VTIAX vs. VXUS
Compare and contrast key facts about Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) and Vanguard Total International Stock ETF (VXUS).
VTIAX is managed by Vanguard. It was launched on Nov 29, 2010. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTIAX or VXUS.
Key characteristics
| VTIAX | VXUS | |
|---|---|---|
| YTD Return | 5.76% | 5.91% |
| 1Y Return | 13.33% | 13.39% |
| 3Y Return (Ann) | 0.24% | 0.36% |
| 5Y Return (Ann) | 5.19% | 5.25% |
| 10Y Return (Ann) | 4.76% | 4.79% |
| Sharpe Ratio | 1.07 | 1.01 |
| Sortino Ratio | 1.53 | 1.47 |
| Omega Ratio | 1.19 | 1.18 |
| Calmar Ratio | 1.05 | 1.07 |
| Martin Ratio | 5.53 | 5.43 |
| Ulcer Index | 2.33% | 2.38% |
| Daily Std Dev | 12.08% | 12.73% |
| Max Drawdown | -35.83% | -35.97% |
| Current Drawdown | -7.61% | -7.59% |
Correlation
The correlation between VTIAX and VXUS is 0.98, 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. VXUS - Performance Comparison
The year-to-date returns for both investments are quite close, with VTIAX having a 5.76% return and VXUS slightly higher at 5.91%. Both investments have delivered pretty close results over the past 10 years, with VTIAX having a 4.76% annualized return and VXUS not far ahead at 4.79%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. VXUS - Expense Ratio Comparison
VTIAX has a 0.11% expense ratio, which is higher than VXUS's 0.07% 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%.
Risk-Adjusted Performance
VTIAX vs. VXUS - 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 Total International Stock ETF (VXUS). 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. VXUS - Dividend Comparison
VTIAX's dividend yield for the trailing twelve months is around 2.99%, which matches VXUS's 3.02% 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% |
VXUS Vanguard Total International Stock ETF | 3.02% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
VTIAX vs. VXUS - Drawdown Comparison
The maximum VTIAX drawdown since its inception was -35.83%, roughly equal to the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VTIAX and VXUS. For additional features, visit the drawdowns tool.
Volatility
VTIAX vs. VXUS - Volatility Comparison
The current volatility for Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) is 3.59%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 3.90%. This indicates that VTIAX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.