VSGX vs. VTI

Last updated Jun 24, 2026

VSGX (Vanguard ESG International Stock ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - VSGX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Choice Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 5 years, VSGX returned 7.76%/yr vs 11.90%/yr for VTI. Their correlation of 0.81 suggests significant overlap in exposure. VSGX charges 0.10%/yr vs 0.03%/yr for VTI.

Performance

VSGX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG International Stock ETF (VSGX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VSGX achieves a 14.48% return, which is significantly higher than VTI's 8.82% return.

VSGX

• 1D: -3.39%
• 1M: 1.62%
• YTD: 14.48%
• 6M: 14.12%
• 1Y: 31.39%
• 3Y*: 19.42%
• 5Y*: 7.76%
• 10Y*: —

VTI

• 1D: -1.39%
• 1M: -0.84%
• YTD: 8.82%
• 6M: 7.71%
• 1Y: 24.22%
• 3Y*: 20.62%
• 5Y*: 11.90%
• 10Y*: 15.14%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VSGX vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
VSGX Vanguard ESG International Stock ETF	14.48%	30.77%	5.72%	15.62%	-18.61%	7.24%	13.01%	23.04%	-12.59%
VTI Vanguard Total Stock Market ETF	8.82%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-14.09%

Correlation

The correlation between VSGX and VTI is 0.83, 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	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.79
Correlation (All Time) Calculated using the full available price history since Sep 20, 2018	0.81

The correlation between VSGX and VTI has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.

VSGX vs. VTI - Sectors Allocation Comparison

Sectors	VSGX	VTI
Technology	30.0%	37.0%
Financial Services	28.3%	11.3%
Healthcare	8.8%	9.0%
Consumer Cyclical	8.3%	9.7%
Industrials	7.2%	9.4%
Basic Materials	5.1%	1.9%
Consumer Defensive	4.8%	4.3%
Communication Services	4.1%	9.8%
Real Estate	2.0%	2.3%
Utilities	0.5%	2.1%
Energy	0.0%	3.3%

Return for Risk

VSGX vs. VTI — Risk / Return Rank

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

VSGX

VSGX Risk / Return Rank: 54
VSGX Sharpe Ratio Rank: 55
VSGX Sortino Ratio Rank: 53
VSGX Omega Ratio Rank: 56
VSGX Calmar Ratio Rank: 52
VSGX Martin Ratio Rank: 56

VTI

VTI Risk / Return Rank: 59
VTI Sharpe Ratio Rank: 58
VTI Sortino Ratio Rank: 56
VTI Omega Ratio Rank: 57
VTI Calmar Ratio Rank: 57
VTI Martin Ratio Rank: 68

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.

VSGX vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG International Stock ETF (VSGX) and Vanguard Total Stock Market ETF (VTI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VSGX	VTI	Difference
Sharpe ratio: Return per unit of total volatility	1.79	1.90	-0.12
Sortino ratio: Return per unit of downside risk	2.45	2.59	-0.14
Omega ratio: Gain probability vs. loss probability	1.33	1.34	-0.01
Calmar ratio: Return relative to maximum drawdown	2.46	2.73	-0.27
Martin ratio: Return relative to average drawdown	9.42	12.14	-2.72

VSGX vs. VTI - Sharpe Ratio Comparison

The current VSGX Sharpe Ratio is 1.79, which is comparable to the VTI Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of VSGX and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VSGX vs. VTI - Drawdown Comparison

The maximum VSGX drawdown since its inception was -33.09%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VSGX and VTI.

Drawdown Indicators

	VSGX	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-33.09%	-55.45%	+22.36%
Max Drawdown (1Y) Largest decline over 1 year	-12.84%	-8.92%	-3.92%
Max Drawdown (3Y) Largest decline over 3 years	-13.83%	-19.30%	+5.47%
Max Drawdown (5Y) Largest decline over 5 years	-32.14%	-25.36%	-6.78%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-3.39%	-2.85%	-0.54%
Average Drawdown Average peak-to-trough decline	-7.73%	-8.01%	+0.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.34%	2.00%	+1.34%

Volatility

VSGX vs. VTI - Volatility Comparison

Vanguard ESG International Stock ETF (VSGX) has a higher volatility of 7.90% compared to Vanguard Total Stock Market ETF (VTI) at 4.95%. This indicates that VSGX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VSGX	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.90%	4.95%	+2.95%
Volatility (6M) Calculated over the trailing 6-month period	15.73%	10.05%	+5.68%
Volatility (1Y) Calculated over the trailing 1-year period	17.67%	12.83%	+4.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.60%	17.51%	-0.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.17%	18.32%	-0.15%

VSGX vs. VTI - Expense Ratio Comparison

VSGX has a 0.10% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VSGX vs. VTI - Dividend Comparison

VSGX's dividend yield for the trailing twelve months is around 2.97%, more than VTI's 1.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VSGX Vanguard ESG International Stock ETF	2.97%	3.23%	3.10%	2.77%	2.61%	2.49%	1.67%	2.28%	0.38%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.04%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both VSGX and VTI in my portfolio?

VSGX and VTI have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VSGX or VTI?

VSGX has higher volatility (7.90%) compared to VTI (4.95%). In terms of maximum drawdown, VSGX dropped -33.09% vs VTI's -55.45%.

Which ETF is better, VSGX or VTI?

On 5-year performance, VTI leads with 11.90% vs 7.76% for VSGX. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 4.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VSGX or VTI?

Over the 5-year period, VTI has performed better with a 11.90% return vs 7.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VSGX or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.10% for VSGX.

Which ETF pays a higher dividend yield, VSGX or VTI?

VSGX has the higher dividend yield at 2.97%, compared with 1.04% for VTI.

What is the main difference between VSGX and VTI?

VSGX is categorized as Foreign Large Cap Equities, while VTI is Large Cap Blend Equities. VSGX tracks FTSE Global All Cap ex US Choice Index, while VTI tracks CRSP US Total Market Index. Their fees differ too: 0.10% for VSGX and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (1.90 vs 1.79), 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.