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

Correlation

The correlation between VTRIX and VIHAX is 0.73, 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. VIHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Value Fund (VTRIX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VTRIX:

-0.04

VIHAX:

1.01

Sortino Ratio

VTRIX:

0.13

VIHAX:

1.46

Omega Ratio

VTRIX:

1.02

VIHAX:

1.21

Calmar Ratio

VTRIX:

0.01

VIHAX:

1.24

Martin Ratio

VTRIX:

0.01

VIHAX:

4.23

Ulcer Index

VTRIX:

8.09%

VIHAX:

3.60%

Daily Std Dev

VTRIX:

18.07%

VIHAX:

14.64%

Max Drawdown

VTRIX:

-61.63%

VIHAX:

-39.72%

Current Drawdown

VTRIX:

-4.85%

VIHAX:

0.00%

Returns By Period

In the year-to-date period, VTRIX achieves a 11.47% return, which is significantly lower than VIHAX's 15.88% return.


VTRIX

YTD

11.47%

1M

10.50%

6M

4.09%

1Y

-1.17%

5Y*

9.77%

10Y*

3.55%

VIHAX

YTD

15.88%

1M

6.94%

6M

14.68%

1Y

13.97%

5Y*

15.28%

10Y*

N/A

*Annualized

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VTRIX vs. VIHAX - Expense Ratio Comparison

VTRIX has a 0.36% expense ratio, which is higher than VIHAX's 0.22% expense ratio.


Risk-Adjusted Performance

VTRIX vs. VIHAX — 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 1616
Overall Rank
The Sharpe Ratio Rank of VTRIX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of VTRIX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of VTRIX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of VTRIX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of VTRIX is 1616
Martin Ratio Rank

VIHAX
The Risk-Adjusted Performance Rank of VIHAX is 8282
Overall Rank
The Sharpe Ratio Rank of VIHAX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VIHAX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VIHAX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VIHAX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VIHAX is 8282
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. VIHAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Value Fund (VTRIX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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 current VTRIX Sharpe Ratio is -0.04, which is lower than the VIHAX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of VTRIX and VIHAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VTRIX vs. VIHAX - Dividend Comparison

VTRIX's dividend yield for the trailing twelve months is around 2.56%, less than VIHAX's 4.20% yield.


TTM20242023202220212020201920182017201620152014
VTRIX
Vanguard International Value Fund
2.56%2.86%2.78%2.75%2.61%1.58%2.96%2.94%1.86%2.29%2.13%2.79%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
4.20%4.85%4.59%4.70%4.30%3.22%4.20%4.28%3.16%2.37%0.00%0.00%

Drawdowns

VTRIX vs. VIHAX - Drawdown Comparison

The maximum VTRIX drawdown since its inception was -61.63%, which is greater than VIHAX's maximum drawdown of -39.72%. Use the drawdown chart below to compare losses from any high point for VTRIX and VIHAX. For additional features, visit the drawdowns tool.


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Volatility

VTRIX vs. VIHAX - Volatility Comparison

Vanguard International Value Fund (VTRIX) has a higher volatility of 3.08% compared to Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) at 2.66%. This indicates that VTRIX's price experiences larger fluctuations and is considered to be riskier than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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