VTILX vs. VITSX

Last updated Jun 5, 2026

VTILX (Vanguard Total International Bond II Index Fund) and VITSX (Vanguard Total Stock Market Index Fund Institutional Shares) are both mutual funds - VTILX is a Global Bonds fund tracking the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged), while VITSX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 5 years, VTILX returned 0.36%/yr vs 12.69%/yr for VITSX. At a 0.15 correlation, their price movements are largely independent. VTILX charges 0.07%/yr vs 0.03%/yr for VITSX.

Performance

VTILX vs. VITSX - Performance Comparison

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

Returns By Period

In the year-to-date period, VTILX achieves a 0.41% return, which is significantly lower than VITSX's 11.14% return.

VTILX

• 1D: -0.27%
• 1M: 0.55%
• YTD: 0.41%
• 6M: 0.37%
• 1Y: 1.87%
• 3Y*: 4.09%
• 5Y*: 0.36%
• 10Y*: —

VITSX

• 1D: -0.76%
• 1M: 4.07%
• YTD: 11.14%
• 6M: 10.87%
• 1Y: 28.11%
• 3Y*: 22.05%
• 5Y*: 12.69%
• 10Y*: 15.04%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VTILX vs. VITSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
VTILX Vanguard Total International Bond II Index Fund	0.41%	2.96%	3.91%	8.85%	-13.01%	0.38%
VITSX Vanguard Total Stock Market Index Fund Institutional Shares	11.14%	17.14%	23.25%	26.51%	-19.51%	21.85%

Correlation

The correlation between VTILX and VITSX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (All Time) Calculated using the full available price history since Feb 26, 2021	0.15

The correlation between VTILX and VITSX shifts across timeframes, from 0.14 (5 years) to 0.30 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

VTILX vs. VITSX — Risk / Return Rank

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

VTILX

VTILX Risk / Return Rank: 8
VTILX Sharpe Ratio Rank: 8
VTILX Sortino Ratio Rank: 8
VTILX Omega Ratio Rank: 8
VTILX Calmar Ratio Rank: 7
VTILX Martin Ratio Rank: 7

VITSX

VITSX Risk / Return Rank: 64
VITSX Sharpe Ratio Rank: 61
VITSX Sortino Ratio Rank: 57
VITSX Omega Ratio Rank: 56
VITSX Calmar Ratio Rank: 68
VITSX Martin Ratio Rank: 78

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. VITSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond II Index Fund (VTILX) and Vanguard Total Stock Market Index Fund Institutional Shares (VITSX). 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.

	VTILX	VITSX	Difference
Sharpe ratio: Return per unit of total volatility	0.63	2.32	-1.68
Sortino ratio: Return per unit of downside risk	0.92	3.17	-2.26
Omega ratio: Gain probability vs. loss probability	1.11	1.42	-0.30
Calmar ratio: Return relative to maximum drawdown	0.66	3.17	-2.51
Martin ratio: Return relative to average drawdown	1.87	14.62	-12.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VTILX vs. VITSX - Sharpe Ratio Comparison

The current VTILX Sharpe Ratio is 0.63, which is lower than the VITSX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of VTILX and VITSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VTILX	VITSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.63	2.32	-1.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.08	0.73	-0.65
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	0.49	-0.40

Drawdowns

VTILX vs. VITSX - Drawdown Comparison

The maximum VTILX drawdown since its inception was -15.85%, smaller than the maximum VITSX drawdown of -55.30%. Use the drawdown chart below to compare losses from any high point for VTILX and VITSX.

Drawdown Indicators

	VTILX	VITSX	Difference
Max Drawdown Largest peak-to-trough decline	-15.85%	-55.30%	+39.45%
Max Drawdown (1Y) Largest decline over 1 year	-2.90%	-8.92%	+6.02%
Max Drawdown (3Y) Largest decline over 3 years	-2.90%	-19.36%	+16.46%
Max Drawdown (5Y) Largest decline over 5 years	-15.85%	-25.36%	+9.51%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.97%	—
Current Drawdown Current decline from peak	-1.45%	-0.76%	-0.69%
Average Drawdown Average peak-to-trough decline	-5.90%	-10.07%	+4.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.02%	1.93%	-0.91%

Volatility

VTILX vs. VITSX - Volatility Comparison

The current volatility for Vanguard Total International Bond II Index Fund (VTILX) is 1.32%, while Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) has a volatility of 3.05%. This indicates that VTILX experiences smaller price fluctuations and is considered to be less risky than VITSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VTILX	VITSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.32%	3.05%	-1.73%
Volatility (6M) Calculated over the trailing 6-month period	2.57%	9.20%	-6.63%
Volatility (1Y) Calculated over the trailing 1-year period	3.04%	12.22%	-9.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.45%	17.36%	-12.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.37%	18.41%	-14.04%

VTILX vs. VITSX - Expense Ratio Comparison

VTILX has a 0.07% expense ratio, which is higher than VITSX's 0.03% 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%.

Dividends

VTILX vs. VITSX - Dividend Comparison

VTILX's dividend yield for the trailing twelve months is around 4.37%, more than VITSX's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VITSX Vanguard Total Stock Market Index Fund Institutional Shares	1.01%	1.12%	1.27%	1.43%	1.66%	1.21%	1.42%	1.77%	2.04%	1.71%	1.93%	1.99%
VTILX Vanguard Total International Bond II Index Fund	4.37%	4.27%	4.52%	4.22%	0.94%	0.62%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VTILX and VITSX in my portfolio?

VTILX and VITSX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VTILX or VITSX?

VITSX has higher volatility (3.05%) compared to VTILX (1.32%). In terms of maximum drawdown, VTILX dropped -15.85% vs VITSX's -55.30%.

Which has better risk-adjusted returns?

VITSX currently has the higher Sharpe Ratio (2.32 vs 0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.