VTSNX vs. DOXFX
Compare and contrast key facts about Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) and Dodge & Cox International Stock X (DOXFX).
VTSNX is managed by Vanguard. It was launched on Nov 29, 2010. DOXFX is managed by Dodge & Cox. It was launched on Jan 5, 2001.
Performance
VTSNX vs. DOXFX - Performance Comparison
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VTSNX vs. DOXFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 1.74% | 32.24% | 5.38% | 15.29% | -1.16% |
DOXFX Dodge & Cox International Stock X | 0.79% | 38.90% | 3.85% | 16.81% | -0.58% |
Returns By Period
In the year-to-date period, VTSNX achieves a 1.74% return, which is significantly higher than DOXFX's 0.79% return.
VTSNX
- 1D
- 2.80%
- 1M
- -7.28%
- YTD
- 1.74%
- 6M
- 5.73%
- 1Y
- 27.11%
- 3Y*
- 15.29%
- 5Y*
- 7.23%
- 10Y*
- 8.85%
DOXFX
- 1D
- 2.60%
- 1M
- -7.06%
- YTD
- 0.79%
- 6M
- 5.41%
- 1Y
- 27.20%
- 3Y*
- 16.94%
- 5Y*
- —
- 10Y*
- —
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VTSNX vs. DOXFX - Expense Ratio Comparison
VTSNX has a 0.08% expense ratio, which is lower than DOXFX's 0.52% expense ratio.
Return for Risk
VTSNX vs. DOXFX — Risk / Return Rank
VTSNX
DOXFX
VTSNX vs. DOXFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) and Dodge & Cox International Stock X (DOXFX). 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.
| VTSNX | DOXFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 1.84 | -0.08 |
Sortino ratioReturn per unit of downside risk | 2.32 | 2.36 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.37 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.35 | 2.32 | +0.03 |
Martin ratioReturn relative to average drawdown | 9.23 | 8.82 | +0.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTSNX | DOXFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.84 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 1.25 | -0.88 |
Correlation
The correlation between VTSNX and DOXFX is 0.92, 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.
Dividends
VTSNX vs. DOXFX - Dividend Comparison
VTSNX's dividend yield for the trailing twelve months is around 2.98%, less than DOXFX's 5.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 2.98% | 3.17% | 3.36% | 3.24% | 3.08% | 3.08% | 2.13% | 3.16% | 3.19% | 2.75% | 2.95% | 2.86% |
DOXFX Dodge & Cox International Stock X | 5.11% | 5.15% | 2.36% | 2.38% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VTSNX vs. DOXFX - Drawdown Comparison
The maximum VTSNX drawdown since its inception was -35.72%, which is greater than DOXFX's maximum drawdown of -14.41%. Use the drawdown chart below to compare losses from any high point for VTSNX and DOXFX.
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Drawdown Indicators
| VTSNX | DOXFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.72% | -14.41% | -21.31% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -11.42% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -29.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.72% | — | — |
Current DrawdownCurrent decline from peak | -8.81% | -8.54% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -8.16% | -2.76% | -5.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 3.01% | -0.13% |
Volatility
VTSNX vs. DOXFX - Volatility Comparison
Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a higher volatility of 7.48% compared to Dodge & Cox International Stock X (DOXFX) at 7.08%. This indicates that VTSNX's price experiences larger fluctuations and is considered to be riskier than DOXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTSNX | DOXFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.48% | 7.08% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 9.98% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.73% | 15.13% | +0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 13.82% | +1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 13.82% | +2.03% |