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

Correlation

The correlation between VTPSX and VXUS is 0.98, 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.


-0.50.00.51.01.0

Performance

VTPSX vs. VXUS - 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 Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

75.00%80.00%85.00%90.00%95.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
82.95%
81.86%
VTPSX
VXUS

Key characteristics

Sharpe Ratio

VTPSX:

0.66

VXUS:

0.64

Sortino Ratio

VTPSX:

0.98

VXUS:

0.96

Omega Ratio

VTPSX:

1.12

VXUS:

1.12

Calmar Ratio

VTPSX:

0.84

VXUS:

0.87

Martin Ratio

VTPSX:

2.67

VXUS:

2.67

Ulcer Index

VTPSX:

3.00%

VXUS:

3.06%

Daily Std Dev

VTPSX:

12.08%

VXUS:

12.77%

Max Drawdown

VTPSX:

-35.77%

VXUS:

-35.97%

Current Drawdown

VTPSX:

-8.34%

VXUS:

-8.39%

Returns By Period

The year-to-date returns for both investments are quite close, with VTPSX having a 4.94% return and VXUS slightly higher at 4.99%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: VTPSX at 4.99% and VXUS at 4.99%.


VTPSX

YTD

4.94%

1M

-1.47%

6M

0.08%

1Y

6.47%

5Y*

4.36%

10Y*

4.99%

VXUS

YTD

4.99%

1M

-1.34%

6M

0.14%

1Y

6.27%

5Y*

4.38%

10Y*

4.99%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VTPSX vs. VXUS - Expense Ratio Comparison

Both VTPSX and VXUS have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VTPSX
Vanguard Total International Stock Index Fund Institutional Plus Shares
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%
Expense ratio chart for VXUS: 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. VXUS - 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 Total International Stock ETF (VXUS). 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.


Sharpe ratio
The chart of Sharpe ratio for VTPSX, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.000.660.64
The chart of Sortino ratio for VTPSX, currently valued at 0.98, compared to the broader market-2.000.002.004.006.008.0010.000.980.96
The chart of Omega ratio for VTPSX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.003.501.121.12
The chart of Calmar ratio for VTPSX, currently valued at 0.84, compared to the broader market0.002.004.006.008.0010.0012.0014.000.840.87
The chart of Martin ratio for VTPSX, currently valued at 2.67, compared to the broader market0.0020.0040.0060.002.672.67
VTPSX
VXUS

The current VTPSX Sharpe Ratio is 0.66, which is comparable to the VXUS Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of VTPSX and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.66
0.64
VTPSX
VXUS

Dividends

VTPSX vs. VXUS - Dividend Comparison

VTPSX's dividend yield for the trailing twelve months is around 3.37%, which matches VXUS's 3.37% yield.


TTM20232022202120202019201820172016201520142013
VTPSX
Vanguard Total International Stock Index Fund Institutional Plus Shares
3.37%3.25%3.09%3.09%2.13%3.08%3.20%2.77%2.97%2.89%3.44%2.74%
VXUS
Vanguard Total International Stock ETF
3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%2.70%

Drawdowns

VTPSX vs. VXUS - Drawdown Comparison

The maximum VTPSX drawdown since its inception was -35.77%, roughly equal to the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VTPSX and VXUS. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.34%
-8.39%
VTPSX
VXUS

Volatility

VTPSX vs. VXUS - Volatility Comparison

The current volatility for Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) is 2.98%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 3.42%. This indicates that VTPSX experiences smaller price fluctuations and is considered to be less risky than VXUS 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%JulyAugustSeptemberOctoberNovemberDecember
2.98%
3.42%
VTPSX
VXUS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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