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

Correlation

The correlation between VTIBX and VIGI is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


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 data...

Key characteristics

Sharpe Ratio

VTIBX:

1.79

VIGI:

0.93

Sortino Ratio

VTIBX:

2.56

VIGI:

1.30

Omega Ratio

VTIBX:

1.32

VIGI:

1.18

Calmar Ratio

VTIBX:

0.70

VIGI:

0.92

Martin Ratio

VTIBX:

7.52

VIGI:

2.63

Ulcer Index

VTIBX:

0.83%

VIGI:

5.04%

Daily Std Dev

VTIBX:

3.59%

VIGI:

15.33%

Max Drawdown

VTIBX:

-16.17%

VIGI:

-31.01%

Current Drawdown

VTIBX:

-2.78%

VIGI:

-0.48%

Returns By Period

In the year-to-date period, VTIBX achieves a 1.44% return, which is significantly lower than VIGI's 12.78% return.


VTIBX

YTD

1.44%

1M

0.42%

6M

0.77%

1Y

6.37%

3Y*

2.80%

5Y*

-0.02%

10Y*

2.04%

VIGI

YTD

12.78%

1M

2.81%

6M

7.76%

1Y

12.74%

3Y*

8.86%

5Y*

9.91%

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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 8484
Overall Rank
The Sharpe Ratio Rank of VTIBX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of VTIBX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of VTIBX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of VTIBX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VTIBX is 9090
Martin Ratio Rank

VIGI
The Risk-Adjusted Performance Rank of VIGI is 7272
Overall Rank
The Sharpe Ratio Rank of VIGI is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGI is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VIGI is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VIGI is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VIGI is 6464
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.


The current VTIBX Sharpe Ratio is 1.79, which is higher than the VIGI Sharpe Ratio of 0.93. 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 data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VTIBX vs. VIGI - Dividend Comparison

VTIBX's dividend yield for the trailing twelve months is around 4.25%, more than VIGI's 1.82% yield.


TTM20242023202220212020201920182017201620152014
VTIBX
Vanguard Total International Bond Index Fund
4.25%4.13%4.36%1.40%3.67%1.07%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 -16.17%, 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 data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VTIBX vs. VIGI - Volatility Comparison

The current volatility for Vanguard Total International Bond Index Fund (VTIBX) is 1.18%, while Vanguard International Dividend Appreciation ETF (VIGI) has a volatility of 3.56%. 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 data...