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VIDI vs. VWILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIDI and VWILX is 0.80, 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.


-0.50.00.51.00.8

Performance

VIDI vs. VWILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vident International Equity Fund (VIDI) and Vanguard International Growth Fund Admiral Shares (VWILX). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
8.85%
10.37%
VIDI
VWILX

Key characteristics

Sharpe Ratio

VIDI:

0.89

VWILX:

1.11

Sortino Ratio

VIDI:

1.26

VWILX:

1.61

Omega Ratio

VIDI:

1.16

VWILX:

1.20

Calmar Ratio

VIDI:

1.38

VWILX:

0.43

Martin Ratio

VIDI:

3.85

VWILX:

5.72

Ulcer Index

VIDI:

3.11%

VWILX:

3.17%

Daily Std Dev

VIDI:

13.49%

VWILX:

16.38%

Max Drawdown

VIDI:

-48.39%

VWILX:

-65.55%

Current Drawdown

VIDI:

-2.69%

VWILX:

-31.83%

Returns By Period

In the year-to-date period, VIDI achieves a 3.22% return, which is significantly lower than VWILX's 7.41% return. Over the past 10 years, VIDI has underperformed VWILX with an annualized return of 4.37%, while VWILX has yielded a comparatively higher 6.63% annualized return.


VIDI

YTD

3.22%

1M

2.76%

6M

8.85%

1Y

13.02%

5Y*

5.69%

10Y*

4.37%

VWILX

YTD

7.41%

1M

5.52%

6M

10.37%

1Y

16.23%

5Y*

3.35%

10Y*

6.63%

*Annualized

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


VIDI vs. VWILX - Expense Ratio Comparison

VIDI has a 0.59% expense ratio, which is higher than VWILX's 0.32% expense ratio.


VIDI
Vident International Equity Fund
Expense ratio chart for VIDI: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for VWILX: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%

Risk-Adjusted Performance

VIDI vs. VWILX — Risk-Adjusted Performance Rank

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

VIDI
The Risk-Adjusted Performance Rank of VIDI is 3838
Overall Rank
The Sharpe Ratio Rank of VIDI is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of VIDI is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VIDI is 3232
Omega Ratio Rank
The Calmar Ratio Rank of VIDI is 5151
Calmar Ratio Rank
The Martin Ratio Rank of VIDI is 3939
Martin Ratio Rank

VWILX
The Risk-Adjusted Performance Rank of VWILX is 5555
Overall Rank
The Sharpe Ratio Rank of VWILX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VWILX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VWILX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VWILX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of VWILX is 6868
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.

VIDI vs. VWILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vident International Equity Fund (VIDI) and Vanguard International Growth Fund Admiral Shares (VWILX). 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 VIDI, currently valued at 0.89, compared to the broader market0.002.004.000.891.11
The chart of Sortino ratio for VIDI, currently valued at 1.26, compared to the broader market0.005.0010.001.261.61
The chart of Omega ratio for VIDI, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.20
The chart of Calmar ratio for VIDI, currently valued at 1.38, compared to the broader market0.005.0010.0015.0020.001.380.43
The chart of Martin ratio for VIDI, currently valued at 3.85, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.855.72
VIDI
VWILX

The current VIDI Sharpe Ratio is 0.89, which is comparable to the VWILX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of VIDI and VWILX, 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.89
1.11
VIDI
VWILX

Dividends

VIDI vs. VWILX - Dividend Comparison

VIDI's dividend yield for the trailing twelve months is around 4.78%, more than VWILX's 0.89% yield.


TTM20242023202220212020201920182017201620152014
VIDI
Vident International Equity Fund
4.78%4.93%4.14%5.84%4.62%2.51%3.35%2.80%2.21%1.92%2.25%2.41%
VWILX
Vanguard International Growth Fund Admiral Shares
0.89%0.95%1.10%1.50%1.08%0.31%1.30%1.79%0.84%1.42%1.53%2.46%

Drawdowns

VIDI vs. VWILX - Drawdown Comparison

The maximum VIDI drawdown since its inception was -48.39%, smaller than the maximum VWILX drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for VIDI and VWILX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.69%
-31.83%
VIDI
VWILX

Volatility

VIDI vs. VWILX - Volatility Comparison

The current volatility for Vident International Equity Fund (VIDI) is 3.50%, while Vanguard International Growth Fund Admiral Shares (VWILX) has a volatility of 5.13%. This indicates that VIDI experiences smaller price fluctuations and is considered to be less risky than VWILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.50%
5.13%
VIDI
VWILX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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