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VTRIX vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

VTRIX vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Value Fund (VTRIX) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


VTRIX

1D
0.19%
1M
2.24%
YTD
14.22%
6M
16.64%
1Y
31.53%
3Y*
16.67%
5Y*
7.72%
10Y*
9.33%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTRIX vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTRIX
Vanguard International Value Fund
14.22%29.87%0.86%16.13%-11.67%7.93%8.96%20.39%-14.52%27.98%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

VTRIX vs. USD=X — Risk / Return Rank

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

VTRIX
VTRIX Risk / Return Rank: 5858
Overall Rank
VTRIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VTRIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
VTRIX Omega Ratio Rank: 5959
Omega Ratio Rank
VTRIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
VTRIX Martin Ratio Rank: 5252
Martin Ratio Rank

USD=X
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.

VTRIX vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Value Fund (VTRIX) and USD Cash (USD=X). 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.


VTRIXUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

2.77

Martin ratioReturn relative to average drawdown

10.29

VTRIX vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VTRIXUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

Drawdowns

VTRIX vs. USD=X - Drawdown Comparison

The maximum VTRIX drawdown since its inception was -59.39%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VTRIX and USD=X.


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Drawdown Indicators


VTRIXUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-59.39%

0.00%

-59.39%

Max Drawdown (1Y)

Largest decline over 1 year

-11.42%

0.00%

-11.42%

Max Drawdown (3Y)

Largest decline over 3 years

-16.78%

0.00%

-16.78%

Max Drawdown (5Y)

Largest decline over 5 years

-28.13%

0.00%

-28.13%

Max Drawdown (10Y)

Largest decline over 10 years

-38.26%

0.00%

-38.26%

Current Drawdown

Current decline from peak

-0.61%

0.00%

-0.61%

Average Drawdown

Average peak-to-trough decline

-13.88%

0.00%

-13.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

0.00%

+3.07%

Volatility

VTRIX vs. USD=X - Volatility Comparison

Vanguard International Value Fund (VTRIX) has a higher volatility of 4.13% compared to USD Cash (USD=X) at 0.00%. This indicates that VTRIX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTRIXUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

0.00%

+4.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.93%

0.00%

+10.93%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

0.00%

+13.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.84%

0.00%

+15.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

0.00%

+16.55%

Frequently Asked Questions


VTRIX has higher volatility (4.13%) compared to USD=X (0.00%). In terms of maximum drawdown, VTRIX dropped -59.39% vs USD=X's 0.00%.

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