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VTSNX vs. VITPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTSNX vs. VITPX - 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 Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTSNX achieves a 2.75% return, which is significantly higher than VITPX's -3.12% return. Over the past 10 years, VTSNX has underperformed VITPX with an annualized return of 8.98%, while VITPX has yielded a comparatively higher 13.81% annualized return.


VTSNX

1D
-0.65%
1M
-1.98%
YTD
2.75%
6M
5.87%
1Y
38.54%
3Y*
15.45%
5Y*
7.44%
10Y*
8.98%

VITPX

1D
0.17%
1M
-3.36%
YTD
-3.12%
6M
-1.27%
1Y
31.89%
3Y*
18.63%
5Y*
11.01%
10Y*
13.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTSNX vs. VITPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTSNX
Vanguard Total International Stock Index Fund Institutional Shares
2.75%32.24%5.38%15.29%-15.99%8.64%11.27%21.69%-14.41%27.54%
VITPX
Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares
-3.12%17.17%25.43%26.01%-19.48%25.76%20.95%30.87%-5.59%20.51%

Correlation

The correlation between VTSNX and VITPX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


VTSNX vs. VITPX - Expense Ratio Comparison

VTSNX has a 0.08% expense ratio, which is higher than VITPX's 0.02% 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%.


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Return for Risk

VTSNX vs. VITPX — Risk / Return Rank

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

VTSNX
VTSNX Risk / Return Rank: 8383
Overall Rank
VTSNX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VTSNX Sortino Ratio Rank: 8282
Sortino Ratio Rank
VTSNX Omega Ratio Rank: 8282
Omega Ratio Rank
VTSNX Calmar Ratio Rank: 8585
Calmar Ratio Rank
VTSNX Martin Ratio Rank: 8282
Martin Ratio Rank

VITPX
VITPX Risk / Return Rank: 4646
Overall Rank
VITPX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VITPX Sortino Ratio Rank: 4242
Sortino Ratio Rank
VITPX Omega Ratio Rank: 4444
Omega Ratio Rank
VITPX Calmar Ratio Rank: 4646
Calmar Ratio Rank
VITPX Martin Ratio Rank: 5858
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. VITPX - 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 Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX). 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.


VTSNXVITPXDifference

Sharpe ratio

Return per unit of total volatility

1.78

0.96

+0.82

Sortino ratio

Return per unit of downside risk

2.36

1.48

+0.88

Omega ratio

Gain probability vs. loss probability

1.35

1.22

+0.13

Calmar ratio

Return relative to maximum drawdown

2.51

1.52

+1.00

Martin ratio

Return relative to average drawdown

9.60

7.14

+2.46

VTSNX vs. VITPX - Sharpe Ratio Comparison

The current VTSNX Sharpe Ratio is 1.78, which is higher than the VITPX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of VTSNX and VITPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VTSNXVITPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

0.96

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.64

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.75

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.48

-0.10

Drawdowns

VTSNX vs. VITPX - Drawdown Comparison

The maximum VTSNX drawdown since its inception was -35.72%, smaller than the maximum VITPX drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for VTSNX and VITPX.


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Drawdown Indicators


VTSNXVITPXDifference

Max Drawdown

Largest peak-to-trough decline

-35.72%

-55.28%

+19.56%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-8.92%

-2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-29.55%

-25.31%

-4.24%

Max Drawdown (10Y)

Largest decline over 10 years

-35.72%

-34.99%

-0.73%

Current Drawdown

Current decline from peak

-7.90%

-5.39%

-2.51%

Average Drawdown

Average peak-to-trough decline

-8.16%

-8.07%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

2.63%

+0.32%

Volatility

VTSNX vs. VITPX - Volatility Comparison

Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a higher volatility of 6.90% compared to Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX) at 5.44%. This indicates that VTSNX's price experiences larger fluctuations and is considered to be riskier than VITPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTSNXVITPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

5.44%

+1.46%

Volatility (6M)

Calculated over the trailing 6-month period

10.93%

9.81%

+1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

15.79%

18.62%

-2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

17.35%

-2.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

18.39%

-2.54%

Dividends

VTSNX vs. VITPX - Dividend Comparison

VTSNX's dividend yield for the trailing twelve months is around 2.95%, more than VITPX's 2.59% yield.


TTM20252024202320222021202020192018201720162015
VTSNX
Vanguard Total International Stock Index Fund Institutional Shares
2.95%3.17%3.36%3.24%3.08%3.08%2.13%3.16%3.19%2.75%2.95%2.86%
VITPX
Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares
2.59%2.64%4.14%2.41%6.48%5.38%11.57%2.91%3.93%1.90%2.80%2.30%