VTPSX vs. SAHMX
VTPSX (Vanguard Total International Stock Index Fund Institutional Plus Shares) and SAHMX (SA International Value Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, VTPSX returned 9.42%/yr vs 11.38%/yr for SAHMX. Their correlation of 0.80 means they have usually moved in the same direction. VTPSX charges 0.05%/yr vs 1.11%/yr for SAHMX.
Performance
VTPSX vs. SAHMX - Performance Comparison
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Returns By Period
In the year-to-date period, VTPSX achieves a 12.79% return, which is significantly lower than SAHMX's 16.30% return. Over the past 10 years, VTPSX has underperformed SAHMX with an annualized return of 9.42%, while SAHMX has yielded a comparatively higher 11.38% annualized return.
VTPSX
- 1D
- 2.74%
- 1M
- 0.11%
- 6M
- 6.67%
- YTD
- 12.79%
- 1Y
- 27.73%
- 3Y*
- 16.83%
- 5Y*
- 8.85%
- 10Y*
- 9.42%
- ALL TIME*
- 7.01%
SAHMX
- 1D
- 1.60%
- 1M
- 4.58%
- 6M
- 9.89%
- YTD
- 16.30%
- 1Y
- 36.09%
- 3Y*
- 21.59%
- 5Y*
- 15.23%
- 10Y*
- 11.38%
- ALL TIME*
- 6.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VTPSX vs. SAHMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTPSX Vanguard Total International Stock Index Fund Institutional Plus Shares | 12.79% | 32.25% | 5.39% | 15.31% | -15.99% | 8.64% | 11.29% | 21.57% | -14.40% | 27.56% |
SAHMX SA International Value Fund | 16.30% | 44.08% | 5.44% | 16.49% | -3.70% | 17.59% | -2.48% | 14.61% | -17.95% | 25.06% |
Correlation
The correlation between VTPSX and SAHMX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2010 | 0.80 |
The correlation between VTPSX and SAHMX shifts across timeframes, from 0.67 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VTPSX vs. SAHMX — Risk / Return Rank
VTPSX
SAHMX
VTPSX vs. SAHMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) and SA International Value Fund (SAHMX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VTPSX | SAHMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.57 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 4.39 | -2.06 |
| Martin ratioReturn relative to average drawdown | 8.66 | 14.73 | -6.07 |
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Drawdowns
VTPSX vs. SAHMX - Drawdown Comparison
The maximum VTPSX drawdown since its inception was -35.77%, smaller than the maximum SAHMX drawdown of -66.58%. Use the drawdown chart below to compare losses from any high point for VTPSX and SAHMX.
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Drawdown Indicators
| VTPSX | SAHMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.77% | -66.58% | +30.81% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -8.72% | -2.57% |
Max Drawdown (3Y)Largest decline over 3 years | -13.14% | -14.85% | +1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -29.49% | -25.10% | -4.39% |
Max Drawdown (10Y)Largest decline over 10 years | -35.77% | -48.63% | +12.86% |
Current DrawdownCurrent decline from peak | -2.62% | 0.00% | -2.62% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -16.09% | +8.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.55% | +0.48% |
Volatility
VTPSX vs. SAHMX - Volatility Comparison
Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) has a higher volatility of 5.43% compared to SA International Value Fund (SAHMX) at 3.47%. This indicates that VTPSX's price experiences larger fluctuations and is considered to be riskier than SAHMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTPSX | SAHMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 3.47% | +1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 14.11% | 9.62% | +4.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 12.17% | +3.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.36% | 15.42% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.82% | 16.06% | -0.24% |
VTPSX vs. SAHMX - Expense Ratio Comparison
VTPSX has a 0.05% expense ratio, which is lower than SAHMX's 1.11% expense ratio.
Dividends
VTPSX vs. SAHMX - Dividend Comparison
VTPSX's dividend yield for the trailing twelve months is around 2.59%, less than SAHMX's 4.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAHMX SA International Value Fund | 4.60% | 5.35% | 3.57% | 3.46% | 4.06% | 3.05% | 2.09% | 3.66% | 1.93% | 2.46% | 2.89% | 1.91% |
VTPSX Vanguard Total International Stock Index Fund Institutional Plus Shares | 2.59% | 3.18% | 3.37% | 3.25% | 3.09% | 3.09% | 2.13% | 3.08% | 3.20% | 2.77% | 2.97% | 2.89% |
Frequently Asked Questions
VTPSX and SAHMX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTPSX has higher volatility (5.43%) compared to SAHMX (3.47%). In terms of maximum drawdown, VTPSX dropped -35.77% vs SAHMX's -66.58%.
SAHMX currently has the higher Sharpe Ratio (3.16 vs 1.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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