VTIIX vs. VTSAX
Compare and contrast key facts about Vanguard Total International Bond II Index Fund Investor Class (VTIIX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTIIX is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index Hedged. It was launched on Feb 17, 2021. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
VTIIX vs. VTSAX - Performance Comparison
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VTIIX vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VTIIX Vanguard Total International Bond II Index Fund Investor Class | -0.72% | 2.95% | 3.82% | 8.72% | -13.03% | -0.52% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | -6.75% | 17.12% | 23.23% | 26.51% | -19.52% | 20.40% |
Returns By Period
In the year-to-date period, VTIIX achieves a -0.72% return, which is significantly higher than VTSAX's -6.75% return.
VTIIX
- 1D
- 0.35%
- 1M
- -2.60%
- YTD
- -0.72%
- 6M
- -0.24%
- 1Y
- 2.40%
- 3Y*
- 3.68%
- 5Y*
- 0.08%
- 10Y*
- —
VTSAX
- 1D
- -0.46%
- 1M
- -7.71%
- YTD
- -6.75%
- 6M
- -4.47%
- 1Y
- 14.76%
- 3Y*
- 16.69%
- 5Y*
- 10.11%
- 10Y*
- 13.27%
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VTIIX vs. VTSAX - Expense Ratio Comparison
VTIIX has a 0.11% expense ratio, which is higher than VTSAX'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. VTSAX — Risk / Return Rank
VTIIX
VTSAX
VTIIX vs. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
| VTIIX | VTSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.84 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.06 | 1.29 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 1.05 | -0.16 |
Martin ratioReturn relative to average drawdown | 3.81 | 5.08 | -1.27 |
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
| VTIIX | VTSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.84 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.59 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.43 | -0.44 |
Correlation
The correlation between VTIIX and VTSAX 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. VTSAX - Dividend Comparison
VTIIX's dividend yield for the trailing twelve months is around 4.07%, more than VTSAX's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.20% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
Drawdowns
VTIIX vs. VTSAX - Drawdown Comparison
The maximum VTIIX drawdown since its inception was -15.95%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for VTIIX and VTSAX.
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Drawdown Indicators
| VTIIX | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.95% | -55.33% | +39.38% |
Max Drawdown (1Y)Largest decline over 1 year | -2.94% | -12.41% | +9.47% |
Max Drawdown (5Y)Largest decline over 5 years | -15.95% | -25.36% | +9.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.97% | — |
Current DrawdownCurrent decline from peak | -2.60% | -8.92% | +6.32% |
Average DrawdownAverage peak-to-trough decline | -6.19% | -9.06% | +2.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 2.56% | -1.87% |
Volatility
VTIIX vs. VTSAX - Volatility Comparison
The current volatility for Vanguard Total International Bond II Index Fund Investor Class (VTIIX) is 1.50%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.39%. This indicates that VTIIX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTIIX | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.50% | 4.39% | -2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 2.13% | 9.33% | -7.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.20% | 18.42% | -15.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.47% | 17.32% | -12.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.45% | 18.37% | -13.92% |