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

Correlation

The correlation between VTIAX and VWILX 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VTIAX vs. VWILX - 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 Admiral Shares (VWILX). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
103.47%
129.33%
VTIAX
VWILX

Key characteristics

Sharpe Ratio

VTIAX:

0.42

VWILX:

0.14

Sortino Ratio

VTIAX:

0.66

VWILX:

0.31

Omega Ratio

VTIAX:

1.08

VWILX:

1.04

Calmar Ratio

VTIAX:

0.56

VWILX:

0.06

Martin Ratio

VTIAX:

1.39

VWILX:

0.67

Ulcer Index

VTIAX:

3.91%

VWILX:

3.79%

Daily Std Dev

VTIAX:

12.93%

VWILX:

17.98%

Max Drawdown

VTIAX:

-35.82%

VWILX:

-65.55%

Current Drawdown

VTIAX:

-4.75%

VWILX:

-37.48%

Returns By Period

In the year-to-date period, VTIAX achieves a 3.99% return, which is significantly higher than VWILX's -1.49% return. Over the past 10 years, VTIAX has underperformed VWILX with an annualized return of 4.78%, while VWILX has yielded a comparatively higher 5.13% annualized return.


VTIAX

YTD

3.99%

1M

-1.39%

6M

-2.80%

1Y

4.92%

5Y*

11.97%

10Y*

4.78%

VWILX

YTD

-1.49%

1M

-7.00%

6M

-6.59%

1Y

2.06%

5Y*

6.43%

10Y*

5.13%

*Annualized

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VTIAX vs. VWILX - Expense Ratio Comparison

VTIAX has a 0.11% expense ratio, which is lower than VWILX's 0.32% expense ratio.


Expense ratio chart for VWILX: current value is 0.32%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VWILX: 0.32%
Expense ratio chart for VTIAX: current value is 0.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTIAX: 0.11%

Risk-Adjusted Performance

VTIAX vs. VWILX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTIAX
The Risk-Adjusted Performance Rank of VTIAX is 5959
Overall Rank
The Sharpe Ratio Rank of VTIAX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VTIAX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VTIAX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VTIAX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VTIAX is 5555
Martin Ratio Rank

VWILX
The Risk-Adjusted Performance Rank of VWILX is 4242
Overall Rank
The Sharpe Ratio Rank of VWILX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of VWILX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of VWILX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of VWILX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of VWILX is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VTIAX vs. VWILX - 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 Admiral Shares (VWILX). 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.


The chart of Sharpe ratio for VTIAX, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.00
VTIAX: 0.42
VWILX: 0.14
The chart of Sortino ratio for VTIAX, currently valued at 0.66, compared to the broader market-2.000.002.004.006.008.0010.00
VTIAX: 0.66
VWILX: 0.31
The chart of Omega ratio for VTIAX, currently valued at 1.08, compared to the broader market1.002.003.00
VTIAX: 1.08
VWILX: 1.04
The chart of Calmar ratio for VTIAX, currently valued at 0.56, compared to the broader market0.005.0010.0015.0020.00
VTIAX: 0.56
VWILX: 0.06
The chart of Martin ratio for VTIAX, currently valued at 1.39, compared to the broader market0.0020.0040.0060.00
VTIAX: 1.39
VWILX: 0.67

The current VTIAX Sharpe Ratio is 0.42, which is higher than the VWILX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of VTIAX and VWILX, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.42
0.14
VTIAX
VWILX

Dividends

VTIAX vs. VWILX - Dividend Comparison

VTIAX's dividend yield for the trailing twelve months is around 3.15%, more than VWILX's 0.97% yield.


TTM20242023202220212020201920182017201620152014
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
3.15%3.33%3.21%3.05%3.05%2.10%3.04%3.17%2.74%2.93%2.84%3.40%
VWILX
Vanguard International Growth Fund Admiral Shares
0.97%0.95%1.10%1.50%1.08%0.31%1.30%1.79%0.84%1.42%1.53%2.46%

Drawdowns

VTIAX vs. VWILX - Drawdown Comparison

The maximum VTIAX drawdown since its inception was -35.82%, smaller than the maximum VWILX drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for VTIAX and VWILX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.75%
-37.48%
VTIAX
VWILX

Volatility

VTIAX vs. VWILX - Volatility Comparison

The current volatility for Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) is 4.51%, while Vanguard International Growth Fund Admiral Shares (VWILX) has a volatility of 7.74%. This indicates that VTIAX experiences smaller price fluctuations and is considered to be less risky than VWILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
4.51%
7.74%
VTIAX
VWILX