VTPSX vs. SIMYX
Compare and contrast key facts about Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX).
VTPSX is managed by Vanguard. It was launched on Nov 30, 2010. SIMYX is managed by BlackRock. It was launched on Oct 16, 2016.
Performance
VTPSX vs. SIMYX - Performance Comparison
Loading graphics...
VTPSX vs. SIMYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTPSX Vanguard Total International Stock Index Fund Institutional Plus Shares | -1.03% | 32.25% | 5.39% | 15.31% | -15.99% | 8.64% | 11.29% | 21.57% | -14.40% | 26.73% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 3.35% | 30.07% | 6.26% | 13.11% | -11.38% | 7.83% | -1.33% | 15.77% | -12.11% | 21.58% |
Returns By Period
In the year-to-date period, VTPSX achieves a -1.03% return, which is significantly lower than SIMYX's 3.35% return.
VTPSX
- 1D
- -0.19%
- 1M
- -11.12%
- YTD
- -1.03%
- 6M
- 3.45%
- 1Y
- 24.05%
- 3Y*
- 14.25%
- 5Y*
- 6.91%
- 10Y*
- 8.55%
SIMYX
- 1D
- 0.58%
- 1M
- -7.35%
- YTD
- 3.35%
- 6M
- 7.54%
- 1Y
- 22.67%
- 3Y*
- 15.31%
- 5Y*
- 8.60%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VTPSX vs. SIMYX - Expense Ratio Comparison
VTPSX has a 0.07% expense ratio, which is lower than SIMYX's 0.86% expense ratio.
Return for Risk
VTPSX vs. SIMYX — Risk / Return Rank
VTPSX
SIMYX
VTPSX vs. SIMYX - 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 SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). 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.
| VTPSX | SIMYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 1.75 | -0.25 |
Sortino ratioReturn per unit of downside risk | 2.00 | 2.30 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.35 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.92 | 2.52 | -0.59 |
Martin ratioReturn relative to average drawdown | 7.66 | 9.65 | -1.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VTPSX | SIMYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 1.75 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.76 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.58 | -0.20 |
Correlation
The correlation between VTPSX and SIMYX is 0.79, 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
VTPSX vs. SIMYX - Dividend Comparison
VTPSX's dividend yield for the trailing twelve months is around 3.07%, more than SIMYX's 3.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTPSX Vanguard Total International Stock Index Fund Institutional Plus Shares | 3.07% | 3.18% | 3.37% | 3.25% | 3.09% | 3.09% | 2.13% | 3.08% | 3.20% | 2.77% | 2.97% | 2.89% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 3.03% | 3.13% | 5.26% | 3.62% | 3.13% | 3.41% | 1.96% | 3.09% | 3.01% | 2.74% | 0.00% | 0.00% |
Drawdowns
VTPSX vs. SIMYX - Drawdown Comparison
The maximum VTPSX drawdown since its inception was -35.77%, which is greater than SIMYX's maximum drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for VTPSX and SIMYX.
Loading graphics...
Drawdown Indicators
| VTPSX | SIMYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.77% | -32.14% | -3.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -8.55% | -2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -29.54% | -25.06% | -4.48% |
Max Drawdown (10Y)Largest decline over 10 years | -35.77% | — | — |
Current DrawdownCurrent decline from peak | -11.29% | -7.35% | -3.94% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -6.14% | -1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.23% | +0.60% |
Volatility
VTPSX vs. SIMYX - Volatility Comparison
Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) has a higher volatility of 6.79% compared to SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) at 4.79%. This indicates that VTPSX's price experiences larger fluctuations and is considered to be riskier than SIMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VTPSX | SIMYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.79% | 4.79% | +2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 7.26% | +3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.52% | 12.54% | +2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.79% | 11.31% | +3.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.83% | 12.24% | +3.59% |