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VTIAX vs. VWIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTIAX and VWIGX is 0.92, 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.


-0.50.00.51.00.9

Performance

VTIAX vs. VWIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) and Vanguard International Growth Fund Investor Shares (VWIGX). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%180.00%200.00%220.00%JulyAugustSeptemberOctoberNovemberDecember
95.58%
168.42%
VTIAX
VWIGX

Key characteristics

Sharpe Ratio

VTIAX:

0.64

VWIGX:

0.09

Sortino Ratio

VTIAX:

0.95

VWIGX:

0.24

Omega Ratio

VTIAX:

1.12

VWIGX:

1.04

Calmar Ratio

VTIAX:

0.81

VWIGX:

0.06

Martin Ratio

VTIAX:

2.69

VWIGX:

0.63

Ulcer Index

VTIAX:

2.91%

VWIGX:

2.98%

Daily Std Dev

VTIAX:

12.19%

VWIGX:

19.73%

Max Drawdown

VTIAX:

-35.83%

VWIGX:

-59.58%

Current Drawdown

VTIAX:

-8.15%

VWIGX:

-30.00%

Returns By Period

In the year-to-date period, VTIAX achieves a 5.14% return, which is significantly higher than VWIGX's 0.53% return. Over the past 10 years, VTIAX has underperformed VWIGX with an annualized return of 5.01%, while VWIGX has yielded a comparatively higher 7.56% annualized return.


VTIAX

YTD

5.14%

1M

-1.41%

6M

-0.27%

1Y

7.00%

5Y*

4.40%

10Y*

5.01%

VWIGX

YTD

0.53%

1M

-9.25%

6M

-7.92%

1Y

0.78%

5Y*

4.95%

10Y*

7.56%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VTIAX vs. VWIGX - Expense Ratio Comparison

VTIAX has a 0.11% expense ratio, which is lower than VWIGX's 0.43% expense ratio.


VWIGX
Vanguard International Growth Fund Investor Shares
Expense ratio chart for VWIGX: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%
Expense ratio chart for VTIAX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

Risk-Adjusted Performance

VTIAX vs. VWIGX - 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 International Growth Fund Investor Shares (VWIGX). 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.


Sharpe ratio
The chart of Sharpe ratio for VTIAX, currently valued at 0.64, compared to the broader market-1.000.001.002.003.004.000.640.09
The chart of Sortino ratio for VTIAX, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.0010.000.950.24
The chart of Omega ratio for VTIAX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.003.501.121.04
The chart of Calmar ratio for VTIAX, currently valued at 0.81, compared to the broader market0.005.0010.0015.000.810.06
The chart of Martin ratio for VTIAX, currently valued at 2.69, compared to the broader market0.0020.0040.0060.002.690.63
VTIAX
VWIGX

The current VTIAX Sharpe Ratio is 0.64, which is higher than the VWIGX Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of VTIAX and VWIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.64
0.09
VTIAX
VWIGX

Dividends

VTIAX vs. VWIGX - Dividend Comparison

VTIAX's dividend yield for the trailing twelve months is around 1.60%, while VWIGX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
1.60%3.21%3.05%3.05%2.10%3.04%3.17%2.74%2.93%2.84%3.40%2.71%
VWIGX
Vanguard International Growth Fund Investor Shares
0.00%1.01%1.37%0.93%0.21%1.20%1.62%0.84%1.26%1.39%2.29%1.44%

Drawdowns

VTIAX vs. VWIGX - Drawdown Comparison

The maximum VTIAX drawdown since its inception was -35.83%, smaller than the maximum VWIGX drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for VTIAX and VWIGX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.15%
-30.00%
VTIAX
VWIGX

Volatility

VTIAX vs. VWIGX - Volatility Comparison

The current volatility for Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) is 2.99%, while Vanguard International Growth Fund Investor Shares (VWIGX) has a volatility of 12.43%. This indicates that VTIAX experiences smaller price fluctuations and is considered to be less risky than VWIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
2.99%
12.43%
VTIAX
VWIGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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