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VTP vs. VXUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTP vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Inflation-Protected Securities ETF (VTP) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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VTP vs. VXUS - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VTP achieves a 0.41% return, which is significantly lower than VXUS's 3.51% return.


VTP

1D
0.03%
1M
-1.08%
YTD
0.41%
6M
0.28%
1Y
3Y*
5Y*
10Y*

VXUS

1D
1.17%
1M
-5.23%
YTD
3.51%
6M
7.51%
1Y
29.24%
3Y*
15.95%
5Y*
7.57%
10Y*
9.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTP vs. VXUS - Expense Ratio Comparison

Both VTP and VXUS have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VTP vs. VXUS — Risk / Return Rank

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

VTP

VXUS
VXUS Risk / Return Rank: 8585
Overall Rank
VXUS Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 8585
Sortino Ratio Rank
VXUS Omega Ratio Rank: 8585
Omega Ratio Rank
VXUS Calmar Ratio Rank: 8585
Calmar Ratio Rank
VXUS Martin Ratio Rank: 8484
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.

VTP vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Inflation-Protected Securities ETF (VTP) and Vanguard Total International Stock ETF (VXUS). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VTP vs. VXUS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VTPVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.35

+0.76

Correlation

The correlation between VTP and VXUS is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VTP vs. VXUS - Dividend Comparison

VTP's dividend yield for the trailing twelve months is around 1.63%, less than VXUS's 2.93% yield.


TTM20252024202320222021202020192018201720162015
VTP
Vanguard Total Inflation-Protected Securities ETF
1.63%1.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
2.93%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Drawdowns

VTP vs. VXUS - Drawdown Comparison

The maximum VTP drawdown since its inception was -1.92%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VTP and VXUS.


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Drawdown Indicators


VTPVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-1.92%

-35.97%

+34.05%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

Current Drawdown

Current decline from peak

-1.29%

-7.26%

+5.97%

Average Drawdown

Average peak-to-trough decline

-0.53%

-8.29%

+7.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

Volatility

VTP vs. VXUS - Volatility Comparison


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Volatility by Period


VTPVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.72%

Volatility (6M)

Calculated over the trailing 6-month period

11.54%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

17.21%

-13.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.33%

15.81%

-12.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.33%

17.09%

-13.76%