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VTIAX vs. VXUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTIAX vs. VXUS - 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 Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTIAX achieves a 2.76% return, which is significantly lower than VXUS's 3.46% return. Both investments have delivered pretty close results over the past 10 years, with VTIAX having a 8.94% annualized return and VXUS not far ahead at 9.05%.


VTIAX

1D
-0.64%
1M
-1.05%
YTD
2.76%
6M
5.47%
1Y
38.50%
3Y*
15.42%
5Y*
7.41%
10Y*
8.94%

VXUS

1D
0.63%
1M
0.09%
YTD
3.46%
6M
6.23%
1Y
40.04%
3Y*
15.81%
5Y*
7.50%
10Y*
9.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTIAX vs. VXUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
2.76%32.18%5.34%15.28%-16.02%8.59%11.27%21.52%-14.46%27.54%
VXUS
Vanguard Total International Stock ETF
3.46%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%

Correlation

The correlation between VTIAX and VXUS is 0.98 — these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk. Consider pairing with a less correlated asset class instead.


VTIAX vs. VXUS - Expense Ratio Comparison

VTIAX has a 0.11% expense ratio, which is higher than VXUS's 0.05% 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%.


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Return for Risk

VTIAX vs. VXUS — Risk / Return Rank

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

VTIAX
VTIAX Risk / Return Rank: 8484
Overall Rank
VTIAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VTIAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
VTIAX Omega Ratio Rank: 8282
Omega Ratio Rank
VTIAX Calmar Ratio Rank: 8585
Calmar Ratio Rank
VTIAX Martin Ratio Rank: 8484
Martin Ratio Rank

VXUS
VXUS Risk / Return Rank: 8787
Overall Rank
VXUS Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 9797
Sortino Ratio Rank
VXUS Omega Ratio Rank: 9595
Omega Ratio Rank
VXUS Calmar Ratio Rank: 7575
Calmar Ratio Rank
VXUS Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VTIAX vs. VXUS - 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 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.


VTIAXVXUSDifference

Sharpe ratio

Return per unit of total volatility

1.78

2.53

-0.76

Sortino ratio

Return per unit of downside risk

2.35

3.60

-1.24

Omega ratio

Gain probability vs. loss probability

1.35

1.49

-0.14

Calmar ratio

Return relative to maximum drawdown

2.51

2.56

-0.05

Martin ratio

Return relative to average drawdown

9.59

9.93

-0.34

VTIAX vs. VXUS - Sharpe Ratio Comparison

The current VTIAX Sharpe Ratio is 1.78, which is comparable to the VXUS Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of VTIAX and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VTIAXVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

2.53

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.48

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.53

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.35

+0.05

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.


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Drawdown Indicators


VTIAXVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-35.83%

-35.97%

+0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-11.28%

-11.27%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-29.56%

-29.44%

-0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-35.83%

-35.97%

+0.14%

Current Drawdown

Current decline from peak

-7.90%

-7.30%

-0.60%

Average Drawdown

Average peak-to-trough decline

-8.15%

-8.29%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.91%

+0.05%

Volatility

VTIAX vs. VXUS - Volatility Comparison

The current volatility for Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) is 6.92%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 7.43%. 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.


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Volatility by Period


VTIAXVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.92%

7.43%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

10.94%

11.56%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

15.81%

15.98%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

15.81%

-0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

17.07%

-1.22%

Dividends

VTIAX vs. VXUS - Dividend Comparison

VTIAX's dividend yield for the trailing twelve months is around 2.92%, which matches VXUS's 2.93% yield.


TTM20252024202320222021202020192018201720162015
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
2.92%3.15%3.33%3.22%3.04%3.05%2.10%3.04%3.16%2.73%2.93%2.84%
VXUS
Vanguard Total International Stock ETF
2.93%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%