PortfoliosLab logoPortfoliosLab logo
VIGAX vs. VWILX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIGAX vs. VWILX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, VIGAX achieves a 4.85% return, which is significantly higher than VWILX's 3.58% return. Over the past 10 years, VIGAX has outperformed VWILX with an annualized return of 17.87%, while VWILX has yielded a comparatively lower 10.08% annualized return.


VIGAX

1D
1.82%
1M
-2.66%
YTD
4.85%
6M
5.52%
1Y
21.03%
3Y*
23.61%
5Y*
13.73%
10Y*
17.87%

VWILX

1D
3.31%
1M
0.37%
YTD
3.58%
6M
4.33%
1Y
8.62%
3Y*
11.32%
5Y*
-2.16%
10Y*
10.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIGAX vs. VWILX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIGAX
Vanguard Growth Index Fund Admiral Shares
4.85%19.43%32.67%46.76%-33.14%27.26%40.18%37.23%-3.35%27.80%
VWILX
Vanguard International Growth Fund Admiral Shares
3.58%20.08%9.18%14.80%-30.80%-12.81%59.77%31.50%-12.58%43.17%

Correlation

The correlation between VIGAX and VWILX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2001

0.75

The correlation between VIGAX and VWILX has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.

VIGAX vs. VWILX - Sectors Allocation Comparison


Sectors
VIGAX
VWILX

Technology

53.5%
27.5%

Communication Services

17.3%
6.2%

Consumer Cyclical

12.2%
17.5%

Healthcare

4.6%
10.6%

Financial Services

4.3%
12.2%

Industrials

3.6%
13.3%

Consumer Defensive

1.5%
5.4%

Real Estate

1.0%

-

Utilities

0.9%
0.5%

Basic Materials

0.6%
2.6%

Energy

0.4%
1.9%

Technology

VIGAX
53.5%
VWILX
27.5%

Communication Services

VIGAX
17.3%
VWILX
6.2%

Consumer Cyclical

VIGAX
12.2%
VWILX
17.5%

Healthcare

VIGAX
4.6%
VWILX
10.6%

Financial Services

VIGAX
4.3%
VWILX
12.2%

Industrials

VIGAX
3.6%
VWILX
13.3%

Consumer Defensive

VIGAX
1.5%
VWILX
5.4%

Real Estate

VIGAX
1.0%
VWILX

-

Utilities

VIGAX
0.9%
VWILX
0.5%

Basic Materials

VIGAX
0.6%
VWILX
2.6%

Energy

VIGAX
0.4%
VWILX
1.9%

Compare stocks, funds, or ETFs

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


Return for Risk

VIGAX vs. VWILX — Risk / Return Rank

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

VIGAX
VIGAX Risk / Return Rank: 2727
Overall Rank
VIGAX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VIGAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
VIGAX Omega Ratio Rank: 3131
Omega Ratio Rank
VIGAX Calmar Ratio Rank: 2121
Calmar Ratio Rank
VIGAX Martin Ratio Rank: 2222
Martin Ratio Rank

VWILX
VWILX Risk / Return Rank: 99
Overall Rank
VWILX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VWILX Sortino Ratio Rank: 99
Sortino Ratio Rank
VWILX Omega Ratio Rank: 99
Omega Ratio Rank
VWILX Calmar Ratio Rank: 1010
Calmar Ratio Rank
VWILX Martin Ratio Rank: 1010
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.

VIGAX vs. VWILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth Index Fund Admiral Shares (VIGAX) 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.


VIGAXVWILXDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.01

Omega ratioGain probability vs. loss probability

1.23

1.09

+0.13

Calmar ratioReturn relative to maximum drawdown

1.29

0.62

+0.67

Martin ratioReturn relative to average drawdown

4.48

1.99

+2.49

VIGAX vs. VWILX - Sharpe Ratio Comparison

The current VIGAX Sharpe Ratio is 1.29, which is higher than the VWILX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of VIGAX 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.


Loading charts...

Drawdowns

VIGAX vs. VWILX - Drawdown Comparison

The maximum VIGAX drawdown since its inception was -50.66%, smaller than the maximum VWILX drawdown of -59.49%. Use the drawdown chart below to compare losses from any high point for VIGAX and VWILX.


Loading charts...

Drawdown Indicators


VIGAXVWILXDifference

Max Drawdown

Largest peak-to-trough decline

-50.66%

-59.49%

+8.83%

Max Drawdown (1Y)

Largest decline over 1 year

-16.51%

-14.06%

-2.45%

Max Drawdown (3Y)

Largest decline over 3 years

-23.04%

-20.02%

-3.02%

Max Drawdown (5Y)

Largest decline over 5 years

-35.63%

-53.56%

+17.93%

Max Drawdown (10Y)

Largest decline over 10 years

-35.63%

-54.08%

+18.45%

Current Drawdown

Current decline from peak

-5.66%

-16.80%

+11.14%

Average Drawdown

Average peak-to-trough decline

-11.95%

-15.09%

+3.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.75%

4.40%

+0.35%

Volatility

VIGAX vs. VWILX - Volatility Comparison

The current volatility for Vanguard Growth Index Fund Admiral Shares (VIGAX) is 5.91%, while Vanguard International Growth Fund Admiral Shares (VWILX) has a volatility of 6.91%. This indicates that VIGAX 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.


Loading charts...

Volatility by Period


VIGAXVWILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

6.91%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

13.06%

15.54%

-2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

16.55%

18.82%

-2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.44%

23.55%

-1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.63%

21.75%

-0.12%

VIGAX vs. VWILX - Expense Ratio Comparison

VIGAX has a 0.05% expense ratio, which is lower than VWILX's 0.32% expense ratio.


Dividends

VIGAX vs. VWILX - Dividend Comparison

VIGAX's dividend yield for the trailing twelve months is around 0.38%, less than VWILX's 6.65% yield.


PositionTTM20252024202320222021202020192018201720162015
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.38%0.40%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%
VWILX
Vanguard International Growth Fund Admiral Shares
6.65%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


VIGAX and VWILX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VWILX has higher volatility (6.91%) compared to VIGAX (5.91%). In terms of maximum drawdown, VIGAX dropped -50.66% vs VWILX's -59.49%.

VIGAX currently has the higher Sharpe Ratio (1.29 vs 0.47), 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.

Portfolio Optimizer

Find the right allocation for VIGAX and VWILX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer