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

Correlation

The correlation between VINEX and VTRIX is 0.61, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

VINEX vs. VTRIX - Performance Comparison

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

170.00%180.00%190.00%200.00%210.00%220.00%230.00%NovemberDecember2025FebruaryMarchApril
216.79%
209.93%
VINEX
VTRIX

Key characteristics

Sharpe Ratio

VINEX:

0.49

VTRIX:

-0.07

Sortino Ratio

VINEX:

0.78

VTRIX:

0.03

Omega Ratio

VINEX:

1.10

VTRIX:

1.00

Calmar Ratio

VINEX:

0.27

VTRIX:

-0.06

Martin Ratio

VINEX:

1.42

VTRIX:

-0.16

Ulcer Index

VINEX:

5.57%

VTRIX:

7.87%

Daily Std Dev

VINEX:

16.29%

VTRIX:

18.08%

Max Drawdown

VINEX:

-67.34%

VTRIX:

-61.63%

Current Drawdown

VINEX:

-19.16%

VTRIX:

-10.41%

Returns By Period

In the year-to-date period, VINEX achieves a 6.17% return, which is significantly higher than VTRIX's 4.95% return. Over the past 10 years, VINEX has underperformed VTRIX with an annualized return of 1.66%, while VTRIX has yielded a comparatively higher 3.10% annualized return.


VINEX

YTD

6.17%

1M

2.11%

6M

2.55%

1Y

8.12%

5Y*

7.02%

10Y*

1.66%

VTRIX

YTD

4.95%

1M

-0.71%

6M

-5.72%

1Y

-2.00%

5Y*

8.75%

10Y*

3.10%

*Annualized

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VINEX vs. VTRIX - Expense Ratio Comparison

VINEX has a 0.40% expense ratio, which is higher than VTRIX's 0.36% expense ratio.


Expense ratio chart for VINEX: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VINEX: 0.40%
Expense ratio chart for VTRIX: current value is 0.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTRIX: 0.36%

Risk-Adjusted Performance

VINEX vs. VTRIX — Risk-Adjusted Performance Rank

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

VINEX
The Risk-Adjusted Performance Rank of VINEX is 5252
Overall Rank
The Sharpe Ratio Rank of VINEX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VINEX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of VINEX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of VINEX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of VINEX is 4949
Martin Ratio Rank

VTRIX
The Risk-Adjusted Performance Rank of VTRIX is 2020
Overall Rank
The Sharpe Ratio Rank of VTRIX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of VTRIX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of VTRIX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of VTRIX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of VTRIX is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VINEX vs. VTRIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Explorer Fund (VINEX) and Vanguard International Value Fund (VTRIX). 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.


The chart of Sharpe ratio for VINEX, currently valued at 0.49, compared to the broader market-1.000.001.002.003.00
VINEX: 0.49
VTRIX: -0.07
The chart of Sortino ratio for VINEX, currently valued at 0.78, compared to the broader market-2.000.002.004.006.008.00
VINEX: 0.78
VTRIX: 0.03
The chart of Omega ratio for VINEX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.00
VINEX: 1.10
VTRIX: 1.00
The chart of Calmar ratio for VINEX, currently valued at 0.27, compared to the broader market0.002.004.006.008.0010.00
VINEX: 0.27
VTRIX: -0.06
The chart of Martin ratio for VINEX, currently valued at 1.42, compared to the broader market0.0010.0020.0030.0040.00
VINEX: 1.42
VTRIX: -0.16

The current VINEX Sharpe Ratio is 0.49, which is higher than the VTRIX Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of VINEX and VTRIX, 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-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.49
-0.07
VINEX
VTRIX

Dividends

VINEX vs. VTRIX - Dividend Comparison

VINEX's dividend yield for the trailing twelve months is around 3.93%, more than VTRIX's 2.72% yield.


TTM20242023202220212020201920182017201620152014
VINEX
Vanguard International Explorer Fund
3.93%4.17%2.47%1.74%2.29%1.06%2.51%1.92%2.10%1.95%1.55%1.98%
VTRIX
Vanguard International Value Fund
2.72%2.86%2.78%2.75%2.61%1.58%2.96%2.94%1.86%2.29%2.13%2.79%

Drawdowns

VINEX vs. VTRIX - Drawdown Comparison

The maximum VINEX drawdown since its inception was -67.34%, which is greater than VTRIX's maximum drawdown of -61.63%. Use the drawdown chart below to compare losses from any high point for VINEX and VTRIX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-19.16%
-10.41%
VINEX
VTRIX

Volatility

VINEX vs. VTRIX - Volatility Comparison

The current volatility for Vanguard International Explorer Fund (VINEX) is 9.36%, while Vanguard International Value Fund (VTRIX) has a volatility of 10.63%. This indicates that VINEX experiences smaller price fluctuations and is considered to be less risky than VTRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.36%
10.63%
VINEX
VTRIX