VTIFX vs. VTSNX
Compare and contrast key facts about Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX).
VTIFX is managed by Vanguard. It was launched on May 31, 2013. VTSNX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTIFX or VTSNX.
Key characteristics
| VTIFX | VTSNX | |
|---|---|---|
| YTD Return | 3.10% | 9.03% |
| 1Y Return | 8.39% | 20.26% |
| 3Y Return (Ann) | -1.26% | 1.25% |
| 5Y Return (Ann) | -0.13% | 5.82% |
| 10Y Return (Ann) | 1.99% | 5.14% |
| Sharpe Ratio | 2.03 | 1.65 |
| Sortino Ratio | 3.16 | 2.32 |
| Omega Ratio | 1.36 | 1.29 |
| Calmar Ratio | 0.63 | 1.36 |
| Martin Ratio | 7.91 | 9.43 |
| Ulcer Index | 1.00% | 2.12% |
| Daily Std Dev | 3.90% | 12.14% |
| Max Drawdown | -16.74% | -35.78% |
| Current Drawdown | -5.25% | -4.76% |
Correlation
The correlation between VTIFX and VTSNX is -0.03. 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. VTSNX - Performance Comparison
In the year-to-date period, VTIFX achieves a 3.10% return, which is significantly lower than VTSNX's 9.03% return. Over the past 10 years, VTIFX has underperformed VTSNX with an annualized return of 1.99%, while VTSNX has yielded a comparatively higher 5.14% 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. VTSNX - Expense Ratio Comparison
VTIFX has a 0.07% expense ratio, which is lower than VTSNX's 0.08% 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%.
Risk-Adjusted Performance
VTIFX vs. VTSNX - 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 Total International Stock Index Fund Institutional Shares (VTSNX). 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. VTSNX - Dividend Comparison
VTIFX's dividend yield for the trailing twelve months is around 4.78%, more than VTSNX's 2.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTIFX Vanguard Total International Bond Index Fund Institutional Shares | 4.78% | 4.44% | 1.52% | 3.07% | 0.97% | 3.41% | 3.04% | 2.29% | 1.95% | 1.68% | 1.60% | 0.90% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 2.93% | 3.24% | 3.08% | 3.08% | 2.13% | 3.07% | 3.19% | 2.75% | 2.95% | 2.86% | 3.42% | 2.72% |
Drawdowns
VTIFX vs. VTSNX - Drawdown Comparison
The maximum VTIFX drawdown since its inception was -16.74%, smaller than the maximum VTSNX drawdown of -35.78%. Use the drawdown chart below to compare losses from any high point for VTIFX and VTSNX. For additional features, visit the drawdowns tool.
Volatility
VTIFX vs. VTSNX - Volatility Comparison
The current volatility for Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) is 0.96%, while Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a volatility of 3.71%. This indicates that VTIFX experiences smaller price fluctuations and is considered to be less risky than VTSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.