VTIFX vs. VOO
Compare and contrast key facts about Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) and Vanguard S&P 500 ETF (VOO).
VTIFX is managed by Vanguard. It was launched on May 31, 2013. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTIFX or VOO.
Key characteristics
| VTIFX | VOO | |
|---|---|---|
| YTD Return | 2.93% | 26.88% |
| 1Y Return | 8.17% | 37.59% |
| 3Y Return (Ann) | -1.15% | 10.23% |
| 5Y Return (Ann) | -0.22% | 15.93% |
| 10Y Return (Ann) | 1.96% | 13.41% |
| Sharpe Ratio | 2.11 | 3.06 |
| Sortino Ratio | 3.30 | 4.08 |
| Omega Ratio | 1.37 | 1.58 |
| Calmar Ratio | 0.65 | 4.43 |
| Martin Ratio | 8.19 | 20.25 |
| Ulcer Index | 1.00% | 1.85% |
| Daily Std Dev | 3.89% | 12.23% |
| Max Drawdown | -16.74% | -33.99% |
| Current Drawdown | -5.40% | -0.30% |
Correlation
The correlation between VTIFX and VOO is -0.05. 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
VTIFX vs. VOO - Performance Comparison
In the year-to-date period, VTIFX achieves a 2.93% return, which is significantly lower than VOO's 26.88% return. Over the past 10 years, VTIFX has underperformed VOO with an annualized return of 1.96%, while VOO has yielded a comparatively higher 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VTIFX vs. VOO - Expense Ratio Comparison
VTIFX has a 0.07% expense ratio, which is higher than VOO's 0.03% 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
VTIFX vs. VOO - 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 S&P 500 ETF (VOO). 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.
Dividends
VTIFX vs. VOO - Dividend Comparison
VTIFX's dividend yield for the trailing twelve months is around 4.79%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTIFX Vanguard Total International Bond Index Fund Institutional Shares | 4.79% | 4.44% | 1.52% | 3.07% | 0.97% | 3.41% | 3.04% | 2.29% | 1.95% | 1.68% | 1.60% | 0.90% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VTIFX vs. VOO - Drawdown Comparison
The maximum VTIFX drawdown since its inception was -16.74%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VTIFX and VOO. For additional features, visit the drawdowns tool.
Volatility
VTIFX vs. VOO - Volatility Comparison
The current volatility for Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) is 1.04%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.89%. This indicates that VTIFX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.