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VTRIX vs. VEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTRIX and VEA 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

VTRIX vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Value Fund (VTRIX) and Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%80.00%90.00%NovemberDecember2025FebruaryMarchApril
39.56%
87.62%
VTRIX
VEA

Key characteristics

Sharpe Ratio

VTRIX:

-0.07

VEA:

0.62

Sortino Ratio

VTRIX:

0.03

VEA:

0.99

Omega Ratio

VTRIX:

1.00

VEA:

1.13

Calmar Ratio

VTRIX:

-0.06

VEA:

0.80

Martin Ratio

VTRIX:

-0.16

VEA:

2.41

Ulcer Index

VTRIX:

7.87%

VEA:

4.45%

Daily Std Dev

VTRIX:

18.08%

VEA:

17.30%

Max Drawdown

VTRIX:

-61.63%

VEA:

-60.69%

Current Drawdown

VTRIX:

-10.41%

VEA:

-0.60%

Returns By Period

In the year-to-date period, VTRIX achieves a 4.95% return, which is significantly lower than VEA's 10.15% return. Over the past 10 years, VTRIX has underperformed VEA with an annualized return of 2.92%, while VEA has yielded a comparatively higher 5.34% annualized return.


VTRIX

YTD

4.95%

1M

-1.74%

6M

-5.72%

1Y

-1.25%

5Y*

9.27%

10Y*

2.92%

VEA

YTD

10.15%

1M

1.27%

6M

5.84%

1Y

11.52%

5Y*

11.96%

10Y*

5.34%

*Annualized

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VTRIX vs. VEA - Expense Ratio Comparison

VTRIX has a 0.36% expense ratio, which is higher than VEA's 0.05% expense ratio.


Expense ratio chart for VTRIX: current value is 0.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTRIX: 0.36%
Expense ratio chart for VEA: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEA: 0.05%

Risk-Adjusted Performance

VTRIX vs. VEA — Risk-Adjusted Performance Rank

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

VTRIX
The Risk-Adjusted Performance Rank of VTRIX is 1717
Overall Rank
The Sharpe Ratio Rank of VTRIX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of VTRIX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of VTRIX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of VTRIX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of VTRIX is 1818
Martin Ratio Rank

VEA
The Risk-Adjusted Performance Rank of VEA is 6666
Overall Rank
The Sharpe Ratio Rank of VEA is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VEA is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VEA is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VEA is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VEA is 6565
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.

VTRIX vs. VEA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Value Fund (VTRIX) and Vanguard FTSE Developed Markets ETF (VEA). 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 VTRIX, currently valued at -0.07, compared to the broader market-1.000.001.002.003.00
VTRIX: -0.07
VEA: 0.62
The chart of Sortino ratio for VTRIX, currently valued at 0.03, compared to the broader market-2.000.002.004.006.008.00
VTRIX: 0.03
VEA: 0.99
The chart of Omega ratio for VTRIX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.00
VTRIX: 1.00
VEA: 1.13
The chart of Calmar ratio for VTRIX, currently valued at -0.06, compared to the broader market0.002.004.006.008.0010.00
VTRIX: -0.06
VEA: 0.80
The chart of Martin ratio for VTRIX, currently valued at -0.16, compared to the broader market0.0010.0020.0030.0040.0050.00
VTRIX: -0.16
VEA: 2.41

The current VTRIX Sharpe Ratio is -0.07, which is lower than the VEA Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of VTRIX and VEA, 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 Ratio-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.07
0.62
VTRIX
VEA

Dividends

VTRIX vs. VEA - Dividend Comparison

VTRIX's dividend yield for the trailing twelve months is around 2.72%, less than VEA's 2.98% yield.


TTM20242023202220212020201920182017201620152014
VTRIX
Vanguard International Value Fund
2.72%2.86%2.78%2.75%2.61%1.58%2.96%2.94%1.86%2.29%2.13%2.79%
VEA
Vanguard FTSE Developed Markets ETF
2.98%3.36%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%

Drawdowns

VTRIX vs. VEA - Drawdown Comparison

The maximum VTRIX drawdown since its inception was -61.63%, roughly equal to the maximum VEA drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for VTRIX and VEA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.41%
-0.60%
VTRIX
VEA

Volatility

VTRIX vs. VEA - Volatility Comparison

The current volatility for Vanguard International Value Fund (VTRIX) is 10.63%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 11.52%. This indicates that VTRIX experiences smaller price fluctuations and is considered to be less risky than VEA 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
10.63%
11.52%
VTRIX
VEA