VTABX vs. VTI
Compare and contrast key facts about Vanguard Total International Bond Index Fund Admiral Shares (VTABX) and Vanguard Total Stock Market ETF (VTI).
VTABX is managed by Vanguard. It was launched on May 31, 2013. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTABX or VTI.
Performance
VTABX vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, VTABX achieves a 3.19% return, which is significantly lower than VTI's 24.70% return. Over the past 10 years, VTABX has underperformed VTI with an annualized return of 1.91%, while VTI has yielded a comparatively higher 12.63% annualized return.
VTABX
3.19%
-0.41%
3.62%
7.19%
-0.22%
1.91%
VTI
24.70%
1.36%
12.03%
32.16%
15.00%
12.63%
Key characteristics
| VTABX | VTI | |
|---|---|---|
| Sharpe Ratio | 1.90 | 2.65 |
| Sortino Ratio | 2.91 | 3.54 |
| Omega Ratio | 1.33 | 1.49 |
| Calmar Ratio | 0.61 | 3.87 |
| Martin Ratio | 7.10 | 16.96 |
| Ulcer Index | 1.03% | 1.95% |
| Daily Std Dev | 3.85% | 12.52% |
| Max Drawdown | -16.82% | -55.45% |
| Current Drawdown | -5.30% | -1.58% |
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VTABX vs. VTI - Expense Ratio Comparison
VTABX has a 0.11% 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%.
Correlation
The correlation between VTABX and VTI is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
VTABX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund Admiral Shares (VTABX) 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.
Dividends
VTABX vs. VTI - Dividend Comparison
VTABX's dividend yield for the trailing twelve months is around 4.74%, more than VTI's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.74% | 4.39% | 1.48% | 3.04% | 0.93% | 3.38% | 2.99% | 2.24% | 1.90% | 1.64% | 1.54% | 0.87% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VTABX vs. VTI - Drawdown Comparison
The maximum VTABX drawdown since its inception was -16.82%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VTABX and VTI. For additional features, visit the drawdowns tool.
Volatility
VTABX vs. VTI - Volatility Comparison
The current volatility for Vanguard Total International Bond Index Fund Admiral Shares (VTABX) is 0.88%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.28%. This indicates that VTABX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.