VTRIX vs. VTABX

Last updated Jun 13, 2026

VTRIX (Vanguard International Value Fund) and VTABX (Vanguard Total International Bond Index Fund Admiral Shares) are both mutual funds - VTRIX is a Foreign Large Cap Equities fund managed by Vanguard, while VTABX is a Global Bonds fund tracking the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index Hedged. Over the past 10 years, VTRIX returned 9.68%/yr vs 1.77%/yr for VTABX. At a correlation of -0.01, they often move in opposite directions. VTRIX charges 0.36%/yr vs 0.10%/yr for VTABX.

Performance

VTRIX vs. VTABX - Performance Comparison

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

Returns By Period

In the year-to-date period, VTRIX achieves a 13.32% return, which is significantly higher than VTABX's 0.56% return. Over the past 10 years, VTRIX has outperformed VTABX with an annualized return of 9.68%, while VTABX has yielded a comparatively lower 1.77% annualized return.

VTRIX

• 1D: 2.37%
• 1M: 1.35%
• YTD: 13.32%
• 6M: 14.90%
• 1Y: 30.50%
• 3Y*: 15.74%
• 5Y*: 7.66%
• 10Y*: 9.68%

VTABX

• 1D: 0.42%
• 1M: 0.76%
• YTD: 0.56%
• 6M: 0.91%
• 1Y: 1.74%
• 3Y*: 4.15%
• 5Y*: 0.30%
• 10Y*: 1.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VTRIX vs. VTABX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VTRIX Vanguard International Value Fund	13.32%	29.87%	0.86%	16.13%	-11.67%	7.93%	8.96%	20.39%	-14.52%	27.98%
VTABX Vanguard Total International Bond Index Fund Admiral Shares	0.56%	2.96%	3.92%	8.77%	-12.92%	-2.22%	4.54%	8.83%	2.97%	2.39%

Correlation

The correlation between VTRIX and VTABX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (10Y) Calculated over the trailing 10-year period	0.02
Correlation (All Time) Calculated using the full available price history since Jun 4, 2013	-0.01

The correlation between VTRIX and VTABX shifts across timeframes, from -0.01 (all time) to 0.43 (1 year), reflecting how their relationship changes across market environments.

VTRIX vs. VTABX - Sectors Allocation Comparison

Sectors	VTRIX	VTABX
Financial Services	26.4%	0.0%
Technology	14.7%	100.0%
Consumer Cyclical	13.3%	-
Industrials	13.3%	0.0%
Healthcare	9.0%	0.0%
Consumer Defensive	8.0%	-
Basic Materials	6.3%	-
Energy	4.6%	0.0%
Communication Services	2.6%	0.0%
Real Estate	1.5%	0.0%
Utilities	0.3%	0.0%

Return for Risk

VTRIX vs. VTABX — Risk / Return Rank

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

VTRIX

VTRIX Risk / Return Rank: 69
VTRIX Sharpe Ratio Rank: 75
VTRIX Sortino Ratio Rank: 73
VTRIX Omega Ratio Rank: 70
VTRIX Calmar Ratio Rank: 66
VTRIX Martin Ratio Rank: 59

VTABX

VTABX Risk / Return Rank: 11
VTABX Sharpe Ratio Rank: 11
VTABX Sortino Ratio Rank: 11
VTABX Omega Ratio Rank: 11
VTABX Calmar Ratio Rank: 10
VTABX Martin Ratio Rank: 10

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VTRIX vs. VTABX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Value Fund (VTRIX) and Vanguard Total International Bond Index Fund Admiral Shares (VTABX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VTRIX	VTABX	Difference
Sharpe ratio: Return per unit of total volatility	2.04	0.64	+1.41
Sortino ratio: Return per unit of downside risk	2.83	0.92	+1.91
Omega ratio: Gain probability vs. loss probability	1.37	1.11	+0.25
Calmar ratio: Return relative to maximum drawdown	2.56	0.67	+1.89
Martin ratio: Return relative to average drawdown	9.44	1.84	+7.59

VTRIX vs. VTABX - Sharpe Ratio Comparison

The current VTRIX Sharpe Ratio is 2.04, which is higher than the VTABX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of VTRIX and VTABX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VTRIX vs. VTABX - Drawdown Comparison

The maximum VTRIX drawdown since its inception was -59.39%, which is greater than VTABX's maximum drawdown of -16.16%. Use the drawdown chart below to compare losses from any high point for VTRIX and VTABX.

Drawdown Indicators

	VTRIX	VTABX	Difference
Max Drawdown Largest peak-to-trough decline	-59.39%	-16.16%	-43.23%
Max Drawdown (1Y) Largest decline over 1 year	-11.42%	-2.90%	-8.52%
Max Drawdown (3Y) Largest decline over 3 years	-16.78%	-2.90%	-13.88%
Max Drawdown (5Y) Largest decline over 5 years	-27.54%	-15.81%	-11.73%
Max Drawdown (10Y) Largest decline over 10 years	-38.26%	-16.16%	-22.10%
Current Drawdown Current decline from peak	-1.39%	-1.30%	-0.09%
Average Drawdown Average peak-to-trough decline	-13.87%	-3.04%	-10.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.09%	1.06%	+2.03%

Volatility

VTRIX vs. VTABX - Volatility Comparison

Vanguard International Value Fund (VTRIX) has a higher volatility of 4.86% compared to Vanguard Total International Bond Index Fund Admiral Shares (VTABX) at 1.27%. This indicates that VTRIX's price experiences larger fluctuations and is considered to be riskier than VTABX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VTRIX	VTABX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.86%	1.27%	+3.59%
Volatility (6M) Calculated over the trailing 6-month period	11.48%	2.61%	+8.87%
Volatility (1Y) Calculated over the trailing 1-year period	14.31%	3.08%	+11.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.92%	4.45%	+11.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.56%	3.62%	+12.94%

VTRIX vs. VTABX - Expense Ratio Comparison

VTRIX has a 0.36% expense ratio, which is higher than VTABX's 0.10% expense ratio.

Dividends

VTRIX vs. VTABX - Dividend Comparison

VTRIX's dividend yield for the trailing twelve months is around 15.97%, more than VTABX's 4.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VTABX Vanguard Total International Bond Index Fund Admiral Shares	4.46%	4.36%	4.33%	4.39%	1.48%	3.70%	1.08%	4.28%	3.00%	2.23%	1.80%	1.64%
VTRIX Vanguard International Value Fund	15.97%	18.10%	8.53%	2.78%	2.75%	4.35%	1.58%	2.96%	6.24%	1.86%	2.29%	2.13%

Frequently Asked Questions

Can I hold both VTRIX and VTABX in my portfolio?

VTRIX and VTABX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VTRIX or VTABX?

VTRIX has higher volatility (4.86%) compared to VTABX (1.27%). In terms of maximum drawdown, VTRIX dropped -59.39% vs VTABX's -16.16%.

Which has better risk-adjusted returns?

VTRIX currently has the higher Sharpe Ratio (2.04 vs 0.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.