VTRIX vs. VIGI
Compare and contrast key facts about Vanguard International Value Fund (VTRIX) and Vanguard International Dividend Appreciation ETF (VIGI).
VTRIX is managed by Vanguard. It was launched on May 16, 1983. VIGI is a passively managed fund by Vanguard that tracks the performance of the NASDAQ International DividendAchieversSelect Index. It was launched on Feb 25, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTRIX or VIGI.
Performance
VTRIX vs. VIGI - Performance Comparison
Returns By Period
In the year-to-date period, VTRIX achieves a 2.33% return, which is significantly lower than VIGI's 4.33% return.
VTRIX
2.33%
-5.23%
-5.06%
8.81%
5.12%
4.28%
VIGI
4.33%
-5.80%
0.97%
12.96%
6.24%
N/A
Key characteristics
| VTRIX | VIGI | |
|---|---|---|
| Sharpe Ratio | 0.65 | 1.12 |
| Sortino Ratio | 0.99 | 1.65 |
| Omega Ratio | 1.12 | 1.19 |
| Calmar Ratio | 0.91 | 1.02 |
| Martin Ratio | 2.95 | 5.31 |
| Ulcer Index | 2.78% | 2.42% |
| Daily Std Dev | 12.59% | 11.45% |
| Max Drawdown | -59.40% | -31.01% |
| Current Drawdown | -8.59% | -8.31% |
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VTRIX vs. VIGI - Expense Ratio Comparison
VTRIX has a 0.36% expense ratio, which is higher than VIGI's 0.15% expense ratio.
Correlation
The correlation between VTRIX and VIGI is 0.89, 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.
Risk-Adjusted Performance
VTRIX vs. VIGI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International Value Fund (VTRIX) and Vanguard International Dividend Appreciation ETF (VIGI). 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. VIGI - Dividend Comparison
VTRIX's dividend yield for the trailing twelve months is around 2.72%, more than VIGI's 2.03% 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% |
VIGI Vanguard International Dividend Appreciation ETF | 2.03% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 0.98% | 0.00% | 0.00% | 0.00% |
Drawdowns
VTRIX vs. VIGI - Drawdown Comparison
The maximum VTRIX drawdown since its inception was -59.40%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for VTRIX and VIGI. For additional features, visit the drawdowns tool.
Volatility
VTRIX vs. VIGI - Volatility Comparison
Vanguard International Value Fund (VTRIX) has a higher volatility of 4.39% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 3.37%. This indicates that VTRIX's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.