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

Correlation

The correlation between VTPSX and VXUS is 0.81, 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.


-0.50.00.51.0
Correlation: 0.8

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%NovemberDecember2025FebruaryMarchApril
97.38%
96.28%
VTPSX
VXUS

Key characteristics

Sharpe Ratio

VTPSX:

0.69

VXUS:

0.64

Sortino Ratio

VTPSX:

1.05

VXUS:

1.01

Omega Ratio

VTPSX:

1.14

VXUS:

1.13

Calmar Ratio

VTPSX:

0.82

VXUS:

0.80

Martin Ratio

VTPSX:

2.55

VXUS:

2.52

Ulcer Index

VTPSX:

4.22%

VXUS:

4.29%

Daily Std Dev

VTPSX:

15.63%

VXUS:

16.97%

Max Drawdown

VTPSX:

-35.77%

VXUS:

-35.97%

Current Drawdown

VTPSX:

-1.45%

VXUS:

-1.41%

Returns By Period

The year-to-date returns for both investments are quite close, with VTPSX having a 7.63% return and VXUS slightly higher at 7.84%. Both investments have delivered pretty close results over the past 10 years, with VTPSX having a 4.77% annualized return and VXUS not far behind at 4.75%.


VTPSX

YTD

7.63%

1M

0.37%

6M

3.53%

1Y

11.09%

5Y*

10.95%

10Y*

4.77%

VXUS

YTD

7.84%

1M

0.40%

6M

3.62%

1Y

11.17%

5Y*

10.95%

10Y*

4.75%

*Annualized

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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%.


Expense ratio chart for VTPSX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTPSX: 0.07%
Expense ratio chart for VXUS: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VXUS: 0.07%

Risk-Adjusted Performance

VTPSX vs. VXUS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTPSX
The Risk-Adjusted Performance Rank of VTPSX is 6969
Overall Rank
The Sharpe Ratio Rank of VTPSX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VTPSX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VTPSX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VTPSX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VTPSX is 6666
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 6767
Overall Rank
The Sharpe Ratio Rank of VXUS is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for VTPSX, currently valued at 0.69, compared to the broader market-1.000.001.002.003.00
VTPSX: 0.69
VXUS: 0.64
The chart of Sortino ratio for VTPSX, currently valued at 1.05, compared to the broader market-2.000.002.004.006.008.00
VTPSX: 1.05
VXUS: 1.01
The chart of Omega ratio for VTPSX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.00
VTPSX: 1.14
VXUS: 1.13
The chart of Calmar ratio for VTPSX, currently valued at 0.82, compared to the broader market0.002.004.006.008.0010.00
VTPSX: 0.82
VXUS: 0.80
The chart of Martin ratio for VTPSX, currently valued at 2.55, compared to the broader market0.0010.0020.0030.0040.0050.00
VTPSX: 2.55
VXUS: 2.52

The current VTPSX Sharpe Ratio is 0.69, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.69
0.64
VTPSX
VXUS

Dividends

VTPSX vs. VXUS - Dividend Comparison

VTPSX's dividend yield for the trailing twelve months is around 3.09%, which matches VXUS's 3.08% yield.


TTM20242023202220212020201920182017201620152014
VTPSX
Vanguard Total International Stock Index Fund Institutional Plus Shares
3.09%3.37%3.25%3.09%3.09%2.13%3.08%3.20%2.77%2.97%2.89%3.44%
VXUS
Vanguard Total International Stock ETF
3.08%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.45%
-1.41%
VTPSX
VXUS

Volatility

VTPSX vs. VXUS - Volatility Comparison

The current volatility for Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) is 9.85%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 11.22%. 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%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
9.85%
11.22%
VTPSX
VXUS