VRNIX vs. VTIAX
VRNIX (Vanguard Russell 1000 Index Fund Institutional Shares) and VTIAX (Vanguard Total International Stock Index Fund Admiral Shares) are both mutual funds - VRNIX is a Large Cap Blend Equities 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, VRNIX returned 15.51%/yr vs 9.85%/yr for VTIAX. Their correlation of 0.81 suggests significant overlap in exposure. VRNIX charges 0.07%/yr vs 0.09%/yr for VTIAX.
Performance
VRNIX vs. VTIAX - Performance Comparison
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Returns By Period
In the year-to-date period, VRNIX achieves a 11.37% return, which is significantly lower than VTIAX's 15.40% return. Over the past 10 years, VRNIX has outperformed VTIAX with an annualized return of 15.51%, while VTIAX has yielded a comparatively lower 9.85% annualized return.
VRNIX
- 1D
- 0.19%
- 1M
- 5.72%
- YTD
- 11.37%
- 6M
- 11.32%
- 1Y
- 28.06%
- 3Y*
- 22.29%
- 5Y*
- 13.78%
- 10Y*
- 15.51%
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%
VRNIX vs. VTIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VRNIX Vanguard Russell 1000 Index Fund Institutional Shares | 11.37% | 16.94% | 24.44% | 26.49% | -19.19% | 28.64% | 20.90% | 31.36% | -4.84% | 21.58% |
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 VRNIX and VTIAX is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2010 | 0.81 |
The correlation between VRNIX and VTIAX has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.
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Return for Risk
VRNIX vs. VTIAX — Risk / Return Rank
VRNIX
VTIAX
VRNIX vs. VTIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Index Fund Institutional Shares (VRNIX) 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.
| VRNIX | VTIAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.43 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 2.91 | +0.36 |
| Martin ratioReturn relative to average drawdown | 15.13 | 11.49 | +3.63 |
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
| VRNIX | VTIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.42 | 2.31 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.59 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.62 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.44 | +0.42 |
Drawdowns
VRNIX vs. VTIAX - Drawdown Comparison
The maximum VRNIX drawdown since its inception was -34.57%, roughly equal to the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VRNIX and VTIAX.
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Drawdown Indicators
| VRNIX | VTIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.57% | -35.83% | +1.26% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -11.28% | +2.43% |
Max Drawdown (3Y)Largest decline over 3 years | -19.40% | -13.13% | -6.27% |
Max Drawdown (5Y)Largest decline over 5 years | -25.14% | -29.56% | +4.42% |
Max Drawdown (10Y)Largest decline over 10 years | -34.57% | -35.83% | +1.26% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.90% | -8.08% | +4.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 2.85% | -0.94% |
Volatility
VRNIX vs. VTIAX - Volatility Comparison
The current volatility for Vanguard Russell 1000 Index Fund Institutional Shares (VRNIX) is 2.85%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 4.80%. This indicates that VRNIX 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
| VRNIX | VTIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 4.80% | -1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 11.90% | -2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.97% | 14.22% | -2.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.24% | 15.04% | +2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.28% | 15.93% | +2.35% |
VRNIX vs. VTIAX - Expense Ratio Comparison
VRNIX has a 0.07% expense ratio, which is lower than VTIAX's 0.09% 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%.
Dividends
VRNIX vs. VTIAX - Dividend Comparison
VRNIX's dividend yield for the trailing twelve months is around 0.99%, less than VTIAX's 2.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRNIX Vanguard Russell 1000 Index Fund Institutional Shares | 0.99% | 0.82% | 1.21% | 1.41% | 1.59% | 2.86% | 1.46% | 1.65% | 2.00% | 1.73% | 1.93% | 1.92% |
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
VRNIX and VTIAX have a correlation of 0.80, 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 VRNIX (2.85%). In terms of maximum drawdown, VRNIX dropped -34.57% vs VTIAX's -35.83%.
VRNIX currently has the higher Sharpe Ratio (2.42 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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