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VTPSX vs. VXUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VTPSX vs. VXUS

Last updated Jun 23, 2026

VTPSX (Vanguard Total International Stock Index Fund Institutional Plus Shares) and VXUS (Vanguard Total International Stock ETF) are both funds - VTPSX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Index, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, VTPSX returned 10.02%/yr vs 10.57%/yr for VXUS. With a 0.98 correlation, they move nearly in lockstep. Both charge a 0.05% expense ratio.

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.

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Returns By Period

The year-to-date returns for both investments are quite close, with VTPSX having a 15.63% return and VXUS slightly higher at 16.04%. Over the past 10 years, VTPSX has underperformed VXUS with an annualized return of 10.02%, while VXUS has yielded a comparatively higher 10.57% annualized return.

VTPSX

1D
1.34%
1M
3.10%
YTD
15.63%
6M
16.34%
1Y
34.04%
3Y*
18.64%
5Y*
9.29%
10Y*
10.02%

VXUS

1D
0.33%
1M
3.54%
YTD
16.04%
6M
16.58%
1Y
34.50%
3Y*
20.13%
5Y*
9.22%
10Y*
10.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTPSX vs. VXUS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VTPSX
Vanguard Total International Stock Index Fund Institutional Plus Shares		15.63%32.25%5.39%15.31%-15.99%8.64%11.29%21.57%-14.40%27.56%
VXUS
Vanguard Total International Stock ETF		16.04%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%

Correlation

The correlation between VTPSX and VXUS is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2011

0.98

The correlation between VTPSX and VXUS has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

VTPSX vs. VXUS - Sectors Allocation Comparison

Sectors
VTPSX
VXUS

Financial Services

22.3%
21.7%

Technology

18.1%
21.0%

Industrials

16.1%
15.6%

Consumer Cyclical

8.4%
8.2%

Basic Materials

7.6%
7.6%

Healthcare

7.1%
6.8%

Energy

5.2%
4.7%

Consumer Defensive

5.0%
4.8%

Communication Services

4.4%
4.4%

Utilities

3.2%
3.0%

Real Estate

2.6%
2.4%

Financial Services

VTPSX
22.3%
VXUS
21.7%

Technology

VTPSX
18.1%
VXUS
21.0%

Industrials

VTPSX
16.1%
VXUS
15.6%

Consumer Cyclical

VTPSX
8.4%
VXUS
8.2%

Basic Materials

VTPSX
7.6%
VXUS
7.6%

Healthcare

VTPSX
7.1%
VXUS
6.8%

Energy

VTPSX
5.2%
VXUS
4.7%

Consumer Defensive

VTPSX
5.0%
VXUS
4.8%

Communication Services

VTPSX
4.4%
VXUS
4.4%

Utilities

VTPSX
3.2%
VXUS
3.0%

Real Estate

VTPSX
2.6%
VXUS
2.4%

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Vanguard Total International Stock Index Fund Institutional Plus Shares

Vanguard Total International Stock ETF

Often compared with VTPSX:
VTPSX vs. FSPSXVTPSX vs. VTIAXVTPSX vs. VTSNXVTPSX vs. VEMIXVTPSX vs. VWILXVTPSX vs. VTSAXVTPSX vs. MIEIX
Often compared with VXUS:
VXUS vs. VTIVXUS vs. VOOVXUS vs. VTVXUS vs. VEAVXUS vs. FZILXVXUS vs. VEUVXUS vs. SCHF

Return for Risk

VTPSX vs. VXUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VTPSX
VTPSX Risk / Return Rank: 6464
Overall Rank
VTPSX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VTPSX Sortino Ratio Rank: 6161
Sortino Ratio Rank
VTPSX Omega Ratio Rank: 6666
Omega Ratio Rank
VTPSX Calmar Ratio Rank: 6464
Calmar Ratio Rank
VTPSX Martin Ratio Rank: 6161
Martin Ratio Rank
VXUS
VXUS Risk / Return Rank: 6767
Overall Rank
VXUS Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6666
Sortino Ratio Rank
VXUS Omega Ratio Rank: 7070
Omega Ratio Rank
VXUS Calmar Ratio Rank: 6464
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6666
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. VXUS - 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 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

VTPSXVXUSDifference
Sharpe ratioReturn per unit of total volatility
2.20
2.16

+0.04

Sortino ratioReturn per unit of downside risk
2.97
2.92

+0.05

Omega ratioGain probability vs. loss probability

1.41

1.40

+0.01

Calmar ratioReturn relative to maximum drawdown

2.94

3.07

-0.13

Martin ratioReturn relative to average drawdown

11.45

11.84

-0.38

VTPSX vs. VXUS - Sharpe Ratio Comparison

The current VTPSX Sharpe Ratio is 2.20, which is comparable to the VXUS Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of VTPSX and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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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.

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Drawdown Indicators

VTPSXVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-35.77%

-35.97%

+0.20%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-11.27%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-13.14%

-13.58%

+0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-29.49%

-29.44%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-35.77%

-35.97%

+0.20%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.03%

-8.20%

+0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

2.92%

-0.02%

Volatility

VTPSX vs. VXUS - Volatility Comparison

Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) and Vanguard Total International Stock ETF (VXUS) have volatilities of 6.11% and 6.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VTPSXVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.11%

6.28%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

13.05%

14.10%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.08%

16.08%

-1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

16.21%

-1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.97%

17.18%

-1.21%

VTPSX vs. VXUS - Expense Ratio Comparison

Both VTPSX and VXUS have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

VTPSX vs. VXUS - Dividend Comparison

VTPSX's dividend yield for the trailing twelve months is around 2.52%, which matches VXUS's 2.51% yield.

PositionTTM20252024202320222021202020192018201720162015
VTPSX
Vanguard Total International Stock Index Fund Institutional Plus Shares		2.52%3.18%3.37%3.25%3.09%3.09%2.13%3.08%3.20%2.77%2.97%2.89%
VXUS
Vanguard Total International Stock ETF		2.51%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions

With a correlation of 0.98, VTPSX and VXUS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VXUS has higher volatility (6.28%) compared to VTPSX (6.11%). In terms of maximum drawdown, VTPSX dropped -35.77% vs VXUS's -35.97%.

VTPSX currently has the higher Sharpe Ratio (2.20 vs 2.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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