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

Correlation

The correlation between VTIBX and VITAX is -0.40. 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. VITAX - Performance Comparison

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

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Key characteristics

Daily Std Dev

VTIBX:

4.74%

VITAX:

13.58%

Max Drawdown

VTIBX:

-0.40%

VITAX:

-0.69%

Current Drawdown

VTIBX:

-0.40%

VITAX:

-0.01%

Returns By Period


VTIBX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VITAX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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VTIBX vs. VITAX - Expense Ratio Comparison

VTIBX has a 0.13% expense ratio, which is higher than VITAX's 0.10% 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%.


Risk-Adjusted Performance

VTIBX vs. VITAX — 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 8989
Sortino Ratio Rank
The Omega Ratio Rank of VTIBX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of VTIBX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VTIBX is 8989
Martin Ratio Rank

VITAX
The Risk-Adjusted Performance Rank of VITAX is 5353
Overall Rank
The Sharpe Ratio Rank of VITAX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of VITAX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VITAX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of VITAX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VITAX is 5050
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. VITAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund (VTIBX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). 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.



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Dividends

VTIBX vs. VITAX - Dividend Comparison

VTIBX's dividend yield for the trailing twelve months is around 4.24%, more than VITAX's 0.56% yield.


TTM20242023202220212020201920182017201620152014
VTIBX
Vanguard Total International Bond Index Fund
4.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
0.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VTIBX vs. VITAX - Drawdown Comparison

The maximum VTIBX drawdown since its inception was -0.40%, smaller than the maximum VITAX drawdown of -0.69%. Use the drawdown chart below to compare losses from any high point for VTIBX and VITAX. For additional features, visit the drawdowns tool.


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Volatility

VTIBX vs. VITAX - Volatility Comparison


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