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VTIFX vs. GOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTIFX and GOOG is 0.00, 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.


-0.50.00.51.00.0

Performance

VTIFX vs. GOOG - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
2.32%
19.99%
VTIFX
GOOG

Key characteristics

Sharpe Ratio

VTIFX:

1.31

GOOG:

1.30

Sortino Ratio

VTIFX:

1.97

GOOG:

1.84

Omega Ratio

VTIFX:

1.22

GOOG:

1.24

Calmar Ratio

VTIFX:

0.47

GOOG:

1.63

Martin Ratio

VTIFX:

5.87

GOOG:

4.00

Ulcer Index

VTIFX:

0.76%

GOOG:

9.08%

Daily Std Dev

VTIFX:

3.43%

GOOG:

27.89%

Max Drawdown

VTIFX:

-16.74%

GOOG:

-44.60%

Current Drawdown

VTIFX:

-5.10%

GOOG:

0.00%

Returns By Period

In the year-to-date period, VTIFX achieves a -0.44% return, which is significantly lower than GOOG's 6.02% return. Over the past 10 years, VTIFX has underperformed GOOG with an annualized return of 1.66%, while GOOG has yielded a comparatively higher 23.14% annualized return.


VTIFX

YTD

-0.44%

1M

-0.48%

6M

2.32%

1Y

4.38%

5Y*

-0.45%

10Y*

1.66%

GOOG

YTD

6.02%

1M

2.44%

6M

19.99%

1Y

31.75%

5Y*

23.18%

10Y*

23.14%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

VTIFX vs. GOOG — Risk-Adjusted Performance Rank

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

VTIFX
The Risk-Adjusted Performance Rank of VTIFX is 5656
Overall Rank
The Sharpe Ratio Rank of VTIFX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VTIFX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VTIFX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VTIFX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of VTIFX is 6464
Martin Ratio Rank

GOOG
The Risk-Adjusted Performance Rank of GOOG is 8181
Overall Rank
The Sharpe Ratio Rank of GOOG is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 7777
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 7878
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 8787
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 7777
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.

VTIFX vs. GOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) and Alphabet Inc. (GOOG). 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 VTIFX, currently valued at 1.31, compared to the broader market-1.000.001.002.003.004.001.311.30
The chart of Sortino ratio for VTIFX, currently valued at 1.97, compared to the broader market0.005.0010.001.971.84
The chart of Omega ratio for VTIFX, currently valued at 1.22, compared to the broader market1.002.003.004.001.221.24
The chart of Calmar ratio for VTIFX, currently valued at 0.47, compared to the broader market0.005.0010.0015.0020.000.471.63
The chart of Martin ratio for VTIFX, currently valued at 5.87, compared to the broader market0.0020.0040.0060.0080.005.874.00
VTIFX
GOOG

The current VTIFX Sharpe Ratio is 1.31, which is comparable to the GOOG Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of VTIFX and GOOG, 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 Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.31
1.30
VTIFX
GOOG

Dividends

VTIFX vs. GOOG - Dividend Comparison

VTIFX's dividend yield for the trailing twelve months is around 4.20%, more than GOOG's 0.30% yield.


TTM20242023202220212020201920182017201620152014
VTIFX
Vanguard Total International Bond Index Fund Institutional Shares
4.20%4.18%4.44%1.52%3.07%0.97%3.41%3.04%2.29%1.95%1.68%1.60%
GOOG
Alphabet Inc.
0.30%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VTIFX vs. GOOG - Drawdown Comparison

The maximum VTIFX drawdown since its inception was -16.74%, smaller than the maximum GOOG drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for VTIFX and GOOG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.10%
0
VTIFX
GOOG

Volatility

VTIFX vs. GOOG - Volatility Comparison

The current volatility for Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) is 0.98%, while Alphabet Inc. (GOOG) has a volatility of 5.91%. This indicates that VTIFX experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
0.98%
5.91%
VTIFX
GOOG
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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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