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VTPSX vs. VWILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTPSX vs. VWILX - 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 Vanguard International Growth Fund Admiral Shares (VWILX). The values are adjusted to include any dividend payments, if applicable.

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VTPSX vs. VWILX - 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%
VWILX
Vanguard International Growth Fund Admiral Shares
-5.13%20.08%9.18%14.80%-30.80%-12.81%59.77%31.50%-12.58%43.17%

Returns By Period

In the year-to-date period, VTPSX achieves a 1.75% return, which is significantly higher than VWILX's -5.13% return. Both investments have delivered pretty close results over the past 10 years, with VTPSX having a 8.85% annualized return and VWILX not far ahead at 9.01%.


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%

VWILX

1D
3.81%
1M
-6.66%
YTD
-5.13%
6M
-6.58%
1Y
12.20%
3Y*
8.27%
5Y*
-3.15%
10Y*
9.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTPSX vs. VWILX - Expense Ratio Comparison

VTPSX has a 0.07% expense ratio, which is lower than VWILX's 0.32% expense ratio.


Return for Risk

VTPSX vs. VWILX — 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

VWILX
VWILX Risk / Return Rank: 2222
Overall Rank
VWILX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VWILX Sortino Ratio Rank: 2323
Sortino Ratio Rank
VWILX Omega Ratio Rank: 2020
Omega Ratio Rank
VWILX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VWILX Martin Ratio Rank: 2323
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. VWILX - 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 Vanguard International Growth Fund Admiral Shares (VWILX). 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.


VTPSXVWILXDifference

Sharpe ratio

Return per unit of total volatility

1.76

0.59

+1.17

Sortino ratio

Return per unit of downside risk

2.33

0.96

+1.36

Omega ratio

Gain probability vs. loss probability

1.35

1.13

+0.22

Calmar ratio

Return relative to maximum drawdown

2.35

0.76

+1.59

Martin ratio

Return relative to average drawdown

9.23

2.55

+6.69

VTPSX vs. VWILX - Sharpe Ratio Comparison

The current VTPSX Sharpe Ratio is 1.76, which is higher than the VWILX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of VTPSX and VWILX, 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


VTPSXVWILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

0.59

+1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

-0.14

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.42

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.33

+0.07

Correlation

The correlation between VTPSX and VWILX is 0.92, 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. VWILX - Dividend Comparison

VTPSX's dividend yield for the trailing twelve months is around 2.99%, less than VWILX's 7.27% 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%
VWILX
Vanguard International Growth Fund Admiral Shares
7.27%6.89%9.81%1.92%7.03%0.36%2.38%1.30%5.52%0.84%1.42%1.53%

Drawdowns

VTPSX vs. VWILX - Drawdown Comparison

The maximum VTPSX drawdown since its inception was -35.77%, smaller than the maximum VWILX drawdown of -59.49%. Use the drawdown chart below to compare losses from any high point for VTPSX and VWILX.


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Drawdown Indicators


VTPSXVWILXDifference

Max Drawdown

Largest peak-to-trough decline

-35.77%

-59.49%

+23.72%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-14.06%

+2.77%

Max Drawdown (5Y)

Largest decline over 5 years

-29.54%

-53.56%

+24.02%

Max Drawdown (10Y)

Largest decline over 10 years

-35.77%

-54.08%

+18.31%

Current Drawdown

Current decline from peak

-8.80%

-23.80%

+15.00%

Average Drawdown

Average peak-to-trough decline

-8.11%

-15.07%

+6.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

4.18%

-1.30%

Volatility

VTPSX vs. VWILX - Volatility Comparison

The current volatility for Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) is 7.48%, while Vanguard International Growth Fund Admiral Shares (VWILX) has a volatility of 8.98%. This indicates that VTPSX experiences smaller price fluctuations and is considered to be less risky than VWILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTPSXVWILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.48%

8.98%

-1.50%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

14.21%

-3.39%

Volatility (1Y)

Calculated over the trailing 1-year period

15.72%

21.04%

-5.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.84%

23.42%

-8.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

21.62%

-5.77%