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VSS vs. VXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSS and VXUS is 0.95, 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.


-0.50.00.51.01.0

Performance

VSS vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

65.00%70.00%75.00%80.00%85.00%90.00%95.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
72.84%
81.86%
VSS
VXUS

Key characteristics

Sharpe Ratio

VSS:

0.44

VXUS:

0.64

Sortino Ratio

VSS:

0.67

VXUS:

0.96

Omega Ratio

VSS:

1.08

VXUS:

1.12

Calmar Ratio

VSS:

0.35

VXUS:

0.87

Martin Ratio

VSS:

1.87

VXUS:

2.67

Ulcer Index

VSS:

3.10%

VXUS:

3.06%

Daily Std Dev

VSS:

13.04%

VXUS:

12.77%

Max Drawdown

VSS:

-43.51%

VXUS:

-35.97%

Current Drawdown

VSS:

-10.16%

VXUS:

-8.39%

Returns By Period

In the year-to-date period, VSS achieves a 2.50% return, which is significantly lower than VXUS's 4.99% return. Over the past 10 years, VSS has underperformed VXUS with an annualized return of 4.63%, while VXUS has yielded a comparatively higher 4.99% annualized return.


VSS

YTD

2.50%

1M

-1.30%

6M

-0.14%

1Y

3.47%

5Y*

3.61%

10Y*

4.63%

VXUS

YTD

4.99%

1M

-1.34%

6M

0.14%

1Y

6.27%

5Y*

4.38%

10Y*

4.99%

Compare stocks, funds, or ETFs

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


VSS vs. VXUS - Expense Ratio Comparison

Both VSS and VXUS have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
Expense ratio chart for VSS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VSS vs. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) and Vanguard Total International Stock ETF (VXUS). 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 VSS, currently valued at 0.44, compared to the broader market0.002.004.000.440.64
The chart of Sortino ratio for VSS, currently valued at 0.67, compared to the broader market-2.000.002.004.006.008.0010.000.670.96
The chart of Omega ratio for VSS, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.12
The chart of Calmar ratio for VSS, currently valued at 0.35, compared to the broader market0.005.0010.0015.000.350.87
The chart of Martin ratio for VSS, currently valued at 1.87, compared to the broader market0.0020.0040.0060.0080.00100.001.872.67
VSS
VXUS

The current VSS Sharpe Ratio is 0.44, which is lower than the VXUS Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of VSS and VXUS, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.44
0.64
VSS
VXUS

Dividends

VSS vs. VXUS - Dividend Comparison

VSS's dividend yield for the trailing twelve months is around 3.46%, more than VXUS's 3.37% yield.


TTM20232022202120202019201820172016201520142013
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
3.46%3.14%2.30%2.74%1.90%3.25%2.80%2.83%2.93%2.66%2.67%2.71%
VXUS
Vanguard Total International Stock ETF
3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%2.70%

Drawdowns

VSS vs. VXUS - Drawdown Comparison

The maximum VSS drawdown since its inception was -43.51%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VSS and VXUS. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.16%
-8.39%
VSS
VXUS

Volatility

VSS vs. VXUS - Volatility Comparison

Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) has a higher volatility of 3.64% compared to Vanguard Total International Stock ETF (VXUS) at 3.42%. This indicates that VSS's price experiences larger fluctuations and is considered to be riskier than VXUS 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%JulyAugustSeptemberOctoberNovemberDecember
3.64%
3.42%
VSS
VXUS
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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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