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VTISX vs. TIVFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTISX vs. TIVFX - 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 American Beacon Tocqueville International Value Fund (TIVFX). The values are adjusted to include any dividend payments, if applicable.

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VTISX vs. TIVFX - 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%
TIVFX
American Beacon Tocqueville International Value Fund
10.36%36.15%3.73%15.43%-20.57%7.53%12.61%19.38%-19.87%23.41%

Returns By Period

In the year-to-date period, VTISX achieves a -1.02% return, which is significantly lower than TIVFX's 10.36% return.


VTISX

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

TIVFX

1D
-0.23%
1M
-11.69%
YTD
10.36%
6M
14.86%
1Y
58.24%
3Y*
18.41%
5Y*
8.01%
10Y*
7.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTISX vs. TIVFX - Expense Ratio Comparison

VTISX has a 0.04% expense ratio, which is lower than TIVFX's 1.20% expense ratio.


Return for Risk

VTISX vs. TIVFX — 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

TIVFX
TIVFX Risk / Return Rank: 9696
Overall Rank
TIVFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
TIVFX Sortino Ratio Rank: 9696
Sortino Ratio Rank
TIVFX Omega Ratio Rank: 9595
Omega Ratio Rank
TIVFX Calmar Ratio Rank: 9797
Calmar Ratio Rank
TIVFX 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. TIVFX - 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 American Beacon Tocqueville International Value Fund (TIVFX). 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.


VTISXTIVFXDifference

Sharpe ratio

Return per unit of total volatility

1.50

2.87

-1.37

Sortino ratio

Return per unit of downside risk

2.00

3.32

-1.32

Omega ratio

Gain probability vs. loss probability

1.30

1.51

-0.21

Calmar ratio

Return relative to maximum drawdown

1.92

4.00

-2.08

Martin ratio

Return relative to average drawdown

7.66

16.63

-8.97

VTISX vs. TIVFX - Sharpe Ratio Comparison

The current VTISX Sharpe Ratio is 1.50, which is lower than the TIVFX Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of VTISX and TIVFX, 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


VTISXTIVFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

2.87

-1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.44

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.37

+0.18

Correlation

The correlation between VTISX and TIVFX is 0.87, 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. TIVFX - Dividend Comparison

VTISX's dividend yield for the trailing twelve months is around 3.07%, less than TIVFX's 7.99% 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%
TIVFX
American Beacon Tocqueville International Value Fund
7.99%8.82%10.23%1.66%1.39%3.65%0.34%1.69%1.37%1.28%1.57%3.01%

Drawdowns

VTISX vs. TIVFX - Drawdown Comparison

The maximum VTISX drawdown since its inception was -35.74%, smaller than the maximum TIVFX drawdown of -54.21%. Use the drawdown chart below to compare losses from any high point for VTISX and TIVFX.


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Drawdown Indicators


VTISXTIVFXDifference

Max Drawdown

Largest peak-to-trough decline

-35.74%

-54.21%

+18.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-13.21%

+1.92%

Max Drawdown (5Y)

Largest decline over 5 years

-29.51%

-36.31%

+6.80%

Max Drawdown (10Y)

Largest decline over 10 years

-41.51%

Current Drawdown

Current decline from peak

-11.29%

-11.69%

+0.40%

Average Drawdown

Average peak-to-trough decline

-7.48%

-13.45%

+5.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

3.22%

-0.39%

Volatility

VTISX vs. TIVFX - Volatility Comparison

The current volatility for Vanguard Total International Stock Index Fund Institutional Select Shares (VTISX) is 6.79%, while American Beacon Tocqueville International Value Fund (TIVFX) has a volatility of 7.61%. This indicates that VTISX experiences smaller price fluctuations and is considered to be less risky than TIVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTISXTIVFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.79%

7.61%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

14.01%

-3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

15.52%

19.67%

-4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.79%

18.20%

-3.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

17.39%

-1.53%