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VTSNX vs. IIIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTSNX vs. IIIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) and Voya International Index Portfolio (IIIIX). The values are adjusted to include any dividend payments, if applicable.

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VTSNX vs. IIIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTSNX
Vanguard Total International Stock Index Fund Institutional Shares
1.74%32.24%5.38%15.29%-15.99%8.64%11.27%21.69%-14.41%27.54%
IIIIX
Voya International Index Portfolio
0.92%30.88%3.03%17.70%-14.60%10.83%7.87%21.37%-13.73%24.91%

Returns By Period

In the year-to-date period, VTSNX achieves a 1.74% return, which is significantly higher than IIIIX's 0.92% return. Both investments have delivered pretty close results over the past 10 years, with VTSNX having a 8.85% annualized return and IIIIX not far behind at 8.43%.


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%

IIIIX

1D
3.02%
1M
-6.47%
YTD
0.92%
6M
4.68%
1Y
22.09%
3Y*
13.87%
5Y*
7.72%
10Y*
8.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTSNX vs. IIIIX - Expense Ratio Comparison

VTSNX has a 0.08% expense ratio, which is lower than IIIIX's 0.45% expense ratio.


Return for Risk

VTSNX vs. IIIIX — Risk / Return Rank

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

VTSNX
VTSNX Risk / Return Rank: 8686
Overall Rank
VTSNX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VTSNX Sortino Ratio Rank: 8686
Sortino Ratio Rank
VTSNX Omega Ratio Rank: 8484
Omega Ratio Rank
VTSNX Calmar Ratio Rank: 8888
Calmar Ratio Rank
VTSNX Martin Ratio Rank: 8686
Martin Ratio Rank

IIIIX
IIIIX Risk / Return Rank: 6565
Overall Rank
IIIIX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IIIIX Sortino Ratio Rank: 7070
Sortino Ratio Rank
IIIIX Omega Ratio Rank: 6565
Omega Ratio Rank
IIIIX Calmar Ratio Rank: 5858
Calmar Ratio Rank
IIIIX Martin Ratio Rank: 6161
Martin Ratio Rank
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.

VTSNX vs. IIIIX - 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 Voya International Index Portfolio (IIIIX). 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.


VTSNXIIIIXDifference

Sharpe ratio

Return per unit of total volatility

1.76

1.33

+0.43

Sortino ratio

Return per unit of downside risk

2.32

1.88

+0.44

Omega ratio

Gain probability vs. loss probability

1.35

1.26

+0.09

Calmar ratio

Return relative to maximum drawdown

2.35

1.54

+0.81

Martin ratio

Return relative to average drawdown

9.23

6.36

+2.87

VTSNX vs. IIIIX - Sharpe Ratio Comparison

The current VTSNX Sharpe Ratio is 1.76, which is higher than the IIIIX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of VTSNX and IIIIX, 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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Sharpe Ratios by Period


VTSNXIIIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

1.33

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.48

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.50

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.24

+0.14

Correlation

The correlation between VTSNX and IIIIX is 0.96, 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. IIIIX - Dividend Comparison

VTSNX's dividend yield for the trailing twelve months is around 2.98%, more than IIIIX's 2.20% yield.


TTM20252024202320222021202020192018201720162015
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%
IIIIX
Voya International Index Portfolio
2.20%2.22%2.94%4.82%3.64%2.02%2.43%2.90%3.21%2.21%3.12%3.29%

Drawdowns

VTSNX vs. IIIIX - Drawdown Comparison

The maximum VTSNX drawdown since its inception was -35.72%, smaller than the maximum IIIIX drawdown of -58.10%. Use the drawdown chart below to compare losses from any high point for VTSNX and IIIIX.


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Drawdown Indicators


VTSNXIIIIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.72%

-58.10%

+22.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-11.58%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-29.55%

-29.79%

+0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-35.72%

-34.34%

-1.38%

Current Drawdown

Current decline from peak

-8.81%

-8.38%

-0.43%

Average Drawdown

Average peak-to-trough decline

-8.16%

-12.51%

+4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

3.31%

-0.43%

Volatility

VTSNX vs. IIIIX - Volatility Comparison

The current volatility for Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) is 7.48%, while Voya International Index Portfolio (IIIIX) has a volatility of 7.89%. This indicates that VTSNX experiences smaller price fluctuations and is considered to be less risky than IIIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTSNXIIIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.48%

7.89%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

11.84%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

15.73%

19.07%

-3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.84%

16.60%

-1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

16.94%

-1.09%