VSTSX vs. VXUS
Compare and contrast key facts about Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) and Vanguard Total International Stock ETF (VXUS).
VSTSX is managed by Vanguard. It was launched on Jun 27, 2016. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSTSX or VXUS.
Performance
VSTSX vs. VXUS - Performance Comparison
Returns By Period
In the year-to-date period, VSTSX achieves a 26.31% return, which is significantly higher than VXUS's 6.78% return.
VSTSX
26.31%
4.04%
14.05%
33.69%
15.23%
N/A
VXUS
6.78%
-2.42%
0.03%
12.91%
5.53%
4.78%
Key characteristics
| VSTSX | VXUS | |
|---|---|---|
| Sharpe Ratio | 2.68 | 1.02 |
| Sortino Ratio | 3.58 | 1.47 |
| Omega Ratio | 1.49 | 1.18 |
| Calmar Ratio | 3.93 | 1.21 |
| Martin Ratio | 17.13 | 5.02 |
| Ulcer Index | 1.97% | 2.57% |
| Daily Std Dev | 12.55% | 12.68% |
| Max Drawdown | -52.42% | -35.97% |
| Current Drawdown | -0.28% | -6.82% |
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VSTSX vs. VXUS - Expense Ratio Comparison
VSTSX has a 0.01% expense ratio, which is lower than VXUS's 0.07% 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%.
Correlation
The correlation between VSTSX and VXUS is 0.80, 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.
Risk-Adjusted Performance
VSTSX vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) 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.
Dividends
VSTSX vs. VXUS - Dividend Comparison
VSTSX's dividend yield for the trailing twelve months is around 1.26%, less than VXUS's 3.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 1.26% | 1.44% | 1.67% | 1.23% | 1.44% | 1.79% | 2.07% | 1.74% | 1.11% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 3.00% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
VSTSX vs. VXUS - Drawdown Comparison
The maximum VSTSX drawdown since its inception was -52.42%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VSTSX and VXUS. For additional features, visit the drawdowns tool.
Volatility
VSTSX vs. VXUS - Volatility Comparison
Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) has a higher volatility of 4.18% compared to Vanguard Total International Stock ETF (VXUS) at 3.73%. This indicates that VSTSX'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.