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

Performance

VTSNX vs. VXUS - 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 ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
-0.12%
-0.31%
VTSNX
VXUS

Returns By Period

The year-to-date returns for both stocks are quite close, with VTSNX having a 6.50% return and VXUS slightly lower at 6.42%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: VTSNX at 4.77% and VXUS at 4.77%.


VTSNX

YTD

6.50%

1M

-3.48%

6M

0.45%

1Y

12.71%

5Y (annualized)

5.49%

10Y (annualized)

4.77%

VXUS

YTD

6.42%

1M

-3.62%

6M

0.49%

1Y

12.52%

5Y (annualized)

5.46%

10Y (annualized)

4.77%

Key characteristics


VTSNXVXUS
Sharpe Ratio1.061.00
Sortino Ratio1.521.44
Omega Ratio1.191.18
Calmar Ratio1.151.16
Martin Ratio5.154.97
Ulcer Index2.48%2.54%
Daily Std Dev12.02%12.67%
Max Drawdown-35.78%-35.97%
Current Drawdown-6.97%-7.14%

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VTSNX vs. VXUS - Expense Ratio Comparison

VTSNX has a 0.08% expense ratio, which is higher than VXUS'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 VXUS: 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%

Correlation

-0.50.00.51.01.0

The correlation between VTSNX and VXUS is 0.98, 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.

Risk-Adjusted Performance

VTSNX vs. VXUS - 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 ETF (VXUS). 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 1.06, compared to the broader market-1.000.001.002.003.004.005.001.061.00
The chart of Sortino ratio for VTSNX, currently valued at 1.52, compared to the broader market0.005.0010.001.521.44
The chart of Omega ratio for VTSNX, currently valued at 1.19, compared to the broader market1.002.003.004.001.191.18
The chart of Calmar ratio for VTSNX, currently valued at 1.15, compared to the broader market0.005.0010.0015.0020.0025.001.151.16
The chart of Martin ratio for VTSNX, currently valued at 5.15, compared to the broader market0.0020.0040.0060.0080.00100.005.154.97
VTSNX
VXUS

The current VTSNX Sharpe Ratio is 1.06, which is comparable to the VXUS Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of VTSNX and VXUS, 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.06
1.00
VTSNX
VXUS

Dividends

VTSNX vs. VXUS - Dividend Comparison

VTSNX's dividend yield for the trailing twelve months is around 3.00%, which matches VXUS's 3.01% yield.


TTM20232022202120202019201820172016201520142013
VTSNX
Vanguard Total International Stock Index Fund Institutional Shares
3.00%3.24%3.08%3.08%2.13%3.07%3.19%2.75%2.95%2.86%3.42%2.72%
VXUS
Vanguard Total International Stock ETF
3.01%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%2.70%

Drawdowns

VTSNX vs. VXUS - Drawdown Comparison

The maximum VTSNX drawdown since its inception was -35.78%, roughly equal to the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VTSNX and VXUS. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.97%
-7.14%
VTSNX
VXUS

Volatility

VTSNX vs. VXUS - Volatility Comparison

The current volatility for Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) is 3.48%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 3.71%. This indicates that VTSNX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.48%
3.71%
VTSNX
VXUS