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VTI vs. VHGEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VTI vs. VHGEX

Last updated Jun 9, 2026

VTI (Vanguard Total Stock Market ETF) and VHGEX (Vanguard Global Equity Fund) are both funds - VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while VHGEX is a Global Equities fund managed by Vanguard. Over the past 10 years, VTI returned 14.84%/yr vs 11.34%/yr for VHGEX. Their correlation of 0.90 suggests significant overlap in exposure. VTI charges 0.03%/yr vs 0.45%/yr for VHGEX.

Performance

VTI vs. VHGEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market ETF (VTI) and Vanguard Global Equity Fund (VHGEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTI achieves a 9.05% return, which is significantly higher than VHGEX's 4.05% return. Over the past 10 years, VTI has outperformed VHGEX with an annualized return of 14.84%, while VHGEX has yielded a comparatively lower 11.34% annualized return.

VTI

1D
0.30%
1M
0.44%
YTD
9.05%
6M
8.94%
1Y
24.96%
3Y*
21.05%
5Y*
12.25%
10Y*
14.84%

VHGEX

1D
-3.04%
1M
-1.29%
YTD
4.05%
6M
4.90%
1Y
17.34%
3Y*
15.84%
5Y*
6.68%
10Y*
11.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTI vs. VHGEX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VTI
Vanguard Total Stock Market ETF		9.05%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%
VHGEX
Vanguard Global Equity Fund		4.05%21.22%13.41%23.52%-22.72%13.06%22.38%28.73%-9.15%27.80%

Correlation

The correlation between VTI and VHGEX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since May 31, 2001

0.90

The correlation between VTI and VHGEX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

VTI vs. VHGEX - Sectors Allocation Comparison

Sectors
VTI
VHGEX

Technology

33.5%
30.0%

Financial Services

12.0%
13.4%

Communication Services

10.3%
8.3%

Consumer Cyclical

10.0%
14.0%

Industrials

9.8%
8.0%

Healthcare

9.2%
11.6%

Consumer Defensive

4.7%
4.5%

Energy

3.7%
3.2%

Real Estate

2.4%
1.9%

Utilities

2.3%
0.5%

Basic Materials

2.0%
4.6%

Technology

VTI
33.5%
VHGEX
30.0%

Financial Services

VTI
12.0%
VHGEX
13.4%

Communication Services

VTI
10.3%
VHGEX
8.3%

Consumer Cyclical

VTI
10.0%
VHGEX
14.0%

Industrials

VTI
9.8%
VHGEX
8.0%

Healthcare

VTI
9.2%
VHGEX
11.6%

Consumer Defensive

VTI
4.7%
VHGEX
4.5%

Energy

VTI
3.7%
VHGEX
3.2%

Real Estate

VTI
2.4%
VHGEX
1.9%

Utilities

VTI
2.3%
VHGEX
0.5%

Basic Materials

VTI
2.0%
VHGEX
4.6%

Compare stocks, funds, or ETFs

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Vanguard Total Stock Market ETF

Vanguard Global Equity Fund

Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ
Often compared with VHGEX:
VHGEX vs. VXUSVHGEX vs. FZILXVHGEX vs. VIGIXVHGEX vs. VGSTXVHGEX vs. VWELXVHGEX vs. WGFIXVHGEX vs. VWUAX

Return for Risk

VTI vs. VHGEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6666
Sortino Ratio Rank
VTI Omega Ratio Rank: 6868
Omega Ratio Rank
VTI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
Martin Ratio Rank
VHGEX
VHGEX Risk / Return Rank: 2222
Overall Rank
VHGEX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VHGEX Sortino Ratio Rank: 2020
Sortino Ratio Rank
VHGEX Omega Ratio Rank: 2121
Omega Ratio Rank
VHGEX Calmar Ratio Rank: 2121
Calmar Ratio Rank
VHGEX Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VTI vs. VHGEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and Vanguard Global Equity Fund (VHGEX). 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.

VTIVHGEXDifference
Sharpe ratioReturn per unit of total volatility
2.02
1.24

+0.78

Sortino ratioReturn per unit of downside risk
2.73
1.76

+0.97

Omega ratioGain probability vs. loss probability

1.36

1.22

+0.14

Calmar ratioReturn relative to maximum drawdown

2.81

1.55

+1.26

Martin ratioReturn relative to average drawdown

12.85

5.95

+6.90

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VTI vs. VHGEX - Sharpe Ratio Comparison

The current VTI Sharpe Ratio is 2.02, which is higher than the VHGEX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of VTI and VHGEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

VTIVHGEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

1.24

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.37

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.63

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.52

-0.02

Drawdowns

VTI vs. VHGEX - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, smaller than the maximum VHGEX drawdown of -64.81%. Use the drawdown chart below to compare losses from any high point for VTI and VHGEX.

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Drawdown Indicators

VTIVHGEXDifference

Max Drawdown

Largest peak-to-trough decline

-55.45%

-64.81%

+9.36%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-11.92%

+3.00%

Max Drawdown (3Y)

Largest decline over 3 years

-19.30%

-19.21%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-33.02%

+7.66%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

-33.23%

-1.77%

Current Drawdown

Current decline from peak

-2.64%

-3.49%

+0.85%

Average Drawdown

Average peak-to-trough decline

-8.02%

-9.95%

+1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

3.10%

-1.15%

Volatility

VTI vs. VHGEX - Volatility Comparison

The current volatility for Vanguard Total Stock Market ETF (VTI) is 3.88%, while Vanguard Global Equity Fund (VHGEX) has a volatility of 4.56%. This indicates that VTI experiences smaller price fluctuations and is considered to be less risky than VHGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VTIVHGEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

4.56%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

9.55%

11.61%

-2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

12.44%

14.85%

-2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

18.32%

-0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

18.06%

+0.27%

VTI vs. VHGEX - Expense Ratio Comparison

VTI has a 0.03% expense ratio, which is lower than VHGEX's 0.45% expense ratio.

Dividends

VTI vs. VHGEX - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.03%, less than VHGEX's 11.90% yield.

PositionTTM20252024202320222021202020192018201720162015
VHGEX
Vanguard Global Equity Fund		11.90%12.38%4.24%1.15%11.32%10.90%2.88%6.20%8.45%1.29%1.51%1.71%
VTI
Vanguard Total Stock Market ETF		1.03%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions

With a correlation of 0.94, VTI and VHGEX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VHGEX has higher volatility (4.56%) compared to VTI (3.88%). In terms of maximum drawdown, VTI dropped -55.45% vs VHGEX's -64.81%.

VTI currently has the higher Sharpe Ratio (2.02 vs 1.24), 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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