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VTILX vs. TIBWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTILX vs. TIBWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Bond II Index Fund (VTILX) and TIAA-CREF International Bond Fund (TIBWX). The values are adjusted to include any dividend payments, if applicable.

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VTILX vs. TIBWX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VTILX
Vanguard Total International Bond II Index Fund
-0.76%2.96%3.91%8.85%-13.01%0.38%
TIBWX
TIAA-CREF International Bond Fund
-1.13%4.24%4.60%9.06%-11.39%0.08%

Returns By Period

In the year-to-date period, VTILX achieves a -0.76% return, which is significantly higher than TIBWX's -1.13% return.


VTILX

1D
0.31%
1M
-2.59%
YTD
-0.76%
6M
-0.29%
1Y
2.36%
3Y*
3.71%
5Y*
0.13%
10Y*

TIBWX

1D
0.11%
1M
-2.88%
YTD
-1.13%
6M
-0.51%
1Y
2.83%
3Y*
4.61%
5Y*
0.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTILX vs. TIBWX - Expense Ratio Comparison

VTILX has a 0.07% expense ratio, which is lower than TIBWX's 0.59% expense ratio.


Return for Risk

VTILX vs. TIBWX — Risk / Return Rank

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

VTILX
VTILX Risk / Return Rank: 3333
Overall Rank
VTILX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VTILX Sortino Ratio Rank: 3131
Sortino Ratio Rank
VTILX Omega Ratio Rank: 2626
Omega Ratio Rank
VTILX Calmar Ratio Rank: 3333
Calmar Ratio Rank
VTILX Martin Ratio Rank: 3737
Martin Ratio Rank

TIBWX
TIBWX Risk / Return Rank: 5454
Overall Rank
TIBWX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
TIBWX Sortino Ratio Rank: 5858
Sortino Ratio Rank
TIBWX Omega Ratio Rank: 5757
Omega Ratio Rank
TIBWX Calmar Ratio Rank: 3838
Calmar Ratio Rank
TIBWX Martin Ratio Rank: 5353
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.

VTILX vs. TIBWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond II Index Fund (VTILX) and TIAA-CREF International Bond Fund (TIBWX). 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.


VTILXTIBWXDifference

Sharpe ratio

Return per unit of total volatility

0.79

1.15

-0.36

Sortino ratio

Return per unit of downside risk

1.10

1.55

-0.45

Omega ratio

Gain probability vs. loss probability

1.14

1.23

-0.08

Calmar ratio

Return relative to maximum drawdown

0.92

1.03

-0.11

Martin ratio

Return relative to average drawdown

3.92

5.28

-1.36

VTILX vs. TIBWX - Sharpe Ratio Comparison

The current VTILX Sharpe Ratio is 0.79, which is lower than the TIBWX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of VTILX and TIBWX, 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


VTILXTIBWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.15

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.27

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.73

-0.69

Correlation

The correlation between VTILX and TIBWX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VTILX vs. TIBWX - Dividend Comparison

VTILX's dividend yield for the trailing twelve months is around 4.13%, more than TIBWX's 1.55% yield.


TTM202520242023202220212020201920182017
VTILX
Vanguard Total International Bond II Index Fund
4.13%4.27%4.52%4.22%0.94%0.62%0.00%0.00%0.00%0.00%
TIBWX
TIAA-CREF International Bond Fund
1.55%1.53%1.95%0.24%11.88%2.03%2.75%5.40%3.93%1.47%

Drawdowns

VTILX vs. TIBWX - Drawdown Comparison

The maximum VTILX drawdown since its inception was -15.85%, roughly equal to the maximum TIBWX drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for VTILX and TIBWX.


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Drawdown Indicators


VTILXTIBWXDifference

Max Drawdown

Largest peak-to-trough decline

-15.85%

-16.47%

+0.62%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-2.99%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-15.85%

-16.06%

+0.21%

Current Drawdown

Current decline from peak

-2.59%

-2.88%

+0.29%

Average Drawdown

Average peak-to-trough decline

-6.05%

-3.29%

-2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

0.58%

+0.10%

Volatility

VTILX vs. TIBWX - Volatility Comparison

Vanguard Total International Bond II Index Fund (VTILX) has a higher volatility of 1.41% compared to TIAA-CREF International Bond Fund (TIBWX) at 1.27%. This indicates that VTILX's price experiences larger fluctuations and is considered to be riskier than TIBWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTILXTIBWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

1.27%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.02%

1.75%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

3.04%

2.58%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

3.33%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.37%

3.31%

+1.06%