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VINEX vs. VIGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VINEX vs. VIGAX - Performance Comparison

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

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VINEX vs. VIGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VINEX
Vanguard International Explorer Fund
-2.69%27.98%0.11%15.26%-27.56%9.52%15.07%21.90%-23.02%35.92%
VIGAX
Vanguard Growth Index Fund Admiral Shares
-13.83%19.43%32.67%46.76%-33.14%27.26%40.18%37.23%-3.35%27.80%

Returns By Period

In the year-to-date period, VINEX achieves a -2.69% return, which is significantly higher than VIGAX's -13.83% return. Over the past 10 years, VINEX has underperformed VIGAX with an annualized return of 5.39%, while VIGAX has yielded a comparatively higher 15.56% annualized return.


VINEX

1D
-0.56%
1M
-12.32%
YTD
-2.69%
6M
-1.40%
1Y
21.22%
3Y*
9.70%
5Y*
2.12%
10Y*
5.39%

VIGAX

1D
-0.57%
1M
-8.83%
YTD
-13.83%
6M
-12.31%
1Y
13.72%
3Y*
19.56%
5Y*
10.93%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VINEX vs. VIGAX - Expense Ratio Comparison

VINEX has a 0.40% expense ratio, which is higher than VIGAX's 0.05% expense ratio.


Return for Risk

VINEX vs. VIGAX — Risk / Return Rank

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

VINEX
VINEX Risk / Return Rank: 6868
Overall Rank
VINEX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VINEX Sortino Ratio Rank: 7171
Sortino Ratio Rank
VINEX Omega Ratio Rank: 6767
Omega Ratio Rank
VINEX Calmar Ratio Rank: 6666
Calmar Ratio Rank
VINEX Martin Ratio Rank: 6464
Martin Ratio Rank

VIGAX
VIGAX Risk / Return Rank: 2626
Overall Rank
VIGAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VIGAX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VIGAX Omega Ratio Rank: 2929
Omega Ratio Rank
VIGAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VIGAX Martin Ratio Rank: 2222
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.

VINEX vs. VIGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Explorer Fund (VINEX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.


VINEXVIGAXDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.61

+0.67

Sortino ratio

Return per unit of downside risk

1.73

1.04

+0.69

Omega ratio

Gain probability vs. loss probability

1.25

1.15

+0.10

Calmar ratio

Return relative to maximum drawdown

1.50

0.66

+0.84

Martin ratio

Return relative to average drawdown

6.06

2.37

+3.69

VINEX vs. VIGAX - Sharpe Ratio Comparison

The current VINEX Sharpe Ratio is 1.28, which is higher than the VIGAX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of VINEX and VIGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VINEXVIGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.61

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.49

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.73

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.43

+0.03

Correlation

The correlation between VINEX and VIGAX is 0.63, 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.


Dividends

VINEX vs. VIGAX - Dividend Comparison

VINEX's dividend yield for the trailing twelve months is around 4.31%, more than VIGAX's 0.46% yield.


TTM20252024202320222021202020192018201720162015
VINEX
Vanguard International Explorer Fund
4.31%4.19%4.17%2.47%1.74%4.80%1.06%2.51%8.75%4.22%1.95%5.45%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.46%0.40%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%

Drawdowns

VINEX vs. VIGAX - Drawdown Comparison

The maximum VINEX drawdown since its inception was -62.16%, which is greater than VIGAX's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VINEX and VIGAX.


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Drawdown Indicators


VINEXVIGAXDifference

Max Drawdown

Largest peak-to-trough decline

-62.16%

-50.66%

-11.50%

Max Drawdown (1Y)

Largest decline over 1 year

-12.32%

-16.51%

+4.19%

Max Drawdown (5Y)

Largest decline over 5 years

-42.24%

-35.63%

-6.61%

Max Drawdown (10Y)

Largest decline over 10 years

-45.46%

-35.63%

-9.83%

Current Drawdown

Current decline from peak

-12.32%

-16.51%

+4.19%

Average Drawdown

Average peak-to-trough decline

-17.31%

-12.02%

-5.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

4.57%

-1.52%

Volatility

VINEX vs. VIGAX - Volatility Comparison

Vanguard International Explorer Fund (VINEX) has a higher volatility of 6.42% compared to Vanguard Growth Index Fund Admiral Shares (VIGAX) at 5.52%. This indicates that VINEX's price experiences larger fluctuations and is considered to be riskier than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VINEXVIGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

5.52%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

10.53%

12.10%

-1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

15.52%

22.69%

-7.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

22.30%

-5.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.07%

21.49%

-4.42%