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VIAAX vs. VIHAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIAAX and VIHAX is 0.73, 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.


Performance

VIAAX vs. VIHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VIAAX:

0.65

VIHAX:

0.98

Sortino Ratio

VIAAX:

1.10

VIHAX:

1.48

Omega Ratio

VIAAX:

1.15

VIHAX:

1.21

Calmar Ratio

VIAAX:

0.76

VIHAX:

1.26

Martin Ratio

VIAAX:

2.11

VIHAX:

4.30

Ulcer Index

VIAAX:

5.18%

VIHAX:

3.60%

Daily Std Dev

VIAAX:

15.05%

VIHAX:

14.65%

Max Drawdown

VIAAX:

-30.78%

VIHAX:

-39.72%

Current Drawdown

VIAAX:

-0.61%

VIHAX:

0.00%

Returns By Period

In the year-to-date period, VIAAX achieves a 10.42% return, which is significantly lower than VIHAX's 15.66% return.


VIAAX

YTD

10.42%

1M

7.14%

6M

7.57%

1Y

9.65%

5Y*

10.87%

10Y*

N/A

VIHAX

YTD

15.66%

1M

7.94%

6M

14.44%

1Y

14.29%

5Y*

16.13%

10Y*

N/A

*Annualized

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VIAAX vs. VIHAX - Expense Ratio Comparison

VIAAX has a 0.16% expense ratio, which is lower than VIHAX's 0.22% 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%.


Risk-Adjusted Performance

VIAAX vs. VIHAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VIAAX
The Risk-Adjusted Performance Rank of VIAAX is 6666
Overall Rank
The Sharpe Ratio Rank of VIAAX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VIAAX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VIAAX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VIAAX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VIAAX is 5858
Martin Ratio Rank

VIHAX
The Risk-Adjusted Performance Rank of VIHAX is 8383
Overall Rank
The Sharpe Ratio Rank of VIHAX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VIHAX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VIHAX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VIHAX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VIHAX is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VIAAX vs. VIHAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.


The current VIAAX Sharpe Ratio is 0.65, which is lower than the VIHAX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of VIAAX and VIHAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VIAAX vs. VIHAX - Dividend Comparison

VIAAX's dividend yield for the trailing twelve months is around 1.85%, less than VIHAX's 4.21% yield.


TTM202420232022202120202019201820172016
VIAAX
Vanguard International Dividend Appreciation Index Fund Admiral Shares
1.85%1.92%1.92%2.05%0.94%1.28%1.83%1.99%1.69%1.06%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
4.21%4.85%4.58%4.70%4.30%3.22%4.21%4.28%3.16%2.37%

Drawdowns

VIAAX vs. VIHAX - Drawdown Comparison

The maximum VIAAX drawdown since its inception was -30.78%, smaller than the maximum VIHAX drawdown of -39.72%. Use the drawdown chart below to compare losses from any high point for VIAAX and VIHAX. For additional features, visit the drawdowns tool.


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Volatility

VIAAX vs. VIHAX - Volatility Comparison

Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) has a higher volatility of 3.57% compared to Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) at 2.67%. This indicates that VIAAX's price experiences larger fluctuations and is considered to be riskier than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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