VTIAX vs. VWILX
Compare and contrast key facts about Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) and Vanguard International Growth Fund Admiral Shares (VWILX).
VTIAX is managed by Vanguard. It was launched on Nov 29, 2010. VWILX is managed by Vanguard. It was launched on Aug 13, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTIAX or VWILX.
Key characteristics
| VTIAX | VWILX | |
|---|---|---|
| YTD Return | 5.76% | 10.25% |
| 1Y Return | 13.33% | 18.12% |
| 3Y Return (Ann) | 0.24% | -6.30% |
| 5Y Return (Ann) | 5.19% | 8.27% |
| 10Y Return (Ann) | 4.76% | 8.37% |
| Sharpe Ratio | 1.07 | 1.03 |
| Sortino Ratio | 1.53 | 1.52 |
| Omega Ratio | 1.19 | 1.19 |
| Calmar Ratio | 1.05 | 0.49 |
| Martin Ratio | 5.53 | 6.02 |
| Ulcer Index | 2.33% | 2.84% |
| Daily Std Dev | 12.08% | 16.60% |
| Max Drawdown | -35.83% | -59.49% |
| Current Drawdown | -7.61% | -22.98% |
Correlation
The correlation between VTIAX and VWILX is 0.93, 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. VWILX - Performance Comparison
In the year-to-date period, VTIAX achieves a 5.76% return, which is significantly lower than VWILX's 10.25% return. Over the past 10 years, VTIAX has underperformed VWILX with an annualized return of 4.76%, while VWILX has yielded a comparatively higher 8.37% annualized return. 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. VWILX - Expense Ratio Comparison
VTIAX has a 0.11% expense ratio, which is lower than VWILX's 0.32% expense ratio.
Risk-Adjusted Performance
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.
Dividends
VTIAX vs. VWILX - Dividend Comparison
VTIAX's dividend yield for the trailing twelve months is around 2.99%, more than VWILX's 1.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.99% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% | 2.71% |
VWILX Vanguard International Growth Fund Admiral Shares | 1.00% | 1.10% | 1.50% | 1.08% | 0.31% | 1.30% | 1.79% | 0.84% | 1.42% | 1.53% | 2.46% | 1.58% |
Drawdowns
VTIAX vs. VWILX - Drawdown Comparison
The maximum VTIAX drawdown since its inception was -35.83%, smaller than the maximum VWILX drawdown of -59.49%. Use the drawdown chart below to compare losses from any high point for VTIAX and VWILX. For additional features, visit the drawdowns tool.
Volatility
VTIAX vs. VWILX - Volatility Comparison
The current volatility for Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) is 3.59%, while Vanguard International Growth Fund Admiral Shares (VWILX) has a volatility of 3.82%. 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.