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VTIIX vs. VIGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTIIX vs. VIGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Bond II Index Fund Investor Class (VTIIX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). The values are adjusted to include any dividend payments, if applicable.

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VTIIX vs. VIGIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VTIIX
Vanguard Total International Bond II Index Fund Investor Class
-0.72%2.95%3.82%8.72%-13.03%-0.52%
VIGIX
Vanguard Growth Index Fund Institutional Shares
-13.83%19.44%32.68%46.77%-33.13%25.91%

Returns By Period

In the year-to-date period, VTIIX achieves a -0.72% return, which is significantly higher than VIGIX's -13.83% return.


VTIIX

1D
0.35%
1M
-2.60%
YTD
-0.72%
6M
-0.24%
1Y
2.40%
3Y*
3.68%
5Y*
0.08%
10Y*

VIGIX

1D
-0.57%
1M
-8.83%
YTD
-13.83%
6M
-12.31%
1Y
13.73%
3Y*
19.57%
5Y*
10.94%
10Y*
15.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTIIX vs. VIGIX - Expense Ratio Comparison

VTIIX has a 0.11% expense ratio, which is higher than VIGIX's 0.04% 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%.


Return for Risk

VTIIX vs. VIGIX — Risk / Return Rank

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

VTIIX
VTIIX Risk / Return Rank: 3030
Overall Rank
VTIIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VTIIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
VTIIX Omega Ratio Rank: 2424
Omega Ratio Rank
VTIIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VTIIX Martin Ratio Rank: 3535
Martin Ratio Rank

VIGIX
VIGIX Risk / Return Rank: 2626
Overall Rank
VIGIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VIGIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VIGIX Omega Ratio Rank: 2929
Omega Ratio Rank
VIGIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VIGIX Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VTIIX vs. VIGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond II Index Fund Investor Class (VTIIX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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.


VTIIXVIGIXDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.61

+0.14

Sortino ratio

Return per unit of downside risk

1.06

1.04

+0.01

Omega ratio

Gain probability vs. loss probability

1.14

1.15

-0.01

Calmar ratio

Return relative to maximum drawdown

0.89

0.66

+0.23

Martin ratio

Return relative to average drawdown

3.81

2.38

+1.44

VTIIX vs. VIGIX - Sharpe Ratio Comparison

The current VTIIX Sharpe Ratio is 0.75, which is comparable to the VIGIX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of VTIIX and VIGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VTIIXVIGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.61

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.49

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.43

-0.44

Correlation

The correlation between VTIIX and VIGIX is 0.13, 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.


Dividends

VTIIX vs. VIGIX - Dividend Comparison

VTIIX's dividend yield for the trailing twelve months is around 4.07%, more than VIGIX's 0.47% yield.


TTM20252024202320222021202020192018201720162015
VTIIX
Vanguard Total International Bond II Index Fund Investor Class
4.07%4.21%4.46%4.16%0.89%0.58%0.00%0.00%0.00%0.00%0.00%0.00%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.47%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%

Drawdowns

VTIIX vs. VIGIX - Drawdown Comparison

The maximum VTIIX drawdown since its inception was -15.95%, smaller than the maximum VIGIX drawdown of -56.95%. Use the drawdown chart below to compare losses from any high point for VTIIX and VIGIX.


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Drawdown Indicators


VTIIXVIGIXDifference

Max Drawdown

Largest peak-to-trough decline

-15.95%

-56.95%

+41.00%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-16.51%

+13.57%

Max Drawdown (5Y)

Largest decline over 5 years

-15.95%

-35.62%

+19.67%

Max Drawdown (10Y)

Largest decline over 10 years

-35.62%

Current Drawdown

Current decline from peak

-2.60%

-16.51%

+13.91%

Average Drawdown

Average peak-to-trough decline

-6.19%

-16.36%

+10.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

4.56%

-3.87%

Volatility

VTIIX vs. VIGIX - Volatility Comparison

The current volatility for Vanguard Total International Bond II Index Fund Investor Class (VTIIX) is 1.50%, while Vanguard Growth Index Fund Institutional Shares (VIGIX) has a volatility of 5.52%. This indicates that VTIIX experiences smaller price fluctuations and is considered to be less risky than VIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTIIXVIGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

5.52%

-4.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.13%

12.10%

-9.97%

Volatility (1Y)

Calculated over the trailing 1-year period

3.20%

22.69%

-19.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.47%

22.30%

-17.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.45%

21.49%

-17.04%