VTMGX vs. VTRIX
Compare and contrast key facts about Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) and Vanguard International Value Fund (VTRIX).
VTMGX is managed by Vanguard. It was launched on Aug 17, 1999. VTRIX is managed by Vanguard. It was launched on May 16, 1983.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTMGX or VTRIX.
Performance
VTMGX vs. VTRIX - Performance Comparison
Returns By Period
In the year-to-date period, VTMGX achieves a 3.96% return, which is significantly higher than VTRIX's 2.33% return. Over the past 10 years, VTMGX has outperformed VTRIX with an annualized return of 5.19%, while VTRIX has yielded a comparatively lower 4.28% annualized return.
VTMGX
3.96%
-4.95%
-3.05%
12.39%
5.58%
5.19%
VTRIX
2.33%
-5.23%
-5.06%
8.81%
5.12%
4.28%
Key characteristics
| VTMGX | VTRIX | |
|---|---|---|
| Sharpe Ratio | 0.96 | 0.65 |
| Sortino Ratio | 1.39 | 0.99 |
| Omega Ratio | 1.17 | 1.12 |
| Calmar Ratio | 1.21 | 0.91 |
| Martin Ratio | 4.69 | 2.95 |
| Ulcer Index | 2.59% | 2.78% |
| Daily Std Dev | 12.71% | 12.59% |
| Max Drawdown | -60.58% | -59.40% |
| Current Drawdown | -8.28% | -8.59% |
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VTMGX vs. VTRIX - Expense Ratio Comparison
VTMGX has a 0.07% expense ratio, which is lower than VTRIX's 0.36% expense ratio.
Correlation
The correlation between VTMGX and VTRIX is 0.96, 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.
Risk-Adjusted Performance
VTMGX vs. VTRIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) and Vanguard International Value Fund (VTRIX). 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.
Dividends
VTMGX vs. VTRIX - Dividend Comparison
VTMGX's dividend yield for the trailing twelve months is around 3.05%, more than VTRIX's 2.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 3.05% | 3.14% | 2.89% | 3.14% | 2.02% | 3.03% | 3.34% | 2.78% | 3.06% | 2.91% | 3.70% | 2.61% |
VTRIX Vanguard International Value Fund | 2.72% | 2.78% | 2.75% | 2.61% | 1.58% | 2.96% | 2.94% | 1.86% | 2.29% | 2.13% | 2.79% | 1.86% |
Drawdowns
VTMGX vs. VTRIX - Drawdown Comparison
The maximum VTMGX drawdown since its inception was -60.58%, roughly equal to the maximum VTRIX drawdown of -59.40%. Use the drawdown chart below to compare losses from any high point for VTMGX and VTRIX. For additional features, visit the drawdowns tool.
Volatility
VTMGX vs. VTRIX - Volatility Comparison
The current volatility for Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) is 3.56%, while Vanguard International Value Fund (VTRIX) has a volatility of 4.39%. This indicates that VTMGX experiences smaller price fluctuations and is considered to be less risky than VTRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.