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

Performance

VTIBX vs. VIGIX - Performance Comparison

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

Loading graphics...

VTIBX vs. VIGIX - 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%
VIGIX
Vanguard Growth Index Fund Institutional Shares
-13.83%19.44%32.68%46.77%-33.13%27.27%40.19%37.26%-3.34%27.81%

Returns By Period

In the year-to-date period, VTIBX achieves a -0.82% return, which is significantly higher than VIGIX's -13.83% return. Over the past 10 years, VTIBX has underperformed VIGIX with an annualized return of 1.64%, while VIGIX has yielded a comparatively higher 15.58% 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%

VIGIX

1D
-0.57%
1M
-8.83%
YTD
-13.83%
6M
-12.31%
1Y
13.73%
3Y*
19.57%
5Y*
10.94%
10Y*
15.58%
*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. VIGIX - Expense Ratio Comparison

VTIBX has a 0.13% expense ratio, which is higher than VIGIX's 0.04% 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%.


Return for Risk

VTIBX vs. VIGIX — 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

VIGIX
VIGIX Risk / Return Rank: 2626
Overall Rank
VIGIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VIGIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VIGIX Omega Ratio Rank: 2929
Omega Ratio Rank
VIGIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VIGIX Martin Ratio Rank: 2222
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. VIGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund (VTIBX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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.


VTIBXVIGIXDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.61

+0.15

Sortino ratio

Return per unit of downside risk

1.06

1.04

+0.02

Omega ratio

Gain probability vs. loss probability

1.14

1.15

-0.01

Calmar ratio

Return relative to maximum drawdown

0.87

0.66

+0.22

Martin ratio

Return relative to average drawdown

3.71

2.38

+1.34

VTIBX vs. VIGIX - Sharpe Ratio Comparison

The current VTIBX Sharpe Ratio is 0.77, which is comparable to the VIGIX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of VTIBX and VIGIX, 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


VTIBXVIGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.61

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.49

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.73

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.43

+0.25

Correlation

The correlation between VTIBX and VIGIX is 0.01, 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. VIGIX - Dividend Comparison

VTIBX's dividend yield for the trailing twelve months is around 4.20%, more than VIGIX's 0.47% 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%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.47%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%

Drawdowns

VTIBX vs. VIGIX - Drawdown Comparison

The maximum VTIBX drawdown since its inception was -16.15%, smaller than the maximum VIGIX drawdown of -56.95%. Use the drawdown chart below to compare losses from any high point for VTIBX and VIGIX.


Loading graphics...

Drawdown Indicators


VTIBXVIGIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.15%

-56.95%

+40.80%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-16.51%

+13.56%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-35.62%

+19.81%

Max Drawdown (10Y)

Largest decline over 10 years

-16.15%

-35.62%

+19.47%

Current Drawdown

Current decline from peak

-2.65%

-16.51%

+13.86%

Average Drawdown

Average peak-to-trough decline

-3.09%

-16.36%

+13.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

4.56%

-3.86%

Volatility

VTIBX vs. VIGIX - Volatility Comparison

The current volatility for Vanguard Total International Bond Index Fund (VTIBX) is 1.40%, while Vanguard Growth Index Fund Institutional Shares (VIGIX) has a volatility of 5.52%. This indicates that VTIBX experiences smaller price fluctuations and is considered to be less risky than VIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VTIBXVIGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

5.52%

-4.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.08%

12.10%

-10.02%

Volatility (1Y)

Calculated over the trailing 1-year period

3.11%

22.69%

-19.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.42%

22.30%

-17.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.62%

21.49%

-17.87%