VTPSX vs. VXUS
Compare and contrast key facts about Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) and Vanguard Total International Stock ETF (VXUS).
VTPSX is managed by Vanguard. It was launched on Nov 30, 2010. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTPSX or VXUS.
Key characteristics
| VTPSX | VXUS | |
|---|---|---|
| YTD Return | 6.36% | 6.31% |
| 1Y Return | 13.93% | 13.51% |
| 3Y Return (Ann) | 0.36% | 0.35% |
| 5Y Return (Ann) | 5.35% | 5.34% |
| 10Y Return (Ann) | 4.90% | 4.87% |
| Sharpe Ratio | 1.36 | 1.26 |
| Sortino Ratio | 1.93 | 1.82 |
| Omega Ratio | 1.24 | 1.22 |
| Calmar Ratio | 1.36 | 1.36 |
| Martin Ratio | 7.48 | 7.18 |
| Ulcer Index | 2.23% | 2.28% |
| Daily Std Dev | 12.27% | 12.96% |
| Max Drawdown | -35.77% | -35.97% |
| Current Drawdown | -7.10% | -7.24% |
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.
Performance
VTPSX vs. VXUS - Performance Comparison
The year-to-date returns for both stocks are quite close, with VTPSX having a 6.36% return and VXUS slightly lower at 6.31%. Both investments have delivered pretty close results over the past 10 years, with VTPSX having a 4.90% annualized return and VXUS not far behind at 4.87%. 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. 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%.
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.
Dividends
VTPSX vs. VXUS - Dividend Comparison
VTPSX's dividend yield for the trailing twelve months is around 3.01%, which matches VXUS's 3.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTPSX Vanguard Total International Stock Index Fund Institutional Plus Shares | 3.01% | 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 | 3.01% | 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.
Volatility
VTPSX vs. VXUS - Volatility Comparison
The current volatility for Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) is 3.64%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 3.97%. 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.