VTIAX vs. VFWAX
Compare and contrast key facts about Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) and Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX).
VTIAX is managed by Vanguard. It was launched on Nov 29, 2010. VFWAX is managed by Vanguard. It was launched on Sep 27, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTIAX or VFWAX.
Key characteristics
| VTIAX | VFWAX | |
|---|---|---|
| YTD Return | 6.28% | 6.59% |
| 1Y Return | 13.43% | 13.61% |
| 3Y Return (Ann) | 0.38% | 0.71% |
| 5Y Return (Ann) | 5.29% | 5.39% |
| 10Y Return (Ann) | 4.90% | 4.95% |
| Sharpe Ratio | 1.14 | 1.16 |
| Sortino Ratio | 1.63 | 1.65 |
| Omega Ratio | 1.20 | 1.20 |
| Calmar Ratio | 1.12 | 1.19 |
| Martin Ratio | 6.07 | 6.13 |
| Ulcer Index | 2.28% | 2.29% |
| Daily Std Dev | 12.07% | 12.13% |
| Max Drawdown | -35.83% | -34.93% |
| Current Drawdown | -7.16% | -7.29% |
Correlation
The correlation between VTIAX and VFWAX is 1.00, 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.
Performance
VTIAX vs. VFWAX - Performance Comparison
The year-to-date returns for both investments are quite close, with VTIAX having a 6.28% return and VFWAX slightly higher at 6.59%. Both investments have delivered pretty close results over the past 10 years, with VTIAX having a 4.90% annualized return and VFWAX not far ahead at 4.95%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VTIAX vs. VFWAX - Expense Ratio Comparison
Both VTIAX and VFWAX have an expense ratio of 0.11%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
VTIAX vs. VFWAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) and Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX). 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
VTIAX vs. VFWAX - Dividend Comparison
VTIAX's dividend yield for the trailing twelve months is around 2.98%, more than VFWAX's 2.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.98% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% | 2.71% |
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 2.95% | 3.28% | 3.07% | 3.03% | 1.97% | 3.08% | 3.24% | 2.67% | 2.96% | 2.95% | 3.53% | 2.68% |
Drawdowns
VTIAX vs. VFWAX - Drawdown Comparison
The maximum VTIAX drawdown since its inception was -35.83%, roughly equal to the maximum VFWAX drawdown of -34.93%. Use the drawdown chart below to compare losses from any high point for VTIAX and VFWAX. For additional features, visit the drawdowns tool.
Volatility
VTIAX vs. VFWAX - Volatility Comparison
Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) and Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) have volatilities of 3.58% and 3.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.