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

Correlation

The correlation between VTRIX and VIGI is 0.88, 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.


-0.50.00.51.00.9

Performance

VTRIX vs. VIGI - Performance Comparison

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

50.00%60.00%70.00%80.00%90.00%100.00%110.00%AugustSeptemberOctoberNovemberDecember2025
59.39%
92.25%
VTRIX
VIGI

Key characteristics

Sharpe Ratio

VTRIX:

0.04

VIGI:

0.43

Sortino Ratio

VTRIX:

0.14

VIGI:

0.67

Omega Ratio

VTRIX:

1.02

VIGI:

1.08

Calmar Ratio

VTRIX:

0.03

VIGI:

0.45

Martin Ratio

VTRIX:

0.10

VIGI:

1.21

Ulcer Index

VTRIX:

5.41%

VIGI:

4.05%

Daily Std Dev

VTRIX:

14.36%

VIGI:

11.42%

Max Drawdown

VTRIX:

-61.63%

VIGI:

-31.01%

Current Drawdown

VTRIX:

-13.82%

VIGI:

-9.48%

Returns By Period

In the year-to-date period, VTRIX achieves a 0.96% return, which is significantly higher than VIGI's 0.26% return.


VTRIX

YTD

0.96%

1M

1.17%

6M

-7.73%

1Y

-0.52%

5Y*

2.49%

10Y*

3.62%

VIGI

YTD

0.26%

1M

-0.20%

6M

-3.25%

1Y

4.42%

5Y*

4.59%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VTRIX vs. VIGI - Expense Ratio Comparison

VTRIX has a 0.36% expense ratio, which is higher than VIGI's 0.15% expense ratio.


VTRIX
Vanguard International Value Fund
Expense ratio chart for VTRIX: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for VIGI: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

VTRIX vs. VIGI — 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 66
Overall Rank
The Sharpe Ratio Rank of VTRIX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of VTRIX is 66
Sortino Ratio Rank
The Omega Ratio Rank of VTRIX is 66
Omega Ratio Rank
The Calmar Ratio Rank of VTRIX is 66
Calmar Ratio Rank
The Martin Ratio Rank of VTRIX is 66
Martin Ratio Rank

VIGI
The Risk-Adjusted Performance Rank of VIGI is 1717
Overall Rank
The Sharpe Ratio Rank of VIGI is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGI is 1515
Sortino Ratio Rank
The Omega Ratio Rank of VIGI is 1515
Omega Ratio Rank
The Calmar Ratio Rank of VIGI is 2424
Calmar Ratio Rank
The Martin Ratio Rank of VIGI is 1515
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. 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.


Sharpe ratio
The chart of Sharpe ratio for VTRIX, currently valued at 0.04, compared to the broader market-1.000.001.002.003.004.000.040.43
The chart of Sortino ratio for VTRIX, currently valued at 0.14, compared to the broader market0.005.0010.000.140.67
The chart of Omega ratio for VTRIX, currently valued at 1.02, compared to the broader market1.002.003.004.001.021.08
The chart of Calmar ratio for VTRIX, currently valued at 0.03, compared to the broader market0.005.0010.0015.0020.000.030.45
The chart of Martin ratio for VTRIX, currently valued at 0.10, compared to the broader market0.0020.0040.0060.0080.000.101.21
VTRIX
VIGI

The current VTRIX Sharpe Ratio is 0.04, which is lower than the VIGI Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of VTRIX and VIGI, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.04
0.43
VTRIX
VIGI

Dividends

VTRIX vs. VIGI - Dividend Comparison

VTRIX's dividend yield for the trailing twelve months is around 2.83%, more than VIGI's 1.93% yield.


TTM20242023202220212020201920182017201620152014
VTRIX
Vanguard International Value Fund
2.83%2.86%2.78%2.75%2.61%1.58%2.96%2.94%1.86%2.29%2.13%2.79%
VIGI
Vanguard International Dividend Appreciation ETF
1.93%1.93%1.92%2.06%7.02%1.29%2.50%1.99%1.75%0.98%0.00%0.00%

Drawdowns

VTRIX vs. VIGI - Drawdown Comparison

The maximum VTRIX drawdown since its inception was -61.63%, 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.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-13.82%
-9.48%
VTRIX
VIGI

Volatility

VTRIX vs. VIGI - Volatility Comparison

Vanguard International Value Fund (VTRIX) has a higher volatility of 8.21% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 3.50%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
8.21%
3.50%
VTRIX
VIGI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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