VNJUX vs. VTIAX
VNJUX (Vanguard New Jersey Long-Term Tax-Exempt Fund Admiral Shares) and VTIAX (Vanguard Total International Stock Index Fund Admiral Shares) are both mutual funds - VNJUX is a Municipal Bonds fund managed by Vanguard, while VTIAX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, VNJUX returned 3.12%/yr vs 9.85%/yr for VTIAX. At a correlation of -0.05, they often move in opposite directions. Both charge a 0.09% expense ratio.
Performance
VNJUX vs. VTIAX - Performance Comparison
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Returns By Period
In the year-to-date period, VNJUX achieves a 1.96% return, which is significantly lower than VTIAX's 15.40% return. Over the past 10 years, VNJUX has underperformed VTIAX with an annualized return of 3.12%, while VTIAX has yielded a comparatively higher 9.85% annualized return.
VNJUX
- 1D
- 0.18%
- 1M
- 0.74%
- YTD
- 1.96%
- 6M
- 2.37%
- 1Y
- 8.80%
- 3Y*
- 4.72%
- 5Y*
- 1.46%
- 10Y*
- 3.12%
VTIAX
- 1D
- 0.60%
- 1M
- 5.53%
- YTD
- 15.40%
- 6M
- 18.19%
- 1Y
- 33.34%
- 3Y*
- 19.78%
- 5Y*
- 8.81%
- 10Y*
- 9.85%
VNJUX vs. VTIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VNJUX Vanguard New Jersey Long-Term Tax-Exempt Fund Admiral Shares | 1.96% | 4.96% | 2.79% | 7.76% | -10.24% | 2.69% | 6.11% | 9.37% | 1.61% | 8.48% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 15.40% | 32.18% | 5.34% | 15.28% | -16.02% | 8.59% | 11.27% | 21.52% | -14.46% | 27.54% |
Correlation
The correlation between VNJUX and VTIAX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2010 | -0.05 |
The correlation between VNJUX and VTIAX shifts across timeframes, from -0.05 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VNJUX vs. VTIAX — Risk / Return Rank
VNJUX
VTIAX
VNJUX vs. VTIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard New Jersey Long-Term Tax-Exempt Fund Admiral Shares (VNJUX) 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.
| VNJUX | VTIAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.69 | 1.43 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 2.91 | +0.03 |
| Martin ratioReturn relative to average drawdown | 10.59 | 11.49 | -0.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VNJUX | VTIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.83 | 2.31 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.59 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.62 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 0.44 | +0.60 |
Drawdowns
VNJUX vs. VTIAX - Drawdown Comparison
The maximum VNJUX drawdown since its inception was -15.62%, smaller than the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VNJUX and VTIAX.
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Drawdown Indicators
| VNJUX | VTIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.62% | -35.83% | +20.21% |
Max Drawdown (1Y)Largest decline over 1 year | -2.94% | -11.28% | +8.34% |
Max Drawdown (3Y)Largest decline over 3 years | -6.87% | -13.13% | +6.26% |
Max Drawdown (5Y)Largest decline over 5 years | -15.62% | -29.56% | +13.94% |
Max Drawdown (10Y)Largest decline over 10 years | -15.62% | -35.83% | +20.21% |
Current DrawdownCurrent decline from peak | -0.22% | 0.00% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -2.05% | -8.08% | +6.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.81% | 2.85% | -2.04% |
Volatility
VNJUX vs. VTIAX - Volatility Comparison
The current volatility for Vanguard New Jersey Long-Term Tax-Exempt Fund Admiral Shares (VNJUX) is 1.15%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 4.80%. This indicates that VNJUX experiences smaller price fluctuations and is considered to be less risky than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VNJUX | VTIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | 4.80% | -3.65% |
Volatility (6M)Calculated over the trailing 6-month period | 2.26% | 11.90% | -9.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.05% | 14.22% | -11.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.55% | 15.04% | -10.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.57% | 15.93% | -11.36% |
VNJUX vs. VTIAX - Expense Ratio Comparison
Both VNJUX and VTIAX have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
VNJUX vs. VTIAX - Dividend Comparison
VNJUX's dividend yield for the trailing twelve months is around 3.63%, more than VTIAX's 2.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VNJUX Vanguard New Jersey Long-Term Tax-Exempt Fund Admiral Shares | 3.63% | 4.49% | 4.07% | 3.03% | 3.22% | 2.91% | 3.79% | 4.15% | 4.01% | 4.13% | 4.62% | 3.78% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.60% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
Frequently Asked Questions
VNJUX and VTIAX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTIAX has higher volatility (4.80%) compared to VNJUX (1.15%). In terms of maximum drawdown, VNJUX dropped -15.62% vs VTIAX's -35.83%.
VNJUX currently has the higher Sharpe Ratio (2.83 vs 2.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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