VTRIX vs. VEA
Compare and contrast key facts about Vanguard International Value Fund (VTRIX) and Vanguard FTSE Developed Markets ETF (VEA).
VTRIX is managed by Vanguard. It was launched on May 16, 1983. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTRIX or VEA.
Key characteristics
| VTRIX | VEA | |
|---|---|---|
| YTD Return | 2.33% | 4.20% |
| 1Y Return | 8.81% | 12.52% |
| 3Y Return (Ann) | 1.06% | 0.93% |
| 5Y Return (Ann) | 5.12% | 5.65% |
| 10Y Return (Ann) | 4.28% | 5.23% |
| Sharpe Ratio | 0.65 | 0.96 |
| Sortino Ratio | 0.99 | 1.38 |
| Omega Ratio | 1.12 | 1.17 |
| Calmar Ratio | 0.91 | 1.24 |
| Martin Ratio | 2.95 | 4.78 |
| Ulcer Index | 2.78% | 2.57% |
| Daily Std Dev | 12.59% | 12.84% |
| Max Drawdown | -59.40% | -60.70% |
| Current Drawdown | -8.59% | -8.03% |
Correlation
The correlation between VTRIX and VEA is 0.96, 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
VTRIX vs. VEA - Performance Comparison
In the year-to-date period, VTRIX achieves a 2.33% return, which is significantly lower than VEA's 4.20% return. Over the past 10 years, VTRIX has underperformed VEA with an annualized return of 4.28%, while VEA has yielded a comparatively higher 5.23% annualized return. 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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VTRIX vs. VEA - Expense Ratio Comparison
VTRIX has a 0.36% expense ratio, which is higher than VEA's 0.05% expense ratio.
Risk-Adjusted Performance
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.
Dividends
VTRIX vs. VEA - Dividend Comparison
VTRIX's dividend yield for the trailing twelve months is around 2.72%, less than VEA's 3.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTRIX Vanguard International Value Fund | 2.72% | 2.78% | 2.75% | 2.61% | 1.58% | 2.96% | 2.94% | 1.86% | 2.29% | 2.13% | 2.79% | 1.86% |
VEA Vanguard FTSE Developed Markets ETF | 3.06% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
VTRIX vs. VEA - Drawdown Comparison
The maximum VTRIX drawdown since its inception was -59.40%, roughly equal to the maximum VEA drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for VTRIX and VEA. For additional features, visit the drawdowns tool.
Volatility
VTRIX vs. VEA - Volatility Comparison
Vanguard International Value Fund (VTRIX) has a higher volatility of 4.39% compared to Vanguard FTSE Developed Markets ETF (VEA) at 3.73%. This indicates that VTRIX's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.