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VIDGX vs. VTSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIDGX vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Dividend Growth Fund (VIDGX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

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VIDGX vs. VTSAX - Yearly Performance Comparison


2026 (YTD)202520242023
VIDGX
Vanguard International Dividend Growth Fund
-4.60%18.76%-1.06%5.99%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
-6.75%17.12%23.23%14.53%

Returns By Period

In the year-to-date period, VIDGX achieves a -4.60% return, which is significantly higher than VTSAX's -6.75% return.


VIDGX

1D
0.81%
1M
-11.54%
YTD
-4.60%
6M
-2.02%
1Y
6.31%
3Y*
5Y*
10Y*

VTSAX

1D
-0.46%
1M
-7.71%
YTD
-6.75%
6M
-4.47%
1Y
14.76%
3Y*
16.69%
5Y*
10.11%
10Y*
13.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIDGX vs. VTSAX - Expense Ratio Comparison

VIDGX has a 0.55% expense ratio, which is higher than VTSAX's 0.04% expense ratio.


Return for Risk

VIDGX vs. VTSAX — Risk / Return Rank

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

VIDGX
VIDGX Risk / Return Rank: 1515
Overall Rank
VIDGX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
VIDGX Sortino Ratio Rank: 1313
Sortino Ratio Rank
VIDGX Omega Ratio Rank: 1313
Omega Ratio Rank
VIDGX Calmar Ratio Rank: 1515
Calmar Ratio Rank
VIDGX Martin Ratio Rank: 1717
Martin Ratio Rank

VTSAX
VTSAX Risk / Return Rank: 4646
Overall Rank
VTSAX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VTSAX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VTSAX Omega Ratio Rank: 4949
Omega Ratio Rank
VTSAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VTSAX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VIDGX vs. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Growth Fund (VIDGX) 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.


VIDGXVTSAXDifference

Sharpe ratio

Return per unit of total volatility

0.37

0.84

-0.46

Sortino ratio

Return per unit of downside risk

0.61

1.29

-0.68

Omega ratio

Gain probability vs. loss probability

1.08

1.20

-0.11

Calmar ratio

Return relative to maximum drawdown

0.44

1.05

-0.60

Martin ratio

Return relative to average drawdown

1.71

5.08

-3.37

VIDGX vs. VTSAX - Sharpe Ratio Comparison

The current VIDGX Sharpe Ratio is 0.37, which is lower than the VTSAX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of VIDGX and VTSAX, 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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Sharpe Ratios by Period


VIDGXVTSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

0.84

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.43

+0.16

Correlation

The correlation between VIDGX and VTSAX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VIDGX vs. VTSAX - Dividend Comparison

VIDGX's dividend yield for the trailing twelve months is around 1.82%, more than VTSAX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
VIDGX
Vanguard International Dividend Growth Fund
1.82%1.74%4.16%0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.20%1.11%1.26%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%

Drawdowns

VIDGX vs. VTSAX - Drawdown Comparison

The maximum VIDGX drawdown since its inception was -14.09%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for VIDGX and VTSAX.


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Drawdown Indicators


VIDGXVTSAXDifference

Max Drawdown

Largest peak-to-trough decline

-14.09%

-55.33%

+41.24%

Max Drawdown (1Y)

Largest decline over 1 year

-12.25%

-12.41%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

Current Drawdown

Current decline from peak

-11.54%

-8.92%

-2.62%

Average Drawdown

Average peak-to-trough decline

-3.23%

-9.06%

+5.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.56%

+0.61%

Volatility

VIDGX vs. VTSAX - Volatility Comparison

Vanguard International Dividend Growth Fund (VIDGX) has a higher volatility of 5.57% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.39%. This indicates that VIDGX'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.


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Volatility by Period


VIDGXVTSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

4.39%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

9.33%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

14.98%

18.42%

-3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.64%

17.32%

-4.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.64%

18.37%

-5.73%