VWESX vs. VTIAX
VWESX (Vanguard Long-Term Investment-Grade Fund Investor Shares) and VTIAX (Vanguard Total International Stock Index Fund Admiral Shares) are both mutual funds - VWESX is a Total Bond Market fund managed by Vanguard, while VTIAX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, VWESX returned 1.59%/yr vs 9.76%/yr for VTIAX. At a correlation of -0.09, they often move in opposite directions. VWESX charges 0.22%/yr vs 0.09%/yr for VTIAX.
Performance
VWESX vs. VTIAX - Performance Comparison
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Returns By Period
In the year-to-date period, VWESX achieves a 0.41% return, which is significantly lower than VTIAX's 14.49% return. Over the past 10 years, VWESX has underperformed VTIAX with an annualized return of 1.59%, while VTIAX has yielded a comparatively higher 9.76% annualized return.
VWESX
- 1D
- -0.40%
- 1M
- 0.70%
- YTD
- 0.41%
- 6M
- -0.21%
- 1Y
- 5.98%
- 3Y*
- 3.36%
- 5Y*
- -2.37%
- 10Y*
- 1.59%
VTIAX
- 1D
- -0.79%
- 1M
- 3.57%
- YTD
- 14.49%
- 6M
- 16.99%
- 1Y
- 31.52%
- 3Y*
- 19.47%
- 5Y*
- 8.45%
- 10Y*
- 9.76%
VWESX vs. VTIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VWESX Vanguard Long-Term Investment-Grade Fund Investor Shares | 0.41% | 7.20% | -2.75% | 9.30% | -25.62% | -3.14% | 15.39% | 20.44% | -6.26% | 11.96% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 14.49% | 32.18% | 5.34% | 15.28% | -16.02% | 8.59% | 11.27% | 21.52% | -14.46% | 27.54% |
Correlation
The correlation between VWESX and VTIAX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2010 | -0.09 |
The correlation between VWESX and VTIAX shifts across timeframes, from -0.09 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VWESX vs. VTIAX — Risk / Return Rank
VWESX
VTIAX
VWESX vs. VTIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Investment-Grade Fund Investor Shares (VWESX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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.
| VWESX | VTIAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.42 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 2.87 | -1.45 |
| Martin ratioReturn relative to average drawdown | 3.61 | 11.34 | -7.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VWESX | VTIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 2.28 | -1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 0.56 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.61 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.44 | +0.11 |
Drawdowns
VWESX vs. VTIAX - Drawdown Comparison
The maximum VWESX drawdown since its inception was -36.34%, roughly equal to the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VWESX and VTIAX.
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Drawdown Indicators
| VWESX | VTIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.34% | -35.83% | -0.51% |
Max Drawdown (1Y)Largest decline over 1 year | -5.12% | -11.28% | +6.16% |
Max Drawdown (3Y)Largest decline over 3 years | -13.36% | -13.13% | -0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -29.56% | -4.92% |
Max Drawdown (10Y)Largest decline over 10 years | -36.34% | -35.83% | -0.51% |
Current DrawdownCurrent decline from peak | -19.16% | -0.79% | -18.37% |
Average DrawdownAverage peak-to-trough decline | -6.74% | -8.08% | +1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 2.85% | -0.83% |
Volatility
VWESX vs. VTIAX - Volatility Comparison
The current volatility for Vanguard Long-Term Investment-Grade Fund Investor Shares (VWESX) is 2.50%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 4.87%. This indicates that VWESX experiences smaller price fluctuations and is considered to be less risky than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWESX | VTIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.50% | 4.87% | -2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 5.54% | 11.93% | -6.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.86% | 14.23% | -6.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.10% | 15.04% | -2.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.85% | 15.93% | -5.08% |
VWESX vs. VTIAX - Expense Ratio Comparison
VWESX has a 0.22% expense ratio, which is higher than VTIAX's 0.09% 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%.
Dividends
VWESX vs. VTIAX - Dividend Comparison
VWESX's dividend yield for the trailing twelve months is around 5.07%, more than VTIAX's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.62% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
VWESX Vanguard Long-Term Investment-Grade Fund Investor Shares | 5.07% | 4.95% | 5.06% | 4.55% | 4.43% | 4.51% | 6.89% | 5.01% | 4.31% | 5.50% | 6.14% | 7.38% |
Frequently Asked Questions
VWESX and VTIAX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTIAX has higher volatility (4.87%) compared to VWESX (2.50%). In terms of maximum drawdown, VWESX dropped -36.34% vs VTIAX's -35.83%.
VTIAX currently has the higher Sharpe Ratio (2.28 vs 0.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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