VTSNX vs. VTIFX
Compare and contrast key facts about Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) and Vanguard Total International Bond Index Fund Institutional Shares (VTIFX).
VTSNX is managed by Vanguard. It was launched on Nov 29, 2010. VTIFX is managed by Vanguard. It was launched on May 31, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTSNX or VTIFX.
Key characteristics
| VTSNX | VTIFX | |
|---|---|---|
| YTD Return | 8.83% | 3.27% |
| 1Y Return | 19.49% | 8.57% |
| 3Y Return (Ann) | 1.13% | -1.04% |
| 5Y Return (Ann) | 5.93% | -0.12% |
| 10Y Return (Ann) | 5.13% | 1.99% |
| Sharpe Ratio | 1.65 | 2.22 |
| Sortino Ratio | 2.32 | 3.47 |
| Omega Ratio | 1.29 | 1.40 |
| Calmar Ratio | 1.40 | 0.68 |
| Martin Ratio | 9.34 | 8.57 |
| Ulcer Index | 2.15% | 1.00% |
| Daily Std Dev | 12.16% | 3.88% |
| Max Drawdown | -35.78% | -16.74% |
| Current Drawdown | -4.93% | -5.09% |
Correlation
The correlation between VTSNX and VTIFX is -0.03. 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.
Performance
VTSNX vs. VTIFX - Performance Comparison
In the year-to-date period, VTSNX achieves a 8.83% return, which is significantly higher than VTIFX's 3.27% return. Over the past 10 years, VTSNX has outperformed VTIFX with an annualized return of 5.13%, while VTIFX has yielded a comparatively lower 1.99% 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. VTIFX - Expense Ratio Comparison
VTSNX has a 0.08% expense ratio, which is higher than VTIFX's 0.07% 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. VTIFX - 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 Total International Bond Index Fund Institutional Shares (VTIFX). 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. VTIFX - Dividend Comparison
VTSNX's dividend yield for the trailing twelve months is around 2.93%, less than VTIFX's 4.78% 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% |
VTIFX Vanguard Total International Bond Index Fund Institutional Shares | 4.78% | 4.44% | 1.52% | 3.07% | 0.97% | 3.41% | 3.04% | 2.29% | 1.95% | 1.68% | 1.60% | 0.90% |
Drawdowns
VTSNX vs. VTIFX - Drawdown Comparison
The maximum VTSNX drawdown since its inception was -35.78%, which is greater than VTIFX's maximum drawdown of -16.74%. Use the drawdown chart below to compare losses from any high point for VTSNX and VTIFX. For additional features, visit the drawdowns tool.
Volatility
VTSNX vs. VTIFX - Volatility Comparison
Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a higher volatility of 3.66% compared to Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) at 0.98%. This indicates that VTSNX's price experiences larger fluctuations and is considered to be riskier than VTIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.