VTILX vs. VTSAX

Last updated Jun 4, 2026

VTILX (Vanguard Total International Bond II Index Fund) and VTSAX (Vanguard Total Stock Market Index Fund Admiral 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 VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 5 years, VTILX returned 0.45%/yr vs 13.04%/yr for VTSAX. At a 0.15 correlation, their price movements are largely independent. VTILX charges 0.07%/yr vs 0.04%/yr for VTSAX.

Performance

VTILX vs. VTSAX - 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 Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VTILX achieves a 0.68% return, which is significantly lower than VTSAX's 11.98% return.

VTILX

• 1D: 0.08%
• 1M: 0.94%
• YTD: 0.68%
• 6M: 0.57%
• 1Y: 2.19%
• 3Y*: 4.18%
• 5Y*: 0.45%
• 10Y*: —

VTSAX

• 1D: 0.24%
• 1M: 5.76%
• YTD: 11.98%
• 6M: 11.87%
• 1Y: 29.09%
• 3Y*: 22.34%
• 5Y*: 13.04%
• 10Y*: 15.12%

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

VTILX vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
VTILX Vanguard Total International Bond II Index Fund	0.68%	2.96%	3.91%	8.85%	-13.01%	0.38%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	11.98%	17.12%	23.23%	26.51%	-19.52%	21.85%

Correlation

The correlation between VTILX and VTSAX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
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 VTSAX shifts across timeframes, from 0.14 (5 years) to 0.29 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

VTILX vs. VTSAX — 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: 9
VTILX Sortino Ratio Rank: 9
VTILX Omega Ratio Rank: 9
VTILX Calmar Ratio Rank: 8
VTILX Martin Ratio Rank: 7

VTSAX

VTSAX Risk / Return Rank: 71
VTSAX Sharpe Ratio Rank: 72
VTSAX Sortino Ratio Rank: 65
VTSAX Omega Ratio Rank: 63
VTSAX Calmar Ratio Rank: 74
VTSAX Martin Ratio Rank: 83

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. VTSAX - 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 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.

	VTILX	VTSAX	Difference
Sharpe ratio: Return per unit of total volatility	0.75	2.47	-1.72
Sortino ratio: Return per unit of downside risk	1.09	3.36	-2.27
Omega ratio: Gain probability vs. loss probability	1.14	1.44	-0.31
Calmar ratio: Return relative to maximum drawdown	0.78	3.37	-2.59
Martin ratio: Return relative to average drawdown	2.23	15.56	-13.34
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. VTSAX - Sharpe Ratio Comparison

The current VTILX Sharpe Ratio is 0.75, which is lower than the VTSAX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of VTILX and VTSAX, 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	VTSAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.75	2.47	-1.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.10	0.76	-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	0.10	0.47	-0.37

Drawdowns

VTILX vs. VTSAX - Drawdown Comparison

The maximum VTILX drawdown since its inception was -15.85%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for VTILX and VTSAX.

Drawdown Indicators

	VTILX	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-15.85%	-55.33%	+39.48%
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	-1.18%	0.00%	-1.18%
Average Drawdown Average peak-to-trough decline	-5.91%	-9.01%	+3.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.02%	1.93%	-0.91%

Volatility

VTILX vs. VTSAX - Volatility Comparison

The current volatility for Vanguard Total International Bond II Index Fund (VTILX) is 1.30%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 2.95%. This indicates that VTILX 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.

Volatility by Period

	VTILX	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.30%	2.95%	-1.65%
Volatility (6M) Calculated over the trailing 6-month period	2.57%	9.19%	-6.62%
Volatility (1Y) Calculated over the trailing 1-year period	3.03%	12.19%	-9.16%
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. VTSAX - Expense Ratio Comparison

VTILX has a 0.07% 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%.

Dividends

VTILX vs. VTSAX - Dividend Comparison

VTILX's dividend yield for the trailing twelve months is around 4.36%, more than VTSAX's 1.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VTILX Vanguard Total International Bond II Index Fund	4.36%	4.27%	4.52%	4.22%	0.94%	0.62%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.00%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both VTILX and VTSAX in my portfolio?

VTILX and VTSAX have a correlation of 0.29, 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 VTSAX?

VTSAX has higher volatility (2.95%) compared to VTILX (1.30%). In terms of maximum drawdown, VTILX dropped -15.85% vs VTSAX's -55.33%.

Which has better risk-adjusted returns?

VTSAX currently has the higher Sharpe Ratio (2.47 vs 0.75), 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.