VINEX vs. TSM
Compare and contrast key facts about Vanguard International Explorer Fund (VINEX) and Taiwan Semiconductor Manufacturing Company Limited (TSM).
VINEX is managed by Vanguard. It was launched on Nov 4, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VINEX or TSM.
Key characteristics
| VINEX | TSM | |
|---|---|---|
| YTD Return | 1.41% | 81.44% |
| 1Y Return | 10.95% | 91.66% |
| 3Y Return (Ann) | -6.35% | 18.52% |
| 5Y Return (Ann) | 2.14% | 31.22% |
| 10Y Return (Ann) | 4.03% | 26.87% |
| Sharpe Ratio | 0.99 | 2.46 |
| Sortino Ratio | 1.46 | 3.13 |
| Omega Ratio | 1.18 | 1.39 |
| Calmar Ratio | 0.51 | 3.36 |
| Martin Ratio | 5.08 | 13.78 |
| Ulcer Index | 2.91% | 7.01% |
| Daily Std Dev | 14.99% | 39.32% |
| Max Drawdown | -65.50% | -84.63% |
| Current Drawdown | -20.85% | -9.32% |
Correlation
The correlation between VINEX and TSM is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VINEX vs. TSM - Performance Comparison
In the year-to-date period, VINEX achieves a 1.41% return, which is significantly lower than TSM's 81.44% return. Over the past 10 years, VINEX has underperformed TSM with an annualized return of 4.03%, while TSM has yielded a comparatively higher 26.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VINEX vs. TSM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International Explorer Fund (VINEX) and Taiwan Semiconductor Manufacturing Company Limited (TSM). 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.
Dividends
VINEX vs. TSM - Dividend Comparison
VINEX's dividend yield for the trailing twelve months is around 2.44%, more than TSM's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VINEX Vanguard International Explorer Fund | 2.44% | 2.47% | 1.74% | 2.29% | 1.06% | 2.51% | 1.92% | 2.10% | 1.95% | 1.55% | 1.98% | 2.28% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
Drawdowns
VINEX vs. TSM - Drawdown Comparison
The maximum VINEX drawdown since its inception was -65.50%, smaller than the maximum TSM drawdown of -84.63%. Use the drawdown chart below to compare losses from any high point for VINEX and TSM. For additional features, visit the drawdowns tool.
Volatility
VINEX vs. TSM - Volatility Comparison
The current volatility for Vanguard International Explorer Fund (VINEX) is 3.54%, while Taiwan Semiconductor Manufacturing Company Limited (TSM) has a volatility of 13.79%. This indicates that VINEX experiences smaller price fluctuations and is considered to be less risky than TSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.