VTIBX vs. SPSK

Last updated Apr 1, 2026

Compare and contrast key facts about Vanguard Total International Bond Index Fund (VTIBX) and SP Funds Dow Jones Global Sukuk ETF (SPSK).

VTIBX is managed by Vanguard. It was launched on May 30, 2013. SPSK is a passively managed fund by SP Funds that tracks the performance of the Dow Jones Sukuk Total Return (No Coupon Reinvestment). It was launched on Dec 30, 2019.

Performance

VTIBX vs. SPSK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Bond Index Fund (VTIBX) and SP Funds Dow Jones Global Sukuk ETF (SPSK). The values are adjusted to include any dividend payments, if applicable.

VTIBX vs. SPSK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VTIBX Vanguard Total International Bond Index Fund	-0.82%	2.98%	3.84%	8.86%	-12.97%	-2.27%	4.56%	-0.09%
SPSK SP Funds Dow Jones Global Sukuk ETF	-1.10%	6.16%	2.95%	3.95%	-7.75%	-1.30%	3.67%	0.02%

Returns By Period

In the year-to-date period, VTIBX achieves a -0.82% return, which is significantly higher than SPSK's -1.10% return.

VTIBX

• 1D: 0.31%
• 1M: -2.65%
• YTD: -0.82%
• 6M: -0.26%
• 1Y: 2.36%
• 3Y*: 3.66%
• 5Y*: 0.11%
• 10Y*: 1.64%

SPSK

• 1D: 0.22%
• 1M: -2.14%
• YTD: -1.10%
• 6M: -0.29%
• 1Y: 3.33%
• 3Y*: 3.54%
• 5Y*: 0.77%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VTIBX vs. SPSK - Expense Ratio Comparison

VTIBX has a 0.13% expense ratio, which is lower than SPSK's 0.50% expense ratio.

SPSK

SP Funds Dow Jones Global Sukuk ETF

VTIBX

Vanguard Total International Bond Index Fund

Return for Risk

VTIBX vs. SPSK — Risk / Return Rank

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

VTIBX

VTIBX Risk / Return Rank: 32
VTIBX Sharpe Ratio Rank: 35
VTIBX Sortino Ratio Rank: 30
VTIBX Omega Ratio Rank: 26
VTIBX Calmar Ratio Rank: 31
VTIBX Martin Ratio Rank: 35

SPSK

SPSK Risk / Return Rank: 46
SPSK Sharpe Ratio Rank: 47
SPSK Sortino Ratio Rank: 44
SPSK Omega Ratio Rank: 37
SPSK Calmar Ratio Rank: 51
SPSK Martin Ratio Rank: 54

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.

VTIBX vs. SPSK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund (VTIBX) and SP Funds Dow Jones Global Sukuk ETF (SPSK). 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.

	VTIBX	SPSK	Difference
Sharpe ratio Return per unit of total volatility	0.77	0.80	-0.03
Sortino ratio Return per unit of downside risk	1.06	1.15	-0.09
Omega ratio Gain probability vs. loss probability	1.14	1.14	0.00
Calmar ratio Return relative to maximum drawdown	0.87	1.21	-0.34
Martin ratio Return relative to average drawdown	3.71	4.90	-1.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VTIBX vs. SPSK - Sharpe Ratio Comparison

The current VTIBX Sharpe Ratio is 0.77, which is comparable to the SPSK Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of VTIBX and SPSK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VTIBX	SPSK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.77	0.80	-0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.03	0.15	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.17	+0.51

Correlation

The correlation between VTIBX and SPSK is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

VTIBX vs. SPSK - Dividend Comparison

VTIBX's dividend yield for the trailing twelve months is around 4.20%, more than SPSK's 4.04% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VTIBX Vanguard Total International Bond Index Fund	4.20%	4.33%	4.31%	4.37%	1.41%	3.68%	1.06%	3.36%	2.98%	2.21%	1.76%	1.61%
SPSK SP Funds Dow Jones Global Sukuk ETF	4.04%	3.63%	3.53%	2.95%	2.22%	2.56%	1.78%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

VTIBX vs. SPSK - Drawdown Comparison

The maximum VTIBX drawdown since its inception was -16.15%, which is greater than SPSK's maximum drawdown of -12.83%. Use the drawdown chart below to compare losses from any high point for VTIBX and SPSK.

Drawdown Indicators

	VTIBX	SPSK	Difference
Max Drawdown Largest peak-to-trough decline	-16.15%	-12.83%	-3.32%
Max Drawdown (1Y) Largest decline over 1 year	-2.95%	-2.85%	-0.10%
Max Drawdown (5Y) Largest decline over 5 years	-15.81%	-12.45%	-3.36%
Max Drawdown (10Y) Largest decline over 10 years	-16.15%	—	—
Current Drawdown Current decline from peak	-2.65%	-2.14%	-0.51%
Average Drawdown Average peak-to-trough decline	-3.09%	-3.90%	+0.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.70%	0.70%	0.00%

Volatility

VTIBX vs. SPSK - Volatility Comparison

Vanguard Total International Bond Index Fund (VTIBX) and SP Funds Dow Jones Global Sukuk ETF (SPSK) have volatilities of 1.40% and 1.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VTIBX	SPSK	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.40%	1.41%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	2.08%	2.48%	-0.40%
Volatility (1Y) Calculated over the trailing 1-year period	3.11%	4.21%	-1.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.42%	5.34%	-0.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.62%	5.51%	-1.89%