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VIMSX vs. VTSNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIMSX vs. VTSNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mid Cap Index Fund (VIMSX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIMSX achieves a 10.48% return, which is significantly lower than VTSNX's 15.42% return. Over the past 10 years, VIMSX has outperformed VTSNX with an annualized return of 11.40%, while VTSNX has yielded a comparatively lower 9.89% annualized return.


VIMSX

1D
0.90%
1M
3.66%
YTD
10.48%
6M
10.13%
1Y
18.59%
3Y*
16.52%
5Y*
7.88%
10Y*
11.40%

VTSNX

1D
0.61%
1M
5.54%
YTD
15.42%
6M
18.20%
1Y
33.39%
3Y*
19.83%
5Y*
8.84%
10Y*
9.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIMSX vs. VTSNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIMSX
Vanguard Mid Cap Index Fund
10.48%11.08%14.52%16.40%-18.80%24.36%18.04%30.85%-9.35%19.12%
VTSNX
Vanguard Total International Stock Index Fund Institutional Shares
15.42%32.24%5.38%15.29%-15.99%8.64%11.27%21.69%-14.41%27.54%

Correlation

The correlation between VIMSX and VTSNX is 0.70, 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

0.70

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

0.73

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

0.77

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

0.77

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2011

0.79

The correlation between VIMSX and VTSNX has been stable across timeframes, ranging from 0.70 to 0.79 - a consistent structural relationship.

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Return for Risk

VIMSX vs. VTSNX — Risk / Return Rank

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

VIMSX
VIMSX Risk / Return Rank: 3535
Overall Rank
VIMSX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VIMSX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VIMSX Omega Ratio Rank: 2929
Omega Ratio Rank
VIMSX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VIMSX Martin Ratio Rank: 4444
Martin Ratio Rank

VTSNX
VTSNX Risk / Return Rank: 5959
Overall Rank
VTSNX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VTSNX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VTSNX Omega Ratio Rank: 6060
Omega Ratio Rank
VTSNX Calmar Ratio Rank: 5757
Calmar Ratio Rank
VTSNX Martin Ratio Rank: 5858
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.

VIMSX vs. VTSNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid Cap Index Fund (VIMSX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX). 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.


VIMSXVTSNXDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.28

1.43

-0.15

Calmar ratioReturn relative to maximum drawdown

2.42

2.92

-0.50

Martin ratioReturn relative to average drawdown

9.19

11.52

-2.33

VIMSX vs. VTSNX - Sharpe Ratio Comparison

The current VIMSX Sharpe Ratio is 1.60, which is lower than the VTSNX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of VIMSX and VTSNX, 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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Sharpe Ratios by Period


VIMSXVTSNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

2.32

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.59

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.62

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.42

+0.06

Drawdowns

VIMSX vs. VTSNX - Drawdown Comparison

The maximum VIMSX drawdown since its inception was -58.96%, which is greater than VTSNX's maximum drawdown of -35.72%. Use the drawdown chart below to compare losses from any high point for VIMSX and VTSNX.


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Drawdown Indicators


VIMSXVTSNXDifference

Max Drawdown

Largest peak-to-trough decline

-58.96%

-35.72%

-23.24%

Max Drawdown (1Y)

Largest decline over 1 year

-8.14%

-11.29%

+3.15%

Max Drawdown (3Y)

Largest decline over 3 years

-19.31%

-13.14%

-6.17%

Max Drawdown (5Y)

Largest decline over 5 years

-27.63%

-29.55%

+1.92%

Max Drawdown (10Y)

Largest decline over 10 years

-39.29%

-35.72%

-3.57%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.07%

-8.10%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.85%

-0.71%

Volatility

VIMSX vs. VTSNX - Volatility Comparison

The current volatility for Vanguard Mid Cap Index Fund (VIMSX) is 2.97%, while Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a volatility of 4.80%. This indicates that VIMSX experiences smaller price fluctuations and is considered to be less risky than VTSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIMSXVTSNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

4.80%

-1.83%

Volatility (6M)

Calculated over the trailing 6-month period

9.28%

11.90%

-2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

12.30%

14.21%

-1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.64%

15.04%

+2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.93%

15.93%

+3.00%

VIMSX vs. VTSNX - Expense Ratio Comparison

VIMSX has a 0.17% expense ratio, which is higher than VTSNX's 0.08% 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

VIMSX vs. VTSNX - Dividend Comparison

VIMSX's dividend yield for the trailing twelve months is around 1.23%, less than VTSNX's 2.62% yield.


PositionTTM20252024202320222021202020192018201720162015
VIMSX
Vanguard Mid Cap Index Fund
1.23%1.03%1.37%1.39%1.46%1.00%1.34%1.37%1.68%1.24%1.34%1.33%
VTSNX
Vanguard Total International Stock Index Fund Institutional Shares
2.62%3.17%3.36%3.24%3.08%3.08%2.13%3.16%3.19%2.75%2.95%2.86%

Frequently Asked Questions


VIMSX and VTSNX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTSNX has higher volatility (4.80%) compared to VIMSX (2.97%). In terms of maximum drawdown, VIMSX dropped -58.96% vs VTSNX's -35.72%.

VTSNX currently has the higher Sharpe Ratio (2.32 vs 1.60), 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.

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