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VINEX vs. TLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VINEX and TLT is -0.18. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.2

Performance

VINEX vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Explorer Fund (VINEX) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
417.57%
128.48%
VINEX
TLT

Key characteristics

Sharpe Ratio

VINEX:

-0.04

TLT:

-0.54

Sortino Ratio

VINEX:

0.05

TLT:

-0.66

Omega Ratio

VINEX:

1.01

TLT:

0.93

Calmar Ratio

VINEX:

-0.02

TLT:

-0.17

Martin Ratio

VINEX:

-0.14

TLT:

-1.13

Ulcer Index

VINEX:

3.97%

TLT:

6.75%

Daily Std Dev

VINEX:

14.77%

TLT:

14.28%

Max Drawdown

VINEX:

-65.50%

TLT:

-48.35%

Current Drawdown

VINEX:

-24.93%

TLT:

-42.06%

Returns By Period

In the year-to-date period, VINEX achieves a -3.82% return, which is significantly higher than TLT's -7.02% return. Over the past 10 years, VINEX has outperformed TLT with an annualized return of 3.46%, while TLT has yielded a comparatively lower -0.87% annualized return.


VINEX

YTD

-3.82%

1M

-3.99%

6M

-4.27%

1Y

-2.44%

5Y*

0.39%

10Y*

3.46%

TLT

YTD

-7.02%

1M

-1.53%

6M

-3.76%

1Y

-6.64%

5Y*

-5.98%

10Y*

-0.87%

Compare stocks, funds, or ETFs

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


VINEX vs. TLT - Expense Ratio Comparison

VINEX has a 0.40% expense ratio, which is higher than TLT's 0.15% expense ratio.


VINEX
Vanguard International Explorer Fund
Expense ratio chart for VINEX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for TLT: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

VINEX vs. TLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Explorer Fund (VINEX) and iShares 20+ Year Treasury Bond ETF (TLT). 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 VINEX, currently valued at -0.04, compared to the broader market-1.000.001.002.003.004.00-0.04-0.54
The chart of Sortino ratio for VINEX, currently valued at 0.05, compared to the broader market-2.000.002.004.006.008.0010.000.05-0.66
The chart of Omega ratio for VINEX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.003.501.010.93
The chart of Calmar ratio for VINEX, currently valued at -0.02, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.02-0.17
The chart of Martin ratio for VINEX, currently valued at -0.14, compared to the broader market0.0020.0040.0060.00-0.14-1.13
VINEX
TLT

The current VINEX Sharpe Ratio is -0.04, which is higher than the TLT Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of VINEX and TLT, 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 Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.04
-0.54
VINEX
TLT

Dividends

VINEX vs. TLT - Dividend Comparison

VINEX has not paid dividends to shareholders, while TLT's dividend yield for the trailing twelve months is around 4.25%.


TTM20232022202120202019201820172016201520142013
VINEX
Vanguard International Explorer Fund
0.00%2.47%1.74%2.29%1.06%2.51%1.92%2.10%1.95%1.55%1.98%2.28%
TLT
iShares 20+ Year Treasury Bond ETF
4.25%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%3.26%

Drawdowns

VINEX vs. TLT - Drawdown Comparison

The maximum VINEX drawdown since its inception was -65.50%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for VINEX and TLT. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-24.93%
-42.06%
VINEX
TLT

Volatility

VINEX vs. TLT - Volatility Comparison

Vanguard International Explorer Fund (VINEX) has a higher volatility of 6.80% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 4.47%. This indicates that VINEX's price experiences larger fluctuations and is considered to be riskier than TLT 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%JulyAugustSeptemberOctoberNovemberDecember
6.80%
4.47%
VINEX
TLT
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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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