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VTPSX vs. VWILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VTPSXVWILX
YTD Return9.18%10.36%
1Y Return16.50%18.86%
3Y Return (Ann)1.74%-6.94%
5Y Return (Ann)6.72%9.41%
10Y Return (Ann)4.71%8.09%
Sharpe Ratio1.371.05
Daily Std Dev12.06%17.17%
Max Drawdown-35.77%-59.49%
Current Drawdown-1.42%-22.91%

Correlation

-0.50.00.51.00.9

The correlation between VTPSX and VWILX is 0.93, 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. VWILX - Performance Comparison

In the year-to-date period, VTPSX achieves a 9.18% return, which is significantly lower than VWILX's 10.36% return. Over the past 10 years, VTPSX has underperformed VWILX with an annualized return of 4.71%, while VWILX has yielded a comparatively higher 8.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%AprilMayJuneJulyAugustSeptember
4.82%
4.27%
VTPSX
VWILX

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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.


VWILX
Vanguard International Growth Fund Admiral Shares
Expense ratio chart for VWILX: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
Expense ratio chart for VTPSX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VTPSX vs. VWILX - 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 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.


VTPSX
Sharpe ratio
The chart of Sharpe ratio for VTPSX, currently valued at 1.37, compared to the broader market-1.000.001.002.003.004.005.001.37
Sortino ratio
The chart of Sortino ratio for VTPSX, currently valued at 1.92, compared to the broader market0.005.0010.001.92
Omega ratio
The chart of Omega ratio for VTPSX, currently valued at 1.24, compared to the broader market1.002.003.004.001.24
Calmar ratio
The chart of Calmar ratio for VTPSX, currently valued at 0.90, compared to the broader market0.005.0010.0015.0020.000.90
Martin ratio
The chart of Martin ratio for VTPSX, currently valued at 6.74, compared to the broader market0.0020.0040.0060.0080.00100.006.74
VWILX
Sharpe ratio
The chart of Sharpe ratio for VWILX, currently valued at 1.05, compared to the broader market-1.000.001.002.003.004.005.001.05
Sortino ratio
The chart of Sortino ratio for VWILX, currently valued at 1.54, compared to the broader market0.005.0010.001.54
Omega ratio
The chart of Omega ratio for VWILX, currently valued at 1.19, compared to the broader market1.002.003.004.001.19
Calmar ratio
The chart of Calmar ratio for VWILX, currently valued at 0.44, compared to the broader market0.005.0010.0015.0020.000.44
Martin ratio
The chart of Martin ratio for VWILX, currently valued at 5.43, compared to the broader market0.0020.0040.0060.0080.00100.005.43

VTPSX vs. VWILX - Sharpe Ratio Comparison

The current VTPSX Sharpe Ratio is 1.37, which roughly equals the VWILX Sharpe Ratio of 1.05. The chart below compares the 12-month rolling Sharpe Ratio of VTPSX and VWILX.


Rolling 12-month Sharpe Ratio0.000.501.001.50AprilMayJuneJulyAugustSeptember
1.37
1.05
VTPSX
VWILX

Dividends

VTPSX vs. VWILX - Dividend Comparison

VTPSX's dividend yield for the trailing twelve months is around 2.49%, more than VWILX's 1.74% yield.


TTM20232022202120202019201820172016201520142013
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%
VWILX
Vanguard International Growth Fund Admiral Shares
1.74%1.92%7.03%14.02%2.38%1.30%5.52%0.84%1.42%1.53%2.46%1.58%

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. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-1.42%
-22.91%
VTPSX
VWILX

Volatility

VTPSX vs. VWILX - Volatility Comparison

The current volatility for Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) is 3.77%, while Vanguard International Growth Fund Admiral Shares (VWILX) has a volatility of 5.12%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
3.77%
5.12%
VTPSX
VWILX