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.
Performance
VTIFX vs. VTSNX - Performance Comparison
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VTIFX vs. VTSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTIFX Vanguard Total International Bond Index Fund Institutional Shares | -0.42% | 3.02% | 3.91% | 9.04% | -12.89% | -2.20% | 4.59% | 7.89% | 2.99% | 2.43% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 1.74% | 32.24% | 5.38% | 15.29% | -15.99% | 8.64% | 11.27% | 21.69% | -14.41% | 27.54% |
Returns By Period
In the year-to-date period, VTIFX achieves a -0.42% return, which is significantly lower than VTSNX's 1.74% return. Over the past 10 years, VTIFX has underperformed VTSNX with an annualized return of 1.76%, while VTSNX has yielded a comparatively higher 8.85% annualized return.
VTIFX
- 1D
- 0.35%
- 1M
- -1.97%
- YTD
- -0.42%
- 6M
- 0.05%
- 1Y
- 2.46%
- 3Y*
- 3.91%
- 5Y*
- 0.23%
- 10Y*
- 1.76%
VTSNX
- 1D
- 2.80%
- 1M
- -7.28%
- YTD
- 1.74%
- 6M
- 5.73%
- 1Y
- 27.11%
- 3Y*
- 15.29%
- 5Y*
- 7.23%
- 10Y*
- 8.85%
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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%.
Return for Risk
VTIFX vs. VTSNX — Risk / Return Rank
VTIFX
VTSNX
VTIFX vs. VTSNX - Risk-Adjusted Trends 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.
| VTIFX | VTSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 1.76 | -0.86 |
Sortino ratioReturn per unit of downside risk | 1.25 | 2.32 | -1.08 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.35 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 2.35 | -1.39 |
Martin ratioReturn relative to average drawdown | 3.97 | 9.23 | -5.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTIFX | VTSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.76 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.49 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.56 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.37 | +0.35 |
Correlation
The correlation between VTIFX and VTSNX is -0.01. 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.
Dividends
VTIFX vs. VTSNX - Dividend Comparison
VTIFX's dividend yield for the trailing twelve months is around 4.25%, more than VTSNX's 2.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTIFX Vanguard Total International Bond Index Fund Institutional Shares | 4.25% | 4.40% | 4.38% | 4.60% | 1.52% | 3.73% | 1.12% | 3.42% | 3.03% | 2.29% | 1.84% | 1.68% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 2.98% | 3.17% | 3.36% | 3.24% | 3.08% | 3.08% | 2.13% | 3.16% | 3.19% | 2.75% | 2.95% | 2.86% |
Drawdowns
VTIFX vs. VTSNX - Drawdown Comparison
The maximum VTIFX drawdown since its inception was -16.07%, smaller than the maximum VTSNX drawdown of -35.72%. Use the drawdown chart below to compare losses from any high point for VTIFX and VTSNX.
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Drawdown Indicators
| VTIFX | VTSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.07% | -35.72% | +19.65% |
Max Drawdown (1Y)Largest decline over 1 year | -2.88% | -11.29% | +8.41% |
Max Drawdown (5Y)Largest decline over 5 years | -15.75% | -29.55% | +13.80% |
Max Drawdown (10Y)Largest decline over 10 years | -16.07% | -35.72% | +19.65% |
Current DrawdownCurrent decline from peak | -2.27% | -8.81% | +6.54% |
Average DrawdownAverage peak-to-trough decline | -2.99% | -8.16% | +5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 2.88% | -2.18% |
Volatility
VTIFX vs. VTSNX - Volatility Comparison
The current volatility for Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) is 1.47%, while Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a volatility of 7.48%. 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.
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Volatility by Period
| VTIFX | VTSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.47% | 7.48% | -6.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.03% | 10.82% | -8.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.07% | 15.73% | -12.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.38% | 14.84% | -10.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.57% | 15.85% | -12.28% |