PortfoliosLab logoPortfoliosLab logo
VTIBX vs. VIGI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

Loading graphics...

VTIBX vs. VIGI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTIBX
Vanguard Total International Bond Index Fund
-0.82%2.98%3.84%8.86%-12.97%-2.27%4.56%7.76%3.00%2.31%
VIGI
Vanguard International Dividend Appreciation ETF
-2.65%16.88%2.73%16.30%-16.79%12.51%14.66%27.53%-11.50%27.97%

Returns By Period

In the year-to-date period, VTIBX achieves a -0.82% return, which is significantly higher than VIGI's -2.65% return. Over the past 10 years, VTIBX has underperformed VIGI with an annualized return of 1.64%, while VIGI has yielded a comparatively higher 7.67% annualized 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%

VIGI

1D
2.79%
1M
-7.49%
YTD
-2.65%
6M
-0.02%
1Y
9.07%
3Y*
8.54%
5Y*
4.29%
10Y*
7.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


Return for Risk

VTIBX vs. VIGI — Risk / Return Rank

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

VTIBX
VTIBX Risk / Return Rank: 3232
Overall Rank
VTIBX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VTIBX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VTIBX Omega Ratio Rank: 2626
Omega Ratio Rank
VTIBX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VTIBX Martin Ratio Rank: 3535
Martin Ratio Rank

VIGI
VIGI Risk / Return Rank: 3434
Overall Rank
VIGI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VIGI Sortino Ratio Rank: 3434
Sortino Ratio Rank
VIGI Omega Ratio Rank: 3232
Omega Ratio Rank
VIGI Calmar Ratio Rank: 3535
Calmar Ratio Rank
VIGI Martin Ratio Rank: 3636
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.

VTIBX vs. VIGI - Risk-Adjusted Trends 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.


VTIBXVIGIDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.59

+0.18

Sortino ratio

Return per unit of downside risk

1.06

0.92

+0.14

Omega ratio

Gain probability vs. loss probability

1.14

1.12

+0.02

Calmar ratio

Return relative to maximum drawdown

0.87

0.81

+0.06

Martin ratio

Return relative to average drawdown

3.71

3.08

+0.63

VTIBX vs. VIGI - Sharpe Ratio Comparison

The current VTIBX Sharpe Ratio is 0.77, which is higher than the VIGI Sharpe Ratio of 0.59. 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.


Loading graphics...

Sharpe Ratios by Period


VTIBXVIGIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.59

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.30

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.49

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.51

+0.18

Correlation

The correlation between VTIBX and VIGI is 0.10, 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. VIGI - Dividend Comparison

VTIBX's dividend yield for the trailing twelve months is around 4.20%, more than VIGI's 2.26% yield.


TTM20252024202320222021202020192018201720162015
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%
VIGI
Vanguard International Dividend Appreciation ETF
2.26%2.14%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%1.05%0.00%

Drawdowns

VTIBX vs. VIGI - Drawdown Comparison

The maximum VTIBX drawdown since its inception was -16.15%, 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.


Loading graphics...

Drawdown Indicators


VTIBXVIGIDifference

Max Drawdown

Largest peak-to-trough decline

-16.15%

-31.01%

+14.86%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-10.64%

+7.69%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-28.80%

+12.99%

Max Drawdown (10Y)

Largest decline over 10 years

-16.15%

-31.01%

+14.86%

Current Drawdown

Current decline from peak

-2.65%

-7.49%

+4.84%

Average Drawdown

Average peak-to-trough decline

-3.09%

-6.23%

+3.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

2.81%

-2.11%

Volatility

VTIBX vs. VIGI - Volatility Comparison

The current volatility for Vanguard Total International Bond Index Fund (VTIBX) is 1.40%, while Vanguard International Dividend Appreciation ETF (VIGI) has a volatility of 6.45%. 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.


Loading graphics...

Volatility by Period


VTIBXVIGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

6.45%

-5.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.08%

9.87%

-7.79%

Volatility (1Y)

Calculated over the trailing 1-year period

3.11%

15.49%

-12.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.42%

14.41%

-9.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.62%

15.87%

-12.25%