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VTILX vs. VWOB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTILX vs. VWOB - 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 Emerging Markets Government Bond ETF (VWOB). The values are adjusted to include any dividend payments, if applicable.

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VTILX vs. VWOB - 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%
VWOB
Vanguard Emerging Markets Government Bond ETF
-1.63%13.49%5.20%10.68%-17.39%3.21%

Returns By Period

In the year-to-date period, VTILX achieves a -0.76% return, which is significantly higher than VWOB's -1.63% return.


VTILX

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

VWOB

1D
0.86%
1M
-3.44%
YTD
-1.63%
6M
1.03%
1Y
8.59%
3Y*
8.03%
5Y*
2.02%
10Y*
3.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTILX vs. VWOB - Expense Ratio Comparison

VTILX has a 0.07% expense ratio, which is lower than VWOB's 0.20% expense ratio. Despite the difference, 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

VTILX vs. VWOB — 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

VWOB
VWOB Risk / Return Rank: 7777
Overall Rank
VWOB Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VWOB Sortino Ratio Rank: 7575
Sortino Ratio Rank
VWOB Omega Ratio Rank: 7777
Omega Ratio Rank
VWOB Calmar Ratio Rank: 7878
Calmar Ratio Rank
VWOB Martin Ratio Rank: 7979
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. VWOB - 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 Emerging Markets Government Bond ETF (VWOB). 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.


VTILXVWOBDifference

Sharpe ratio

Return per unit of total volatility

0.79

1.32

-0.53

Sortino ratio

Return per unit of downside risk

1.10

1.83

-0.73

Omega ratio

Gain probability vs. loss probability

1.14

1.28

-0.14

Calmar ratio

Return relative to maximum drawdown

0.92

1.97

-1.05

Martin ratio

Return relative to average drawdown

3.92

8.17

-4.25

VTILX vs. VWOB - Sharpe Ratio Comparison

The current VTILX Sharpe Ratio is 0.79, which is lower than the VWOB Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of VTILX and VWOB, 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


VTILXVWOBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.32

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.22

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.39

-0.35

Correlation

The correlation between VTILX and VWOB is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VTILX vs. VWOB - Dividend Comparison

VTILX's dividend yield for the trailing twelve months is around 4.13%, less than VWOB's 5.98% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
VWOB
Vanguard Emerging Markets Government Bond ETF
5.98%5.92%6.08%5.50%5.30%4.04%4.18%4.58%4.52%4.61%4.71%4.93%

Drawdowns

VTILX vs. VWOB - Drawdown Comparison

The maximum VTILX drawdown since its inception was -15.85%, smaller than the maximum VWOB drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for VTILX and VWOB.


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Drawdown Indicators


VTILXVWOBDifference

Max Drawdown

Largest peak-to-trough decline

-15.85%

-26.98%

+11.13%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-4.48%

+1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-15.85%

-26.98%

+11.13%

Max Drawdown (10Y)

Largest decline over 10 years

-26.98%

Current Drawdown

Current decline from peak

-2.59%

-3.47%

+0.88%

Average Drawdown

Average peak-to-trough decline

-6.05%

-4.83%

-1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

1.08%

-0.40%

Volatility

VTILX vs. VWOB - Volatility Comparison

The current volatility for Vanguard Total International Bond II Index Fund (VTILX) is 1.41%, while Vanguard Emerging Markets Government Bond ETF (VWOB) has a volatility of 2.92%. This indicates that VTILX experiences smaller price fluctuations and is considered to be less risky than VWOB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTILXVWOBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

2.92%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

2.02%

3.74%

-1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

3.04%

6.51%

-3.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

9.17%

-4.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.37%

9.33%

-4.96%