VTSNX vs. VEA
Compare and contrast key facts about Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) and Vanguard FTSE Developed Markets ETF (VEA).
VTSNX is managed by Vanguard. It was launched on Nov 29, 2010. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTSNX or VEA.
Key characteristics
| VTSNX | VEA | |
|---|---|---|
| YTD Return | 9.03% | 6.79% |
| 1Y Return | 20.26% | 18.86% |
| 3Y Return (Ann) | 1.25% | 1.54% |
| 5Y Return (Ann) | 5.82% | 6.20% |
| 10Y Return (Ann) | 5.14% | 5.52% |
| Sharpe Ratio | 1.65 | 1.45 |
| Sortino Ratio | 2.32 | 2.05 |
| Omega Ratio | 1.29 | 1.26 |
| Calmar Ratio | 1.36 | 1.49 |
| Martin Ratio | 9.43 | 8.01 |
| Ulcer Index | 2.12% | 2.35% |
| Daily Std Dev | 12.14% | 12.99% |
| Max Drawdown | -35.78% | -60.70% |
| Current Drawdown | -4.76% | -5.74% |
Correlation
The correlation between VTSNX and VEA is 0.97, 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
VTSNX vs. VEA - Performance Comparison
In the year-to-date period, VTSNX achieves a 9.03% return, which is significantly higher than VEA's 6.79% return. Over the past 10 years, VTSNX has underperformed VEA with an annualized return of 5.14%, while VEA has yielded a comparatively higher 5.52% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VTSNX vs. VEA - Expense Ratio Comparison
VTSNX has a 0.08% expense ratio, which is higher than VEA'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%.
Risk-Adjusted Performance
VTSNX vs. VEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) and Vanguard FTSE Developed Markets ETF (VEA). 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.
Dividends
VTSNX vs. VEA - Dividend Comparison
VTSNX's dividend yield for the trailing twelve months is around 2.93%, less than VEA's 2.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 2.93% | 3.24% | 3.08% | 3.08% | 2.13% | 3.07% | 3.19% | 2.75% | 2.95% | 2.86% | 3.42% | 2.72% |
VEA Vanguard FTSE Developed Markets ETF | 2.99% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
VTSNX vs. VEA - Drawdown Comparison
The maximum VTSNX drawdown since its inception was -35.78%, smaller than the maximum VEA drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for VTSNX and VEA. For additional features, visit the drawdowns tool.
Volatility
VTSNX vs. VEA - Volatility Comparison
Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) and Vanguard FTSE Developed Markets ETF (VEA) have volatilities of 3.71% and 3.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.