VTIAX vs. VSTSX
VTIAX (Vanguard Total International Stock Index Fund Admiral Shares) and VSTSX (Vanguard Total Stock Market Index Fund Institutional Select Shares) are both mutual funds - VTIAX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Index, while VSTSX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 5 years, VTIAX returned 8.81%/yr vs 13.07%/yr for VSTSX. A 0.80 correlation means they provide meaningful diversification when combined. VTIAX charges 0.09%/yr vs 0.01%/yr for VSTSX.
Performance
VTIAX vs. VSTSX - Performance Comparison
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Returns By Period
In the year-to-date period, VTIAX achieves a 15.40% return, which is significantly higher than VSTSX's 11.99% return.
VTIAX
- 1D
- 0.60%
- 1M
- 5.53%
- YTD
- 15.40%
- 6M
- 18.19%
- 1Y
- 33.34%
- 3Y*
- 19.78%
- 5Y*
- 8.81%
- 10Y*
- 9.85%
VSTSX
- 1D
- 0.24%
- 1M
- 5.76%
- YTD
- 11.99%
- 6M
- 11.89%
- 1Y
- 29.14%
- 3Y*
- 22.38%
- 5Y*
- 13.07%
- 10Y*
- —
VTIAX vs. VSTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 15.40% | 32.18% | 5.34% | 15.28% | -16.02% | 8.59% | 11.27% | 21.52% | -14.46% | 26.67% |
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 11.99% | 17.16% | 23.27% | 26.54% | -19.49% | 25.75% | 21.02% | 30.81% | -5.15% | 20.21% |
Correlation
The correlation between VTIAX and VSTSX is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2017 | 0.80 |
The correlation between VTIAX and VSTSX has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.
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Return for Risk
VTIAX vs. VSTSX — Risk / Return Rank
VTIAX
VSTSX
VTIAX vs. VSTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). 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.
| VTIAX | VSTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.44 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 3.38 | -0.47 |
| Martin ratioReturn relative to average drawdown | 11.49 | 15.60 | -4.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTIAX | VSTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 2.47 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.76 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.80 | -0.36 |
Drawdowns
VTIAX vs. VSTSX - Drawdown Comparison
The maximum VTIAX drawdown since its inception was -35.83%, roughly equal to the maximum VSTSX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for VTIAX and VSTSX.
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Drawdown Indicators
| VTIAX | VSTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.83% | -34.97% | -0.86% |
Max Drawdown (1Y)Largest decline over 1 year | -11.28% | -8.92% | -2.36% |
Max Drawdown (3Y)Largest decline over 3 years | -13.13% | -19.36% | +6.23% |
Max Drawdown (5Y)Largest decline over 5 years | -29.56% | -25.35% | -4.21% |
Max Drawdown (10Y)Largest decline over 10 years | -35.83% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.08% | -4.89% | -3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 1.93% | +0.92% |
Volatility
VTIAX vs. VSTSX - Volatility Comparison
Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a higher volatility of 4.80% compared to Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) at 2.95%. This indicates that VTIAX's price experiences larger fluctuations and is considered to be riskier than VSTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTIAX | VSTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 2.95% | +1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 11.90% | 9.19% | +2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.22% | 12.19% | +2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.04% | 17.36% | -2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.93% | 18.76% | -2.83% |
VTIAX vs. VSTSX - Expense Ratio Comparison
VTIAX has a 0.09% expense ratio, which is higher than VSTSX's 0.01% 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%.
Dividends
VTIAX vs. VSTSX - Dividend Comparison
VTIAX's dividend yield for the trailing twelve months is around 2.60%, more than VSTSX's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 1.02% | 1.13% | 1.27% | 1.43% | 1.67% | 1.23% | 1.44% | 1.79% | 2.07% | 1.74% | 0.00% | 0.00% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.60% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
Frequently Asked Questions
VTIAX and VSTSX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTIAX has higher volatility (4.80%) compared to VSTSX (2.95%). In terms of maximum drawdown, VTIAX dropped -35.83% vs VSTSX's -34.97%.
VSTSX currently has the higher Sharpe Ratio (2.47 vs 2.31), 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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