VIDI vs. VWILX

Last updated Jun 24, 2026

VIDI (Vident International Equity Fund) and VWILX (Vanguard International Growth Fund Admiral Shares) are both Foreign Large Cap Equities funds. VIDI is passively managed, while VWILX is actively managed. Over the past 10 years, VIDI returned 11.07%/yr vs 10.45%/yr for VWILX. A 0.80 correlation means they provide meaningful diversification when combined. VIDI charges 0.59%/yr vs 0.32%/yr for VWILX.

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.

Returns By Period

In the year-to-date period, VIDI achieves a 17.25% return, which is significantly higher than VWILX's 5.64% return. Over the past 10 years, VIDI has outperformed VWILX with an annualized return of 11.07%, while VWILX has yielded a comparatively lower 10.45% annualized return.

VIDI

• 1D: -2.98%
• 1M: -2.26%
• YTD: 17.25%
• 6M: 17.31%
• 1Y: 41.24%
• 3Y*: 25.13%
• 5Y*: 11.69%
• 10Y*: 11.07%

VWILX

• 1D: -0.34%
• 1M: 2.28%
• YTD: 5.64%
• 6M: 5.62%
• 1Y: 13.32%
• 3Y*: 12.63%
• 5Y*: -1.62%
• 10Y*: 10.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VIDI vs. VWILX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VIDI Vident International Equity Fund	17.25%	41.83%	6.03%	18.92%	-13.83%	11.93%	1.18%	15.84%	-17.65%	33.56%
VWILX Vanguard International Growth Fund Admiral Shares	5.64%	20.08%	9.18%	14.80%	-30.80%	-12.81%	59.77%	31.50%	-12.58%	43.17%

Correlation

The correlation between VIDI and VWILX is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (10Y) Calculated over the trailing 10-year period	0.79
Correlation (All Time) Calculated using the full available price history since Oct 30, 2013	0.80

The correlation between VIDI and VWILX has been stable across timeframes, ranging from 0.78 to 0.80 - a consistent structural relationship.

VIDI vs. VWILX - Sectors Allocation Comparison

Sectors	VIDI	VWILX
Industrials	18.7%	13.3%
Technology	18.4%	27.5%
Financial Services	17.5%	12.2%
Consumer Cyclical	10.5%	17.5%
Basic Materials	7.7%	2.6%
Energy	7.0%	1.9%
Healthcare	5.9%	10.6%
Consumer Defensive	5.6%	5.4%
Communication Services	5.4%	6.2%
Utilities	2.6%	0.5%
Real Estate	0.7%	-

Return for Risk

VIDI vs. VWILX — Risk / Return Rank

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

VIDI

VIDI Risk / Return Rank: 83
VIDI Sharpe Ratio Rank: 86
VIDI Sortino Ratio Rank: 83
VIDI Omega Ratio Rank: 85
VIDI Calmar Ratio Rank: 82
VIDI Martin Ratio Rank: 80

VWILX

VWILX Risk / Return Rank: 11
VWILX Sharpe Ratio Rank: 10
VWILX Sortino Ratio Rank: 10
VWILX Omega Ratio Rank: 10
VWILX Calmar Ratio Rank: 11
VWILX Martin Ratio Rank: 12

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.

VIDI vs. VWILX - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VIDI	VWILX	Difference
Sharpe ratio: Return per unit of total volatility	2.65	0.77	+1.88
Sortino ratio: Return per unit of downside risk	3.45	1.17	+2.28
Omega ratio: Gain probability vs. loss probability	1.49	1.15	+0.34
Calmar ratio: Return relative to maximum drawdown	4.11	1.03	+3.09
Martin ratio: Return relative to average drawdown	15.07	3.27	+11.80

VIDI vs. VWILX - Sharpe Ratio Comparison

The current VIDI Sharpe Ratio is 2.65, which is higher than the VWILX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of VIDI and VWILX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VIDI vs. VWILX - Drawdown Comparison

The maximum VIDI drawdown since its inception was -48.39%, smaller than the maximum VWILX drawdown of -59.49%. Use the drawdown chart below to compare losses from any high point for VIDI and VWILX.

Drawdown Indicators

	VIDI	VWILX	Difference
Max Drawdown Largest peak-to-trough decline	-48.39%	-59.49%	+11.10%
Max Drawdown (1Y) Largest decline over 1 year	-10.07%	-14.06%	+3.99%
Max Drawdown (3Y) Largest decline over 3 years	-14.54%	-20.02%	+5.48%
Max Drawdown (5Y) Largest decline over 5 years	-28.35%	-53.56%	+25.21%
Max Drawdown (10Y) Largest decline over 10 years	-48.39%	-54.08%	+5.69%
Current Drawdown Current decline from peak	-5.31%	-15.14%	+9.83%
Average Drawdown Average peak-to-trough decline	-10.37%	-15.09%	+4.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.74%	4.39%	-1.65%

Volatility

VIDI vs. VWILX - Volatility Comparison

Vident International Equity Fund (VIDI) has a higher volatility of 7.02% compared to Vanguard International Growth Fund Admiral Shares (VWILX) at 6.58%. This indicates that VIDI's price experiences larger fluctuations and is considered to be riskier than VWILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VIDI	VWILX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.02%	6.58%	+0.44%
Volatility (6M) Calculated over the trailing 6-month period	13.48%	15.49%	-2.01%
Volatility (1Y) Calculated over the trailing 1-year period	15.67%	18.81%	-3.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.16%	23.57%	-7.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.96%	21.74%	-3.78%

VIDI vs. VWILX - Expense Ratio Comparison

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

Dividends

VIDI vs. VWILX - Dividend Comparison

VIDI's dividend yield for the trailing twelve months is around 3.98%, less than VWILX's 6.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VIDI Vident International Equity Fund	3.98%	4.26%	4.93%	4.14%	5.85%	4.62%	2.51%	3.35%	2.80%	2.21%	1.92%	2.25%
VWILX Vanguard International Growth Fund Admiral Shares	6.52%	6.89%	9.81%	1.92%	7.03%	0.36%	2.38%	1.30%	5.52%	0.84%	1.42%	1.53%

Frequently Asked Questions

Can I hold both VIDI and VWILX in my portfolio?

VIDI and VWILX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VIDI or VWILX?

VIDI has higher volatility (7.02%) compared to VWILX (6.58%). In terms of maximum drawdown, VIDI dropped -48.39% vs VWILX's -59.49%.

Which has better risk-adjusted returns?

VIDI currently has the higher Sharpe Ratio (2.65 vs 0.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.