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VTIBX vs. VIGI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTIBX and VIGI is 0.08, 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.


-0.50.00.51.00.1

Performance

VTIBX vs. VIGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Bond Index Fund (VTIBX) and Vanguard International Dividend Appreciation ETF (VIGI). The values are adjusted to include any dividend payments, if applicable.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%SeptemberOctoberNovemberDecember2025February
1.31%
-0.62%
VTIBX
VIGI

Key characteristics

Sharpe Ratio

VTIBX:

1.43

VIGI:

0.71

Sortino Ratio

VTIBX:

2.18

VIGI:

1.08

Omega Ratio

VTIBX:

1.25

VIGI:

1.13

Calmar Ratio

VTIBX:

0.50

VIGI:

0.76

Martin Ratio

VTIBX:

6.24

VIGI:

1.85

Ulcer Index

VTIBX:

0.78%

VIGI:

4.45%

Daily Std Dev

VTIBX:

3.40%

VIGI:

11.65%

Max Drawdown

VTIBX:

-16.84%

VIGI:

-31.01%

Current Drawdown

VTIBX:

-4.93%

VIGI:

-4.17%

Returns By Period

In the year-to-date period, VTIBX achieves a -0.00% return, which is significantly lower than VIGI's 6.15% return.


VTIBX

YTD

-0.00%

1M

0.20%

6M

1.31%

1Y

4.97%

5Y*

-0.55%

10Y*

1.68%

VIGI

YTD

6.15%

1M

3.87%

6M

-0.63%

1Y

7.86%

5Y*

6.35%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VTIBX vs. VIGI - Expense Ratio Comparison

VTIBX has a 0.13% expense ratio, which is lower than VIGI's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VIGI
Vanguard International Dividend Appreciation ETF
Expense ratio chart for VIGI: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VTIBX: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

VTIBX vs. VIGI — Risk-Adjusted Performance Rank

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

VTIBX
The Risk-Adjusted Performance Rank of VTIBX is 6565
Overall Rank
The Sharpe Ratio Rank of VTIBX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of VTIBX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VTIBX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VTIBX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of VTIBX is 7171
Martin Ratio Rank

VIGI
The Risk-Adjusted Performance Rank of VIGI is 2626
Overall Rank
The Sharpe Ratio Rank of VIGI is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGI is 2525
Sortino Ratio Rank
The Omega Ratio Rank of VIGI is 2424
Omega Ratio Rank
The Calmar Ratio Rank of VIGI is 3434
Calmar Ratio Rank
The Martin Ratio Rank of VIGI is 2121
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.

VTIBX vs. VIGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund (VTIBX) and Vanguard International Dividend Appreciation ETF (VIGI). 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.


Sharpe ratio
The chart of Sharpe ratio for VTIBX, currently valued at 1.43, compared to the broader market-1.000.001.002.003.004.001.430.71
The chart of Sortino ratio for VTIBX, currently valued at 2.18, compared to the broader market0.002.004.006.008.0010.0012.002.181.08
The chart of Omega ratio for VTIBX, currently valued at 1.25, compared to the broader market1.002.003.004.001.251.13
The chart of Calmar ratio for VTIBX, currently valued at 0.50, compared to the broader market0.005.0010.0015.0020.000.500.76
The chart of Martin ratio for VTIBX, currently valued at 6.24, compared to the broader market0.0020.0040.0060.0080.006.241.85
VTIBX
VIGI

The current VTIBX Sharpe Ratio is 1.43, which is higher than the VIGI Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of VTIBX and VIGI, 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 Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.43
0.71
VTIBX
VIGI

Dividends

VTIBX vs. VIGI - Dividend Comparison

VTIBX's dividend yield for the trailing twelve months is around 4.17%, more than VIGI's 1.82% yield.


TTM20242023202220212020201920182017201620152014
VTIBX
Vanguard Total International Bond Index Fund
4.17%4.13%4.36%1.40%3.01%0.91%3.36%2.98%2.20%1.86%1.61%1.49%
VIGI
Vanguard International Dividend Appreciation ETF
1.82%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%0.00%0.00%

Drawdowns

VTIBX vs. VIGI - Drawdown Comparison

The maximum VTIBX drawdown since its inception was -16.84%, smaller than the maximum VIGI drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for VTIBX and VIGI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.93%
-4.17%
VTIBX
VIGI

Volatility

VTIBX vs. VIGI - Volatility Comparison

The current volatility for Vanguard Total International Bond Index Fund (VTIBX) is 0.92%, while Vanguard International Dividend Appreciation ETF (VIGI) has a volatility of 3.28%. This indicates that VTIBX experiences smaller price fluctuations and is considered to be less risky than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
0.92%
3.28%
VTIBX
VIGI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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