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VTMGX vs. VTRIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VTMGXVTRIX
YTD Return1.62%1.51%
1Y Return8.45%7.23%
3Y Return (Ann)1.68%1.26%
5Y Return (Ann)6.18%5.62%
10Y Return (Ann)4.48%3.81%
Sharpe Ratio0.670.59
Daily Std Dev12.22%11.88%
Max Drawdown-60.58%-59.40%
Current Drawdown-3.59%-2.71%

Correlation

-0.50.00.51.01.0

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.

Performance

VTMGX vs. VTRIX - Performance Comparison

In the year-to-date period, VTMGX achieves a 1.62% return, which is significantly higher than VTRIX's 1.51% return. Over the past 10 years, VTMGX has outperformed VTRIX with an annualized return of 4.48%, while VTRIX has yielded a comparatively lower 3.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


160.00%180.00%200.00%220.00%240.00%December2024FebruaryMarchApril
189.54%
228.20%
VTMGX
VTRIX

Compare stocks, funds, or ETFs

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


Vanguard Developed Markets Index Fund Admiral Shares

Vanguard International Value Fund

VTMGX vs. VTRIX - Expense Ratio Comparison

VTMGX has a 0.07% expense ratio, which is lower than VTRIX's 0.36% expense ratio.


VTRIX
Vanguard International Value Fund
Expense ratio chart for VTRIX: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for VTMGX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

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.


VTMGX
Sharpe ratio
The chart of Sharpe ratio for VTMGX, currently valued at 0.67, compared to the broader market-1.000.001.002.003.004.000.67
Sortino ratio
The chart of Sortino ratio for VTMGX, currently valued at 1.05, compared to the broader market-2.000.002.004.006.008.0010.001.05
Omega ratio
The chart of Omega ratio for VTMGX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.12
Calmar ratio
The chart of Calmar ratio for VTMGX, currently valued at 0.49, compared to the broader market0.002.004.006.008.0010.0012.000.49
Martin ratio
The chart of Martin ratio for VTMGX, currently valued at 1.97, compared to the broader market0.0010.0020.0030.0040.0050.001.97
VTRIX
Sharpe ratio
The chart of Sharpe ratio for VTRIX, currently valued at 0.59, compared to the broader market-1.000.001.002.003.004.000.59
Sortino ratio
The chart of Sortino ratio for VTRIX, currently valued at 0.92, compared to the broader market-2.000.002.004.006.008.0010.000.92
Omega ratio
The chart of Omega ratio for VTRIX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.11
Calmar ratio
The chart of Calmar ratio for VTRIX, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.000.46
Martin ratio
The chart of Martin ratio for VTRIX, currently valued at 1.48, compared to the broader market0.0010.0020.0030.0040.0050.001.48

VTMGX vs. VTRIX - Sharpe Ratio Comparison

The current VTMGX Sharpe Ratio is 0.67, which roughly equals the VTRIX Sharpe Ratio of 0.59. The chart below compares the 12-month rolling Sharpe Ratio of VTMGX and VTRIX.


Rolling 12-month Sharpe Ratio0.501.001.50December2024FebruaryMarchApril
0.67
0.59
VTMGX
VTRIX

Dividends

VTMGX vs. VTRIX - Dividend Comparison

VTMGX's dividend yield for the trailing twelve months is around 3.37%, more than VTRIX's 2.74% yield.


TTM20232022202120202019201820172016201520142013
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
3.37%3.14%2.88%3.14%2.02%3.03%3.33%2.77%3.06%2.91%3.70%2.61%
VTRIX
Vanguard International Value Fund
2.74%2.78%2.75%4.35%1.58%2.96%6.24%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.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchApril
-3.59%
-2.71%
VTMGX
VTRIX

Volatility

VTMGX vs. VTRIX - Volatility Comparison

Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) and Vanguard International Value Fund (VTRIX) have volatilities of 3.67% and 3.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchApril
3.67%
3.77%
VTMGX
VTRIX