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VTSNX vs. VTPSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTSNX and VTPSX is 1.00, 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.


-0.50.00.51.01.0

Performance

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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
2.66%
2.67%
VTSNX
VTPSX

Key characteristics

Sharpe Ratio

VTSNX:

0.95

VTPSX:

0.95

Sortino Ratio

VTSNX:

1.36

VTPSX:

1.37

Omega Ratio

VTSNX:

1.17

VTPSX:

1.17

Calmar Ratio

VTSNX:

1.16

VTPSX:

1.16

Martin Ratio

VTSNX:

3.11

VTPSX:

3.11

Ulcer Index

VTSNX:

3.65%

VTPSX:

3.65%

Daily Std Dev

VTSNX:

12.03%

VTPSX:

12.03%

Max Drawdown

VTSNX:

-35.78%

VTPSX:

-35.77%

Current Drawdown

VTSNX:

-5.43%

VTPSX:

-5.43%

Returns By Period

The year-to-date returns for both investments are quite close, with VTSNX having a 2.92% return and VTPSX slightly higher at 2.93%. Both investments have delivered pretty close results over the past 10 years, with VTSNX having a 5.20% annualized return and VTPSX not far ahead at 5.21%.


VTSNX

YTD

2.92%

1M

2.30%

6M

2.66%

1Y

10.49%

5Y*

4.87%

10Y*

5.20%

VTPSX

YTD

2.93%

1M

2.31%

6M

2.67%

1Y

10.51%

5Y*

4.88%

10Y*

5.21%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VTSNX vs. VTPSX - Expense Ratio Comparison

VTSNX has a 0.08% expense ratio, which is higher than VTPSX'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%.


VTSNX
Vanguard Total International Stock Index Fund Institutional Shares
Expense ratio chart for VTSNX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VTPSX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VTSNX vs. VTPSX — Risk-Adjusted Performance Rank

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

VTSNX
The Risk-Adjusted Performance Rank of VTSNX is 4747
Overall Rank
The Sharpe Ratio Rank of VTSNX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSNX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of VTSNX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of VTSNX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VTSNX is 4040
Martin Ratio Rank

VTPSX
The Risk-Adjusted Performance Rank of VTPSX is 4747
Overall Rank
The Sharpe Ratio Rank of VTPSX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of VTPSX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of VTPSX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of VTPSX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VTPSX is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VTSNX vs. VTPSX - 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 Stock Index Fund Institutional Plus Shares (VTPSX). 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.


Sharpe ratio
The chart of Sharpe ratio for VTSNX, currently valued at 0.95, compared to the broader market-1.000.001.002.003.004.000.950.95
The chart of Sortino ratio for VTSNX, currently valued at 1.36, compared to the broader market0.005.0010.001.361.37
The chart of Omega ratio for VTSNX, currently valued at 1.17, compared to the broader market1.002.003.004.001.171.17
The chart of Calmar ratio for VTSNX, currently valued at 1.16, compared to the broader market0.005.0010.0015.0020.001.161.16
The chart of Martin ratio for VTSNX, currently valued at 3.11, compared to the broader market0.0020.0040.0060.0080.00100.003.113.11
VTSNX
VTPSX

The current VTSNX Sharpe Ratio is 0.95, which is comparable to the VTPSX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of VTSNX and VTPSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.95
0.95
VTSNX
VTPSX

Dividends

VTSNX vs. VTPSX - Dividend Comparison

VTSNX's dividend yield for the trailing twelve months is around 3.26%, which matches VTPSX's 3.27% yield.


TTM20242023202220212020201920182017201620152014
VTSNX
Vanguard Total International Stock Index Fund Institutional Shares
3.26%3.36%3.24%3.08%3.08%2.13%3.07%3.19%2.75%2.95%2.86%3.42%
VTPSX
Vanguard Total International Stock Index Fund Institutional Plus Shares
3.27%3.37%3.25%3.09%3.09%2.13%3.08%3.20%2.77%2.97%2.89%3.44%

Drawdowns

VTSNX vs. VTPSX - Drawdown Comparison

The maximum VTSNX drawdown since its inception was -35.78%, roughly equal to the maximum VTPSX drawdown of -35.77%. Use the drawdown chart below to compare losses from any high point for VTSNX and VTPSX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.43%
-5.43%
VTSNX
VTPSX

Volatility

VTSNX vs. VTPSX - Volatility Comparison

Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) and Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) have volatilities of 3.08% and 3.08%, 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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.08%
3.08%
VTSNX
VTPSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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