PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VGWAX vs. VWICX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VGWAX vs. VWICX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global Wellington Fund Admiral Shares (VGWAX) and Vanguard International Core Stock Fund Investor Shares (VWICX). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.40%
1.44%
VGWAX
VWICX

Returns By Period

In the year-to-date period, VGWAX achieves a 7.59% return, which is significantly lower than VWICX's 10.54% return.


VGWAX

YTD

7.59%

1M

-1.88%

6M

2.46%

1Y

12.79%

5Y (annualized)

7.11%

10Y (annualized)

N/A

VWICX

YTD

10.54%

1M

-3.48%

6M

1.14%

1Y

15.71%

5Y (annualized)

7.57%

10Y (annualized)

N/A

Key characteristics


VGWAXVWICX
Sharpe Ratio1.871.19
Sortino Ratio2.621.71
Omega Ratio1.341.21
Calmar Ratio3.431.68
Martin Ratio10.636.19
Ulcer Index1.19%2.44%
Daily Std Dev6.76%12.71%
Max Drawdown-25.28%-34.37%
Current Drawdown-2.65%-5.93%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VGWAX vs. VWICX - Expense Ratio Comparison

VGWAX has a 0.29% expense ratio, which is lower than VWICX's 0.45% expense ratio.


VWICX
Vanguard International Core Stock Fund Investor Shares
Expense ratio chart for VWICX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for VGWAX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Correlation

-0.50.00.51.00.9

The correlation between VGWAX and VWICX is 0.85, 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.

Risk-Adjusted Performance

VGWAX vs. VWICX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Wellington Fund Admiral Shares (VGWAX) and Vanguard International Core Stock Fund Investor Shares (VWICX). 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.


Sharpe ratio
The chart of Sharpe ratio for VGWAX, currently valued at 1.87, compared to the broader market-1.000.001.002.003.004.005.001.871.19
The chart of Sortino ratio for VGWAX, currently valued at 2.62, compared to the broader market0.005.0010.002.621.71
The chart of Omega ratio for VGWAX, currently valued at 1.34, compared to the broader market1.002.003.004.001.341.21
The chart of Calmar ratio for VGWAX, currently valued at 3.43, compared to the broader market0.005.0010.0015.0020.0025.003.431.68
The chart of Martin ratio for VGWAX, currently valued at 10.63, compared to the broader market0.0020.0040.0060.0080.00100.0010.636.19
VGWAX
VWICX

The current VGWAX Sharpe Ratio is 1.87, which is higher than the VWICX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of VGWAX and VWICX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.87
1.19
VGWAX
VWICX

Dividends

VGWAX vs. VWICX - Dividend Comparison

VGWAX's dividend yield for the trailing twelve months is around 3.15%, more than VWICX's 1.91% yield.


TTM2023202220212020201920182017
VGWAX
Vanguard Global Wellington Fund Admiral Shares
3.15%2.62%2.05%1.80%1.64%1.92%2.42%0.23%
VWICX
Vanguard International Core Stock Fund Investor Shares
1.91%2.11%2.00%2.73%1.80%0.10%0.00%0.00%

Drawdowns

VGWAX vs. VWICX - Drawdown Comparison

The maximum VGWAX drawdown since its inception was -25.28%, smaller than the maximum VWICX drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for VGWAX and VWICX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.65%
-5.93%
VGWAX
VWICX

Volatility

VGWAX vs. VWICX - Volatility Comparison

The current volatility for Vanguard Global Wellington Fund Admiral Shares (VGWAX) is 1.64%, while Vanguard International Core Stock Fund Investor Shares (VWICX) has a volatility of 3.60%. This indicates that VGWAX experiences smaller price fluctuations and is considered to be less risky than VWICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.64%
3.60%
VGWAX
VWICX