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VITSX vs. VTIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VITSX and VTIAX 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

VITSX vs. VTIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
7.24%
1.20%
VITSX
VTIAX

Key characteristics

Sharpe Ratio

VITSX:

1.64

VTIAX:

0.94

Sortino Ratio

VITSX:

2.22

VTIAX:

1.37

Omega Ratio

VITSX:

1.30

VTIAX:

1.17

Calmar Ratio

VITSX:

2.51

VTIAX:

1.17

Martin Ratio

VITSX:

9.90

VTIAX:

2.97

Ulcer Index

VITSX:

2.17%

VTIAX:

3.83%

Daily Std Dev

VITSX:

13.13%

VTIAX:

12.12%

Max Drawdown

VITSX:

-55.31%

VTIAX:

-35.82%

Current Drawdown

VITSX:

-2.37%

VTIAX:

-2.27%

Returns By Period

In the year-to-date period, VITSX achieves a 2.13% return, which is significantly lower than VTIAX's 6.37% return. Over the past 10 years, VITSX has outperformed VTIAX with an annualized return of 12.40%, while VTIAX has yielded a comparatively lower 5.14% annualized return.


VITSX

YTD

2.13%

1M

-1.56%

6M

7.24%

1Y

19.08%

5Y*

13.48%

10Y*

12.40%

VTIAX

YTD

6.37%

1M

3.85%

6M

1.19%

1Y

10.07%

5Y*

5.96%

10Y*

5.14%

*Annualized

Compare stocks, funds, or ETFs

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


VITSX vs. VTIAX - Expense Ratio Comparison

VITSX has a 0.03% expense ratio, which is lower than VTIAX's 0.11% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
Expense ratio chart for VTIAX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%
Expense ratio chart for VITSX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VITSX vs. VTIAX — Risk-Adjusted Performance Rank

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

VITSX
The Risk-Adjusted Performance Rank of VITSX is 8484
Overall Rank
The Sharpe Ratio Rank of VITSX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VITSX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VITSX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VITSX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VITSX is 8888
Martin Ratio Rank

VTIAX
The Risk-Adjusted Performance Rank of VTIAX is 5353
Overall Rank
The Sharpe Ratio Rank of VTIAX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of VTIAX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of VTIAX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of VTIAX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VTIAX is 4747
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.

VITSX vs. VTIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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 VITSX, currently valued at 1.64, compared to the broader market-1.000.001.002.003.004.001.640.94
The chart of Sortino ratio for VITSX, currently valued at 2.22, compared to the broader market0.002.004.006.008.0010.0012.002.221.37
The chart of Omega ratio for VITSX, currently valued at 1.30, compared to the broader market1.002.003.004.001.301.17
The chart of Calmar ratio for VITSX, currently valued at 2.51, compared to the broader market0.005.0010.0015.0020.002.511.17
The chart of Martin ratio for VITSX, currently valued at 9.90, compared to the broader market0.0020.0040.0060.0080.009.902.97
VITSX
VTIAX

The current VITSX Sharpe Ratio is 1.64, which is higher than the VTIAX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of VITSX and VTIAX, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.64
0.94
VITSX
VTIAX

Dividends

VITSX vs. VTIAX - Dividend Comparison

VITSX's dividend yield for the trailing twelve months is around 1.24%, less than VTIAX's 3.13% yield.


TTM20242023202220212020201920182017201620152014
VITSX
Vanguard Total Stock Market Index Fund Institutional Shares
1.24%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.93%1.99%1.77%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
3.13%3.33%3.21%3.05%3.05%2.10%3.04%3.17%2.74%2.93%2.84%3.40%

Drawdowns

VITSX vs. VTIAX - Drawdown Comparison

The maximum VITSX drawdown since its inception was -55.31%, which is greater than VTIAX's maximum drawdown of -35.82%. Use the drawdown chart below to compare losses from any high point for VITSX and VTIAX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.37%
-2.27%
VITSX
VTIAX

Volatility

VITSX vs. VTIAX - Volatility Comparison

Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) has a higher volatility of 3.51% compared to Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) at 3.06%. This indicates that VITSX's price experiences larger fluctuations and is considered to be riskier than VTIAX 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%SeptemberOctoberNovemberDecember2025February
3.51%
3.06%
VITSX
VTIAX
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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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