VTPSX vs. VEA
Compare and contrast key facts about Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) and Vanguard FTSE Developed Markets ETF (VEA).
VTPSX is managed by Vanguard. It was launched on Nov 30, 2010. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTPSX or VEA.
Key characteristics
| VTPSX | VEA | |
|---|---|---|
| YTD Return | 9.18% | 9.32% |
| 1Y Return | 16.50% | 17.24% |
| 3Y Return (Ann) | 1.74% | 2.83% |
| 5Y Return (Ann) | 6.72% | 7.59% |
| 10Y Return (Ann) | 4.71% | 5.37% |
| Sharpe Ratio | 1.37 | 1.31 |
| Daily Std Dev | 12.06% | 13.21% |
| Max Drawdown | -35.77% | -60.70% |
| Current Drawdown | -1.42% | -1.55% |
Correlation
The correlation between VTPSX and VEA is 0.97, 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
VTPSX vs. VEA - Performance Comparison
The year-to-date returns for both investments are quite close, with VTPSX having a 9.18% return and VEA slightly higher at 9.32%. Over the past 10 years, VTPSX has underperformed VEA with an annualized return of 4.71%, while VEA has yielded a comparatively higher 5.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VTPSX vs. VEA - Expense Ratio Comparison
VTPSX has a 0.07% expense ratio, which is higher than VEA's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VTPSX vs. VEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) and Vanguard FTSE Developed Markets ETF (VEA). 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.
Dividends
VTPSX vs. VEA - Dividend Comparison
VTPSX's dividend yield for the trailing twelve months is around 2.49%, less than VEA's 2.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTPSX Vanguard Total International Stock Index Fund Institutional Plus Shares | 2.49% | 3.25% | 3.09% | 3.09% | 2.13% | 3.08% | 3.20% | 2.77% | 2.97% | 2.89% | 3.44% | 2.74% |
VEA Vanguard FTSE Developed Markets ETF | 2.63% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
VTPSX vs. VEA - Drawdown Comparison
The maximum VTPSX drawdown since its inception was -35.77%, smaller than the maximum VEA drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for VTPSX and VEA. For additional features, visit the drawdowns tool.
Volatility
VTPSX vs. VEA - Volatility Comparison
The current volatility for Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) is 3.77%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 4.09%. This indicates that VTPSX experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.