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VTPSX vs. SPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTPSX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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VTPSX vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTPSX
Vanguard Total International Stock Index Fund Institutional Plus Shares
1.75%32.25%5.39%15.31%-15.99%8.64%11.29%21.57%-14.40%27.56%
SPY
State Street SPDR S&P 500 ETF
-3.65%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Returns By Period

In the year-to-date period, VTPSX achieves a 1.75% return, which is significantly higher than SPY's -3.65% return. Over the past 10 years, VTPSX has underperformed SPY with an annualized return of 8.85%, while SPY has yielded a comparatively higher 14.06% annualized return.


VTPSX

1D
2.80%
1M
-7.27%
YTD
1.75%
6M
5.74%
1Y
27.13%
3Y*
15.31%
5Y*
7.24%
10Y*
8.85%

SPY

1D
0.75%
1M
-4.28%
YTD
-3.65%
6M
-1.42%
1Y
18.14%
3Y*
18.48%
5Y*
11.86%
10Y*
14.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTPSX vs. SPY - Expense Ratio Comparison

VTPSX has a 0.07% expense ratio, which is lower than SPY's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VTPSX vs. SPY — Risk / Return Rank

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

VTPSX
VTPSX Risk / Return Rank: 8686
Overall Rank
VTPSX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VTPSX Sortino Ratio Rank: 8686
Sortino Ratio Rank
VTPSX Omega Ratio Rank: 8484
Omega Ratio Rank
VTPSX Calmar Ratio Rank: 8888
Calmar Ratio Rank
VTPSX Martin Ratio Rank: 8787
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 5959
Overall Rank
SPY Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 5656
Sortino Ratio Rank
SPY Omega Ratio Rank: 6060
Omega Ratio Rank
SPY Calmar Ratio Rank: 5858
Calmar Ratio Rank
SPY Martin Ratio Rank: 6969
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.

VTPSX vs. SPY - 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 State Street SPDR S&P 500 ETF (SPY). 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.


VTPSXSPYDifference

Sharpe ratio

Return per unit of total volatility

1.76

0.96

+0.80

Sortino ratio

Return per unit of downside risk

2.33

1.49

+0.83

Omega ratio

Gain probability vs. loss probability

1.35

1.23

+0.12

Calmar ratio

Return relative to maximum drawdown

2.35

1.53

+0.82

Martin ratio

Return relative to average drawdown

9.23

7.27

+1.97

VTPSX vs. SPY - Sharpe Ratio Comparison

The current VTPSX Sharpe Ratio is 1.76, which is higher than the SPY Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of VTPSX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VTPSXSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

0.96

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.70

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.79

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.56

-0.17

Correlation

The correlation between VTPSX and SPY is 0.81, 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. SPY - Dividend Comparison

VTPSX's dividend yield for the trailing twelve months is around 2.99%, more than SPY's 1.13% yield.


TTM20252024202320222021202020192018201720162015
VTPSX
Vanguard Total International Stock Index Fund Institutional Plus Shares
2.99%3.18%3.37%3.25%3.09%3.09%2.13%3.08%3.20%2.77%2.97%2.89%
SPY
State Street SPDR S&P 500 ETF
1.13%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

VTPSX vs. SPY - Drawdown Comparison

The maximum VTPSX drawdown since its inception was -35.77%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VTPSX and SPY.


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Drawdown Indicators


VTPSXSPYDifference

Max Drawdown

Largest peak-to-trough decline

-35.77%

-55.19%

+19.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-12.05%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-29.54%

-24.50%

-5.04%

Max Drawdown (10Y)

Largest decline over 10 years

-35.77%

-33.72%

-2.05%

Current Drawdown

Current decline from peak

-8.80%

-5.53%

-3.27%

Average Drawdown

Average peak-to-trough decline

-8.11%

-9.09%

+0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.54%

+0.34%

Volatility

VTPSX vs. SPY - Volatility Comparison

Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) has a higher volatility of 7.48% compared to State Street SPDR S&P 500 ETF (SPY) at 5.35%. This indicates that VTPSX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTPSXSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.48%

5.35%

+2.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

9.50%

+1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

15.72%

19.06%

-3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.84%

17.06%

-2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

17.92%

-2.07%