- 1D
- 0.36%
- 1M
- 2.61%
- 6M
- 9.28%
- YTD
- 12.69%
- 1Y
- 25.87%
- 3Y*
- 13.08%
- 5Y*
- 10.87%
- 10Y*
- 12.36%
- ALL TIME*
- 8.76%
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. VWNEX - 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% |
VWNEX Vanguard Windsor Fund Admiral Shares | 12.69% | 13.40% | 9.64% | 15.11% | -3.05% | 27.92% | 7.45% | 30.53% | -12.39% | 18.19% |
Correlation
The correlation between VGTSX and VWNEX is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.62 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2001 | 0.78 |
The correlation between VGTSX and VWNEX shifts across timeframes, from 0.62 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VGTSX vs. VWNEX — Risk / Return Rank
VGTSX
VWNEX
VGTSX vs. VWNEX - 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 Windsor Fund Admiral Shares (VWNEX). 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 | VWNEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.36 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 3.11 | -0.69 |
| Martin ratioReturn relative to average drawdown | 8.98 | 11.50 | -2.52 |
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Drawdowns
VGTSX vs. VWNEX - Drawdown Comparison
The maximum VGTSX drawdown since its inception was -61.48%, roughly equal to the maximum VWNEX drawdown of -61.41%. Use the drawdown chart below to compare losses from any high point for VGTSX and VWNEX.
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Drawdown Indicators
| VGTSX | VWNEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.48% | -61.41% | -0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -7.89% | -3.40% |
Max Drawdown (3Y)Largest decline over 3 years | -13.11% | -21.72% | +8.61% |
Max Drawdown (5Y)Largest decline over 5 years | -29.56% | -21.72% | -7.84% |
Max Drawdown (10Y)Largest decline over 10 years | -35.93% | -40.12% | +4.19% |
Current DrawdownCurrent decline from peak | -2.58% | 0.00% | -2.58% |
Average DrawdownAverage peak-to-trough decline | -13.91% | -9.79% | -4.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.13% | +0.91% |
Volatility
VGTSX vs. VWNEX - Volatility Comparison
Vanguard Total International Stock Index Fund Investor Shares (VGTSX) has a higher volatility of 5.27% compared to Vanguard Windsor Fund Admiral Shares (VWNEX) at 3.24%. This indicates that VGTSX's price experiences larger fluctuations and is considered to be riskier than VWNEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGTSX | VWNEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | 3.24% | +2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 14.15% | 8.79% | +5.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 12.35% | +3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.35% | 17.25% | -1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.83% | 19.50% | -3.67% |
VGTSX vs. VWNEX - Expense Ratio Comparison
VGTSX has a 0.17% expense ratio, which is lower than VWNEX's 0.18% expense ratio. Despite the difference, 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. VWNEX - Dividend Comparison
VGTSX's dividend yield for the trailing twelve months is around 2.48%, less than VWNEX's 6.91% 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% |
VWNEX Vanguard Windsor Fund Admiral Shares | 6.91% | 7.90% | 12.60% | 8.34% | 15.50% | 11.57% | 8.47% | 10.36% | 13.30% | 3.56% | 4.99% | 8.62% |
Frequently Asked Questions
VGTSX and VWNEX have a correlation of 0.62, 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 VWNEX (3.24%). In terms of maximum drawdown, VGTSX dropped -61.48% vs VWNEX's -61.41%.
VWNEX currently has the higher Sharpe Ratio (2.01 vs 1.72), 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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