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VIGI vs. VXUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIGI vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Dividend Appreciation ETF (VIGI) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIGI achieves a 3.17% return, which is significantly lower than VXUS's 15.66% return. Over the past 10 years, VIGI has underperformed VXUS with an annualized return of 8.04%, while VXUS has yielded a comparatively higher 10.00% annualized return.


VIGI

1D
-0.18%
1M
-0.22%
YTD
3.17%
6M
3.29%
1Y
8.98%
3Y*
9.31%
5Y*
4.66%
10Y*
8.04%

VXUS

1D
1.17%
1M
3.05%
YTD
15.66%
6M
16.85%
1Y
34.05%
3Y*
18.62%
5Y*
9.33%
10Y*
10.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIGI vs. VXUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIGI
Vanguard International Dividend Appreciation ETF
3.17%16.88%2.73%16.30%-16.79%12.51%14.66%27.53%-11.50%27.97%
VXUS
Vanguard Total International Stock ETF
15.66%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%

Correlation

The correlation between VIGI and VXUS is 0.86, 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

0.86

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

0.90

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

0.92

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

0.93

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2016

0.93

The correlation between VIGI and VXUS has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.

VIGI vs. VXUS - Sectors Allocation Comparison


Sectors
VIGI
VXUS

Financial Services

29.0%
21.7%

Industrials

17.1%
15.6%

Healthcare

14.6%
6.8%

Technology

11.5%
21.0%

Consumer Defensive

9.7%
4.8%

Utilities

4.8%
3.0%

Basic Materials

4.1%
7.6%

Consumer Cyclical

3.1%
8.2%

Energy

2.8%
4.7%

Communication Services

1.3%
4.4%

Real Estate

1.3%
2.4%

Financial Services

VIGI
29.0%
VXUS
21.7%

Industrials

VIGI
17.1%
VXUS
15.6%

Healthcare

VIGI
14.6%
VXUS
6.8%

Technology

VIGI
11.5%
VXUS
21.0%

Consumer Defensive

VIGI
9.7%
VXUS
4.8%

Utilities

VIGI
4.8%
VXUS
3.0%

Basic Materials

VIGI
4.1%
VXUS
7.6%

Consumer Cyclical

VIGI
3.1%
VXUS
8.2%

Energy

VIGI
2.8%
VXUS
4.7%

Communication Services

VIGI
1.3%
VXUS
4.4%

Real Estate

VIGI
1.3%
VXUS
2.4%

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Return for Risk

VIGI vs. VXUS — Risk / Return Rank

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

VIGI
VIGI Risk / Return Rank: 1818
Overall Rank
VIGI Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VIGI Sortino Ratio Rank: 1818
Sortino Ratio Rank
VIGI Omega Ratio Rank: 1717
Omega Ratio Rank
VIGI Calmar Ratio Rank: 1818
Calmar Ratio Rank
VIGI Martin Ratio Rank: 2222
Martin Ratio Rank

VXUS
VXUS Risk / Return Rank: 6565
Overall Rank
VXUS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6363
Sortino Ratio Rank
VXUS Omega Ratio Rank: 6767
Omega Ratio Rank
VXUS Calmar Ratio Rank: 6262
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6565
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.

VIGI vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Appreciation ETF (VIGI) and Vanguard Total International Stock ETF (VXUS). 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.


VIGIVXUSDifference
Sharpe ratioReturn per unit of total volatility

-1.46

Sortino ratioReturn per unit of downside risk

-1.87

Omega ratioGain probability vs. loss probability

1.11

1.38

-0.27

Calmar ratioReturn relative to maximum drawdown

0.74

2.94

-2.20

Martin ratioReturn relative to average drawdown

2.61

11.32

-8.71

VIGI vs. VXUS - Sharpe Ratio Comparison

The current VIGI Sharpe Ratio is 0.60, which is lower than the VXUS Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of VIGI and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VIGI vs. VXUS - Drawdown Comparison

The maximum VIGI drawdown since its inception was -31.01%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VIGI and VXUS.


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Drawdown Indicators


VIGIVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-31.01%

-35.97%

+4.96%

Max Drawdown (1Y)

Largest decline over 1 year

-10.64%

-11.27%

+0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-14.50%

-13.58%

-0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-28.80%

-29.44%

+0.64%

Max Drawdown (10Y)

Largest decline over 10 years

-31.01%

-35.97%

+4.96%

Current Drawdown

Current decline from peak

-1.97%

0.00%

-1.97%

Average Drawdown

Average peak-to-trough decline

-6.16%

-8.20%

+2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

2.92%

+0.09%

Volatility

VIGI vs. VXUS - Volatility Comparison

The current volatility for Vanguard International Dividend Appreciation ETF (VIGI) is 3.22%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 6.45%. This indicates that VIGI experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIGIVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.22%

6.45%

-3.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.35%

14.12%

-3.77%

Volatility (1Y)

Calculated over the trailing 1-year period

13.07%

16.07%

-3.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.46%

16.22%

-1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.87%

17.20%

-1.33%

VIGI vs. VXUS - Expense Ratio Comparison

VIGI has a 0.15% expense ratio, which is higher than VXUS's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VIGI vs. VXUS - Dividend Comparison

VIGI's dividend yield for the trailing twelve months is around 2.72%, less than VXUS's 3.08% yield.


PositionTTM20252024202320222021202020192018201720162015
VIGI
Vanguard International Dividend Appreciation ETF
2.14%2.14%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%1.05%0.00%
VXUS
Vanguard Total International Stock ETF
2.52%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions


VIGI and VXUS have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VXUS has higher volatility (6.45%) compared to VIGI (3.22%). In terms of maximum drawdown, VIGI dropped -31.01% vs VXUS's -35.97%.

On 10-year performance, VXUS leads with 10.00% vs 8.04% for VIGI. On fees, VXUS is cheaper at 0.05% per year. On volatility, VIGI has been the lower-risk option at 3.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VXUS has performed better with a 10.00% return vs 8.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VXUS is cheaper with a 0.05% expense ratio, compared with 0.15% for VIGI.

VXUS has the higher dividend yield at 2.52%, compared with 2.14% for VIGI.

VIGI is categorized as Dividend, while VXUS is Global Equities. VIGI tracks S&P Global Ex-U.S. Dividend Growers Index, while VXUS tracks FTSE Global All Cap ex US Index. Their fees differ too: 0.15% for VIGI and 0.05% for VXUS.

VXUS currently has the higher Sharpe Ratio (2.06 vs 0.60), 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

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

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