VSIIX vs. VTIAX
VSIIX (Vanguard Small-Cap Value Index Fund Institutional Shares) and VTIAX (Vanguard Total International Stock Index Fund Admiral Shares) are both mutual funds - VSIIX is a Small Cap Value 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, VSIIX returned 10.53%/yr vs 9.76%/yr for VTIAX. A 0.74 correlation means they provide meaningful diversification when combined. VSIIX charges 0.06%/yr vs 0.09%/yr for VTIAX.
Performance
VSIIX vs. VTIAX - Performance Comparison
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Returns By Period
In the year-to-date period, VSIIX achieves a 11.65% return, which is significantly lower than VTIAX's 14.49% return. Over the past 10 years, VSIIX has outperformed VTIAX with an annualized return of 10.53%, while VTIAX has yielded a comparatively lower 9.76% annualized return.
VSIIX
- 1D
- -0.37%
- 1M
- 1.35%
- YTD
- 11.65%
- 6M
- 11.87%
- 1Y
- 26.40%
- 3Y*
- 16.46%
- 5Y*
- 7.98%
- 10Y*
- 10.53%
VTIAX
- 1D
- -0.79%
- 1M
- 3.57%
- YTD
- 14.49%
- 6M
- 16.99%
- 1Y
- 31.52%
- 3Y*
- 19.47%
- 5Y*
- 8.45%
- 10Y*
- 9.76%
VSIIX vs. VTIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 11.65% | 9.10% | 11.37% | 17.06% | -9.31% | 28.12% | 5.81% | 22.81% | -12.24% | 11.80% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 14.49% | 32.18% | 5.34% | 15.28% | -16.02% | 8.59% | 11.27% | 21.52% | -14.46% | 27.54% |
Correlation
The correlation between VSIIX and VTIAX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2010 | 0.74 |
The correlation between VSIIX and VTIAX has been stable across timeframes, ranging from 0.67 to 0.74 - a consistent structural relationship.
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Return for Risk
VSIIX vs. VTIAX — Risk / Return Rank
VSIIX
VTIAX
VSIIX vs. VTIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) 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.
| VSIIX | VTIAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.42 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 2.87 | +0.05 |
| Martin ratioReturn relative to average drawdown | 10.35 | 11.34 | -0.99 |
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
| VSIIX | VTIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 2.28 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.56 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.61 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.44 | 0.00 |
Drawdowns
VSIIX vs. VTIAX - Drawdown Comparison
The maximum VSIIX drawdown since its inception was -62.05%, which is greater than VTIAX's maximum drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VSIIX and VTIAX.
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Drawdown Indicators
| VSIIX | VTIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.05% | -35.83% | -26.22% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -11.28% | +2.41% |
Max Drawdown (3Y)Largest decline over 3 years | -24.09% | -13.13% | -10.96% |
Max Drawdown (5Y)Largest decline over 5 years | -24.09% | -29.56% | +5.47% |
Max Drawdown (10Y)Largest decline over 10 years | -45.38% | -35.83% | -9.55% |
Current DrawdownCurrent decline from peak | -0.37% | -0.79% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -8.52% | -8.08% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.85% | -0.35% |
Volatility
VSIIX vs. VTIAX - Volatility Comparison
The current volatility for Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) is 3.98%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 4.87%. This indicates that VSIIX 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
| VSIIX | VTIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 4.87% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 10.43% | 11.93% | -1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.20% | 14.23% | +0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.77% | 15.04% | +4.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.83% | 15.93% | +5.90% |
VSIIX vs. VTIAX - Expense Ratio Comparison
VSIIX has a 0.06% 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
VSIIX vs. VTIAX - Dividend Comparison
VSIIX's dividend yield for the trailing twelve months is around 1.77%, less than VTIAX's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 1.77% | 1.96% | 1.99% | 2.10% | 2.04% | 1.76% | 1.69% | 2.07% | 2.36% | 1.80% | 1.77% | 1.99% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.62% | 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
VSIIX and VTIAX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTIAX has higher volatility (4.87%) compared to VSIIX (3.98%). In terms of maximum drawdown, VSIIX dropped -62.05% vs VTIAX's -35.83%.
VTIAX currently has the higher Sharpe Ratio (2.28 vs 1.71), 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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