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

Correlation

The correlation between VTIFX and VGSNX is 0.16, 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.


-0.50.00.51.00.2

Performance

VTIFX vs. VGSNX - 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 Vanguard Real Estate Index Fund Institutional Shares (VGSNX). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
30.79%
100.14%
VTIFX
VGSNX

Key characteristics

Sharpe Ratio

VTIFX:

0.93

VGSNX:

0.39

Sortino Ratio

VTIFX:

1.37

VGSNX:

0.63

Omega Ratio

VTIFX:

1.15

VGSNX:

1.08

Calmar Ratio

VTIFX:

0.34

VGSNX:

0.24

Martin Ratio

VTIFX:

3.19

VGSNX:

1.36

Ulcer Index

VTIFX:

1.02%

VGSNX:

4.66%

Daily Std Dev

VTIFX:

3.49%

VGSNX:

16.09%

Max Drawdown

VTIFX:

-16.74%

VGSNX:

-73.07%

Current Drawdown

VTIFX:

-4.80%

VGSNX:

-14.02%

Returns By Period

In the year-to-date period, VTIFX achieves a 3.58% return, which is significantly lower than VGSNX's 4.20% return. Over the past 10 years, VTIFX has underperformed VGSNX with an annualized return of 1.90%, while VGSNX has yielded a comparatively higher 4.91% annualized return.


VTIFX

YTD

3.58%

1M

0.47%

6M

3.57%

1Y

3.48%

5Y*

-0.08%

10Y*

1.90%

VGSNX

YTD

4.20%

1M

-6.40%

6M

8.59%

1Y

4.96%

5Y*

3.23%

10Y*

4.91%

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VTIFX vs. VGSNX - Expense Ratio Comparison

VTIFX has a 0.07% expense ratio, which is lower than VGSNX's 0.10% 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%.


VGSNX
Vanguard Real Estate Index Fund Institutional Shares
Expense ratio chart for VGSNX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VTIFX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VTIFX vs. VGSNX - 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 Vanguard Real Estate Index Fund Institutional Shares (VGSNX). 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 0.93, compared to the broader market-1.000.001.002.003.004.000.930.39
The chart of Sortino ratio for VTIFX, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.0010.001.370.63
The chart of Omega ratio for VTIFX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.003.501.151.08
The chart of Calmar ratio for VTIFX, currently valued at 0.34, compared to the broader market0.002.004.006.008.0010.0012.0014.000.340.24
The chart of Martin ratio for VTIFX, currently valued at 3.19, compared to the broader market0.0020.0040.0060.003.191.36
VTIFX
VGSNX

The current VTIFX Sharpe Ratio is 0.93, which is higher than the VGSNX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of VTIFX and VGSNX, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.93
0.39
VTIFX
VGSNX

Dividends

VTIFX vs. VGSNX - Dividend Comparison

VTIFX's dividend yield for the trailing twelve months is around 1.88%, less than VGSNX's 2.90% yield.


TTM20232022202120202019201820172016201520142013
VTIFX
Vanguard Total International Bond Index Fund Institutional Shares
1.88%4.44%1.52%3.07%0.97%3.41%3.04%2.29%1.95%1.68%1.60%0.90%
VGSNX
Vanguard Real Estate Index Fund Institutional Shares
2.90%3.97%3.94%2.57%3.94%3.41%4.76%4.26%4.84%3.94%3.62%4.34%

Drawdowns

VTIFX vs. VGSNX - Drawdown Comparison

The maximum VTIFX drawdown since its inception was -16.74%, smaller than the maximum VGSNX drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for VTIFX and VGSNX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-4.80%
-14.02%
VTIFX
VGSNX

Volatility

VTIFX vs. VGSNX - Volatility Comparison

The current volatility for Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) is 0.85%, while Vanguard Real Estate Index Fund Institutional Shares (VGSNX) has a volatility of 5.60%. This indicates that VTIFX experiences smaller price fluctuations and is considered to be less risky than VGSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.85%
5.60%
VTIFX
VGSNX
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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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