VTPSX vs. VESIX
Compare and contrast key facts about Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) and Vanguard European Stock Index Fund Institutional Shares (VESIX).
VTPSX is managed by Vanguard. It was launched on Nov 30, 2010. VESIX is managed by Vanguard. It was launched on May 15, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTPSX or VESIX.
Key characteristics
| VTPSX | VESIX | |
|---|---|---|
| YTD Return | 9.04% | 5.52% |
| 1Y Return | 20.26% | 18.00% |
| 3Y Return (Ann) | 1.26% | 1.67% |
| 5Y Return (Ann) | 5.83% | 6.63% |
| 10Y Return (Ann) | 5.15% | 5.37% |
| Sharpe Ratio | 1.65 | 1.39 |
| Sortino Ratio | 2.32 | 1.99 |
| Omega Ratio | 1.29 | 1.24 |
| Calmar Ratio | 1.36 | 1.60 |
| Martin Ratio | 9.43 | 7.32 |
| Ulcer Index | 2.12% | 2.47% |
| Daily Std Dev | 12.14% | 12.96% |
| Max Drawdown | -35.77% | -63.25% |
| Current Drawdown | -4.76% | -7.29% |
Correlation
The correlation between VTPSX and VESIX is 0.94, 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. VESIX - Performance Comparison
In the year-to-date period, VTPSX achieves a 9.04% return, which is significantly higher than VESIX's 5.52% return. Both investments have delivered pretty close results over the past 10 years, with VTPSX having a 5.15% annualized return and VESIX not far ahead at 5.37%. 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. VESIX - Expense Ratio Comparison
VTPSX has a 0.07% expense ratio, which is lower than VESIX's 0.08% 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%.
Risk-Adjusted Performance
VTPSX vs. VESIX - 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 European Stock Index Fund Institutional Shares (VESIX). 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. VESIX - Dividend Comparison
VTPSX's dividend yield for the trailing twelve months is around 2.94%, less than VESIX's 3.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTPSX Vanguard Total International Stock Index Fund Institutional Plus Shares | 2.94% | 3.25% | 3.09% | 3.09% | 2.13% | 3.08% | 3.20% | 2.77% | 2.97% | 2.89% | 3.44% | 2.74% |
VESIX Vanguard European Stock Index Fund Institutional Shares | 3.05% | 3.14% | 3.24% | 3.04% | 2.10% | 3.29% | 3.95% | 2.72% | 3.54% | 3.27% | 4.65% | 2.80% |
Drawdowns
VTPSX vs. VESIX - Drawdown Comparison
The maximum VTPSX drawdown since its inception was -35.77%, smaller than the maximum VESIX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for VTPSX and VESIX. For additional features, visit the drawdowns tool.
Volatility
VTPSX vs. VESIX - Volatility Comparison
The current volatility for Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) is 3.71%, while Vanguard European Stock Index Fund Institutional Shares (VESIX) has a volatility of 4.07%. This indicates that VTPSX experiences smaller price fluctuations and is considered to be less risky than VESIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.