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VTSNX vs. VBTLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTSNX vs. VBTLX - 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 Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). The values are adjusted to include any dividend payments, if applicable.

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VTSNX vs. VBTLX - 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%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
-0.28%7.17%1.26%5.74%-13.16%-1.81%7.72%8.73%-0.25%3.56%

Returns By Period

In the year-to-date period, VTSNX achieves a 1.74% return, which is significantly higher than VBTLX's -0.28% return. Over the past 10 years, VTSNX has outperformed VBTLX with an annualized return of 8.85%, while VBTLX has yielded a comparatively lower 1.62% annualized 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%

VBTLX

1D
0.21%
1M
-1.63%
YTD
-0.28%
6M
0.40%
1Y
3.66%
3Y*
3.51%
5Y*
0.19%
10Y*
1.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTSNX vs. VBTLX - Expense Ratio Comparison

VTSNX has a 0.08% expense ratio, which is higher than VBTLX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VTSNX vs. VBTLX — 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

VBTLX
VBTLX Risk / Return Rank: 4646
Overall Rank
VBTLX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VBTLX Sortino Ratio Rank: 4242
Sortino Ratio Rank
VBTLX Omega Ratio Rank: 3030
Omega Ratio Rank
VBTLX Calmar Ratio Rank: 7070
Calmar Ratio Rank
VBTLX Martin Ratio Rank: 4545
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. VBTLX - 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 Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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.


VTSNXVBTLXDifference

Sharpe ratio

Return per unit of total volatility

1.76

0.92

+0.84

Sortino ratio

Return per unit of downside risk

2.32

1.33

+0.99

Omega ratio

Gain probability vs. loss probability

1.35

1.16

+0.19

Calmar ratio

Return relative to maximum drawdown

2.35

1.66

+0.69

Martin ratio

Return relative to average drawdown

9.23

4.70

+4.53

VTSNX vs. VBTLX - Sharpe Ratio Comparison

The current VTSNX Sharpe Ratio is 1.76, which is higher than the VBTLX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of VTSNX and VBTLX, 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


VTSNXVBTLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

0.92

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.03

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.33

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.76

-0.39

Correlation

The correlation between VTSNX and VBTLX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VTSNX vs. VBTLX - Dividend Comparison

VTSNX's dividend yield for the trailing twelve months is around 2.98%, less than VBTLX's 3.61% 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%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.61%3.87%3.69%3.10%2.59%1.96%2.39%2.74%2.57%2.56%2.53%2.82%

Drawdowns

VTSNX vs. VBTLX - Drawdown Comparison

The maximum VTSNX drawdown since its inception was -35.72%, which is greater than VBTLX's maximum drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for VTSNX and VBTLX.


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Drawdown Indicators


VTSNXVBTLXDifference

Max Drawdown

Largest peak-to-trough decline

-35.72%

-18.81%

-16.91%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-2.73%

-8.56%

Max Drawdown (5Y)

Largest decline over 5 years

-29.55%

-18.14%

-11.41%

Max Drawdown (10Y)

Largest decline over 10 years

-35.72%

-18.81%

-16.91%

Current Drawdown

Current decline from peak

-8.81%

-2.86%

-5.95%

Average Drawdown

Average peak-to-trough decline

-8.16%

-2.67%

-5.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

0.97%

+1.91%

Volatility

VTSNX vs. VBTLX - Volatility Comparison

Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a higher volatility of 7.48% compared to Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) at 1.55%. This indicates that VTSNX's price experiences larger fluctuations and is considered to be riskier than VBTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTSNXVBTLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.48%

1.55%

+5.93%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

2.59%

+8.23%

Volatility (1Y)

Calculated over the trailing 1-year period

15.73%

4.36%

+11.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.84%

5.98%

+8.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

4.97%

+10.88%