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

Correlation

The correlation between VINEX and VAIGX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

VINEX vs. VAIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Explorer Fund (VINEX) and Vanguard Advice Select International Growth Fund (VAIGX). The values are adjusted to include any dividend payments, if applicable.

-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-22.43%
-21.90%
VINEX
VAIGX

Key characteristics

Sharpe Ratio

VINEX:

-0.04

VAIGX:

1.01

Sortino Ratio

VINEX:

0.05

VAIGX:

1.51

Omega Ratio

VINEX:

1.01

VAIGX:

1.19

Calmar Ratio

VINEX:

-0.02

VAIGX:

0.55

Martin Ratio

VINEX:

-0.14

VAIGX:

6.31

Ulcer Index

VINEX:

3.97%

VAIGX:

3.32%

Daily Std Dev

VINEX:

14.77%

VAIGX:

20.67%

Max Drawdown

VINEX:

-65.50%

VAIGX:

-53.24%

Current Drawdown

VINEX:

-24.93%

VAIGX:

-21.90%

Returns By Period

In the year-to-date period, VINEX achieves a -3.82% return, which is significantly lower than VAIGX's 19.78% return.


VINEX

YTD

-3.82%

1M

-3.99%

6M

-4.27%

1Y

-2.44%

5Y*

0.39%

10Y*

3.46%

VAIGX

YTD

19.78%

1M

-2.06%

6M

4.45%

1Y

21.12%

5Y*

N/A

10Y*

N/A

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. VAIGX - Expense Ratio Comparison

VINEX has a 0.40% expense ratio, which is lower than VAIGX's 0.42% expense ratio.


VAIGX
Vanguard Advice Select International Growth Fund
Expense ratio chart for VAIGX: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
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%

Risk-Adjusted Performance

VINEX vs. VAIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Explorer Fund (VINEX) and Vanguard Advice Select International Growth Fund (VAIGX). 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-1.000.001.002.003.004.00-0.041.01
The chart of Sortino ratio for VINEX, currently valued at 0.05, compared to the broader market-2.000.002.004.006.008.0010.000.051.51
The chart of Omega ratio for VINEX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.003.501.011.19
The chart of Calmar ratio for VINEX, currently valued at -0.02, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.020.55
The chart of Martin ratio for VINEX, currently valued at -0.14, compared to the broader market0.0020.0040.0060.00-0.146.31
VINEX
VAIGX

The current VINEX Sharpe Ratio is -0.04, which is lower than the VAIGX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of VINEX and VAIGX, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.04
1.01
VINEX
VAIGX

Dividends

VINEX vs. VAIGX - Dividend Comparison

Neither VINEX nor VAIGX has paid dividends to shareholders.


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%
VAIGX
Vanguard Advice Select International Growth Fund
0.00%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VINEX vs. VAIGX - Drawdown Comparison

The maximum VINEX drawdown since its inception was -65.50%, which is greater than VAIGX's maximum drawdown of -53.24%. Use the drawdown chart below to compare losses from any high point for VINEX and VAIGX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-22.43%
-21.90%
VINEX
VAIGX

Volatility

VINEX vs. VAIGX - Volatility Comparison

Vanguard International Explorer Fund (VINEX) has a higher volatility of 6.80% compared to Vanguard Advice Select International Growth Fund (VAIGX) at 5.50%. This indicates that VINEX's price experiences larger fluctuations and is considered to be riskier than VAIGX 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%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.80%
5.50%
VINEX
VAIGX
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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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