VGTSX vs. VWNEX
Compare and contrast key facts about Vanguard Total International Stock Index Fund Investor Shares (VGTSX) and Vanguard Windsor Fund Admiral Shares (VWNEX).
VGTSX is managed by Vanguard. It was launched on Apr 29, 1996. VWNEX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
VGTSX vs. VWNEX - Performance Comparison
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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 | -1.04% | 32.05% | 5.30% | 15.18% | -16.07% | 8.58% | 11.15% | 21.44% | -14.47% | 27.39% |
VWNEX Vanguard Windsor Fund Admiral Shares | -3.74% | 13.40% | 9.64% | 15.11% | -3.05% | 27.92% | 7.45% | 30.53% | -12.39% | 18.19% |
Returns By Period
In the year-to-date period, VGTSX achieves a -1.04% return, which is significantly higher than VWNEX's -3.74% return. Over the past 10 years, VGTSX has underperformed VWNEX with an annualized return of 8.44%, while VWNEX has yielded a comparatively higher 10.99% annualized return.
VGTSX
- 1D
- -0.21%
- 1M
- -11.13%
- YTD
- -1.04%
- 6M
- 3.40%
- 1Y
- 23.91%
- 3Y*
- 14.12%
- 5Y*
- 6.80%
- 10Y*
- 8.44%
VWNEX
- 1D
- -0.01%
- 1M
- -6.87%
- YTD
- -3.74%
- 6M
- 1.42%
- 1Y
- 9.29%
- 3Y*
- 10.21%
- 5Y*
- 8.68%
- 10Y*
- 10.99%
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VGTSX vs. VWNEX - Expense Ratio Comparison
VGTSX has a 0.17% expense ratio, which is lower than VWNEX's 0.20% 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%.
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.
| VGTSX | VWNEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 0.58 | +0.91 |
Sortino ratioReturn per unit of downside risk | 1.99 | 0.93 | +1.06 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.13 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 0.67 | +1.24 |
Martin ratioReturn relative to average drawdown | 7.61 | 2.79 | +4.83 |
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 | VWNEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 0.58 | +0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.50 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.56 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.40 | -0.10 |
Correlation
The correlation between VGTSX and VWNEX is 0.78, 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.
Dividends
VGTSX vs. VWNEX - Dividend Comparison
VGTSX's dividend yield for the trailing twelve months is around 2.95%, less than VWNEX's 8.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 2.95% | 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 | 8.21% | 7.90% | 12.60% | 8.34% | 15.50% | 11.57% | 8.47% | 10.36% | 13.30% | 3.56% | 4.99% | 8.62% |
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% | -12.62% | +1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -29.61% | -21.72% | -7.89% |
Max Drawdown (10Y)Largest decline over 10 years | -35.93% | -40.12% | +4.19% |
Current DrawdownCurrent decline from peak | -11.29% | -7.89% | -3.40% |
Average DrawdownAverage peak-to-trough decline | -14.04% | -9.92% | -4.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 3.02% | -0.18% |
Volatility
VGTSX vs. VWNEX - Volatility Comparison
Vanguard Total International Stock Index Fund Investor Shares (VGTSX) has a higher volatility of 6.78% compared to Vanguard Windsor Fund Admiral Shares (VWNEX) at 3.64%. 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 | 6.78% | 3.64% | +3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 9.25% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.49% | 17.35% | -1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.78% | 17.34% | -2.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.83% | 19.66% | -3.83% |