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

Correlation

The correlation between VSS and VXUS is 0.79, 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.


-0.50.00.51.0
Correlation: 0.8

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.

60.00%70.00%80.00%90.00%100.00%NovemberDecember2025FebruaryMarchApril
80.98%
96.13%
VSS
VXUS

Key characteristics

Sharpe Ratio

VSS:

0.54

VXUS:

0.69

Sortino Ratio

VSS:

0.86

VXUS:

1.09

Omega Ratio

VSS:

1.12

VXUS:

1.15

Calmar Ratio

VSS:

0.50

VXUS:

0.87

Martin Ratio

VSS:

1.85

VXUS:

2.74

Ulcer Index

VSS:

4.87%

VXUS:

4.29%

Daily Std Dev

VSS:

16.61%

VXUS:

16.97%

Max Drawdown

VSS:

-43.51%

VXUS:

-35.97%

Current Drawdown

VSS:

-5.93%

VXUS:

-1.49%

Returns By Period

In the year-to-date period, VSS achieves a 4.27% return, which is significantly lower than VXUS's 7.75% return. Over the past 10 years, VSS has underperformed VXUS with an annualized return of 4.11%, while VXUS has yielded a comparatively higher 4.76% annualized return.


VSS

YTD

4.27%

1M

0.23%

6M

0.62%

1Y

8.16%

5Y*

10.21%

10Y*

4.11%

VXUS

YTD

7.75%

1M

-0.72%

6M

3.25%

1Y

10.87%

5Y*

10.94%

10Y*

4.76%

*Annualized

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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%.


Expense ratio chart for VSS: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VSS: 0.07%
Expense ratio chart for VXUS: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VXUS: 0.07%

Risk-Adjusted Performance

VSS vs. VXUS — Risk-Adjusted Performance Rank

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

VSS
The Risk-Adjusted Performance Rank of VSS is 6161
Overall Rank
The Sharpe Ratio Rank of VSS is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VSS is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VSS is 5959
Omega Ratio Rank
The Calmar Ratio Rank of VSS is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VSS is 5858
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 7272
Overall Rank
The Sharpe Ratio Rank of VXUS is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for VSS, currently valued at 0.54, compared to the broader market-1.000.001.002.003.004.00
VSS: 0.54
VXUS: 0.69
The chart of Sortino ratio for VSS, currently valued at 0.86, compared to the broader market-2.000.002.004.006.008.00
VSS: 0.86
VXUS: 1.09
The chart of Omega ratio for VSS, currently valued at 1.12, compared to the broader market0.501.001.502.00
VSS: 1.12
VXUS: 1.15
The chart of Calmar ratio for VSS, currently valued at 0.50, compared to the broader market0.002.004.006.008.0010.0012.00
VSS: 0.50
VXUS: 0.87
The chart of Martin ratio for VSS, currently valued at 1.85, compared to the broader market0.0020.0040.0060.00
VSS: 1.85
VXUS: 2.74

The current VSS Sharpe Ratio is 0.54, which is comparable to the VXUS Sharpe Ratio of 0.69. 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.54
0.69
VSS
VXUS

Dividends

VSS vs. VXUS - Dividend Comparison

VSS's dividend yield for the trailing twelve months is around 3.30%, more than VXUS's 3.08% yield.


TTM20242023202220212020201920182017201620152014
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
3.30%3.44%3.14%2.30%2.74%1.90%3.25%2.80%2.83%2.93%2.66%2.67%
VXUS
Vanguard Total International Stock ETF
3.08%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%

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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.93%
-1.49%
VSS
VXUS

Volatility

VSS vs. VXUS - Volatility Comparison

The current volatility for Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) is 10.53%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 11.27%. This indicates that VSS experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.53%
11.27%
VSS
VXUS