PortfoliosLab logoPortfoliosLab logo
VTISX vs. IVFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTISX vs. IVFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock Index Fund Institutional Select Shares (VTISX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VTISX vs. IVFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTISX
Vanguard Total International Stock Index Fund Institutional Select Shares
-1.02%32.26%5.42%15.32%-15.96%8.67%11.32%21.60%-14.38%26.75%
IVFIX
Federated Hermes International Strategic Value Dividend Fund
5.22%31.79%1.91%11.05%-2.54%11.58%-1.74%20.15%-11.96%14.30%

Returns By Period

In the year-to-date period, VTISX achieves a -1.02% return, which is significantly lower than IVFIX's 5.22% return.


VTISX

1D
-0.19%
1M
-11.12%
YTD
-1.02%
6M
3.46%
1Y
24.07%
3Y*
14.27%
5Y*
6.93%
10Y*

IVFIX

1D
0.21%
1M
-6.40%
YTD
5.22%
6M
10.50%
1Y
23.17%
3Y*
13.89%
5Y*
10.28%
10Y*
7.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VTISX vs. IVFIX - Expense Ratio Comparison

VTISX has a 0.04% expense ratio, which is lower than IVFIX's 0.86% expense ratio.


Return for Risk

VTISX vs. IVFIX — Risk / Return Rank

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

VTISX
VTISX Risk / Return Rank: 7979
Overall Rank
VTISX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VTISX Sortino Ratio Rank: 7979
Sortino Ratio Rank
VTISX Omega Ratio Rank: 7777
Omega Ratio Rank
VTISX Calmar Ratio Rank: 8080
Calmar Ratio Rank
VTISX Martin Ratio Rank: 7979
Martin Ratio Rank

IVFIX
IVFIX Risk / Return Rank: 9393
Overall Rank
IVFIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IVFIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
IVFIX Omega Ratio Rank: 9090
Omega Ratio Rank
IVFIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
IVFIX Martin Ratio Rank: 9797
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.

VTISX vs. IVFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Institutional Select Shares (VTISX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). 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.


VTISXIVFIXDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.98

-0.48

Sortino ratio

Return per unit of downside risk

2.00

2.58

-0.58

Omega ratio

Gain probability vs. loss probability

1.30

1.41

-0.11

Calmar ratio

Return relative to maximum drawdown

1.92

4.08

-2.16

Martin ratio

Return relative to average drawdown

7.66

17.43

-9.77

VTISX vs. IVFIX - Sharpe Ratio Comparison

The current VTISX Sharpe Ratio is 1.50, which is comparable to the IVFIX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of VTISX and IVFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VTISXIVFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.98

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.83

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.21

+0.33

Correlation

The correlation between VTISX and IVFIX is 0.75, 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

VTISX vs. IVFIX - Dividend Comparison

VTISX's dividend yield for the trailing twelve months is around 3.07%, less than IVFIX's 3.14% yield.


TTM20252024202320222021202020192018201720162015
VTISX
Vanguard Total International Stock Index Fund Institutional Select Shares
3.07%3.19%3.39%3.28%3.11%3.12%2.16%3.07%3.23%2.80%0.00%0.00%
IVFIX
Federated Hermes International Strategic Value Dividend Fund
3.14%3.37%4.44%4.01%3.99%3.67%3.62%3.98%4.97%4.17%3.38%3.95%

Drawdowns

VTISX vs. IVFIX - Drawdown Comparison

The maximum VTISX drawdown since its inception was -35.74%, smaller than the maximum IVFIX drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for VTISX and IVFIX.


Loading graphics...

Drawdown Indicators


VTISXIVFIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.74%

-51.49%

+15.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-8.47%

-2.82%

Max Drawdown (5Y)

Largest decline over 5 years

-29.51%

-21.29%

-8.22%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

Current Drawdown

Current decline from peak

-11.29%

-6.58%

-4.71%

Average Drawdown

Average peak-to-trough decline

-7.48%

-11.69%

+4.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

1.98%

+0.85%

Volatility

VTISX vs. IVFIX - Volatility Comparison

Vanguard Total International Stock Index Fund Institutional Select Shares (VTISX) has a higher volatility of 6.79% compared to Federated Hermes International Strategic Value Dividend Fund (IVFIX) at 4.54%. This indicates that VTISX's price experiences larger fluctuations and is considered to be riskier than IVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VTISXIVFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.79%

4.54%

+2.25%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

8.10%

+2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

15.52%

14.63%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.79%

12.96%

+1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

14.74%

+1.12%