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VWICX vs. QWLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VWICX vs. QWLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Core Stock Fund Investor Shares (VWICX) and SPDR MSCI World StrategicFactors ETF (QWLD). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
1.14%
6.17%
VWICX
QWLD

Returns By Period

In the year-to-date period, VWICX achieves a 10.54% return, which is significantly lower than QWLD's 16.38% return.


VWICX

YTD

10.54%

1M

-3.48%

6M

1.14%

1Y

15.71%

5Y (annualized)

7.57%

10Y (annualized)

N/A

QWLD

YTD

16.38%

1M

-1.32%

6M

6.17%

1Y

21.78%

5Y (annualized)

10.82%

10Y (annualized)

12.71%

Key characteristics


VWICXQWLD
Sharpe Ratio1.192.29
Sortino Ratio1.713.23
Omega Ratio1.211.41
Calmar Ratio1.683.92
Martin Ratio6.1914.68
Ulcer Index2.44%1.48%
Daily Std Dev12.71%9.46%
Max Drawdown-34.37%-31.89%
Current Drawdown-5.93%-2.22%

Compare stocks, funds, or ETFs

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VWICX vs. QWLD - Expense Ratio Comparison

VWICX has a 0.45% expense ratio, which is higher than QWLD's 0.30% expense ratio.


VWICX
Vanguard International Core Stock Fund Investor Shares
Expense ratio chart for VWICX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for QWLD: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Correlation

-0.50.00.51.00.8

The correlation between VWICX and QWLD is 0.85, 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

VWICX vs. QWLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Core Stock Fund Investor Shares (VWICX) and SPDR MSCI World StrategicFactors ETF (QWLD). 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 VWICX, currently valued at 1.19, compared to the broader market-1.000.001.002.003.004.005.001.192.29
The chart of Sortino ratio for VWICX, currently valued at 1.71, compared to the broader market0.005.0010.001.713.23
The chart of Omega ratio for VWICX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.41
The chart of Calmar ratio for VWICX, currently valued at 1.68, compared to the broader market0.005.0010.0015.0020.0025.001.683.92
The chart of Martin ratio for VWICX, currently valued at 6.19, compared to the broader market0.0020.0040.0060.0080.00100.006.1914.68
VWICX
QWLD

The current VWICX Sharpe Ratio is 1.19, which is lower than the QWLD Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of VWICX and QWLD, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.19
2.29
VWICX
QWLD

Dividends

VWICX vs. QWLD - Dividend Comparison

VWICX's dividend yield for the trailing twelve months is around 1.91%, more than QWLD's 1.50% yield.


TTM2023202220212020201920182017201620152014
VWICX
Vanguard International Core Stock Fund Investor Shares
1.91%2.11%2.00%2.73%1.80%0.10%0.00%0.00%0.00%0.00%0.00%
QWLD
SPDR MSCI World StrategicFactors ETF
1.50%1.78%2.02%1.77%1.77%2.13%2.33%2.73%2.22%3.42%1.02%

Drawdowns

VWICX vs. QWLD - Drawdown Comparison

The maximum VWICX drawdown since its inception was -34.37%, which is greater than QWLD's maximum drawdown of -31.89%. Use the drawdown chart below to compare losses from any high point for VWICX and QWLD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.93%
-2.22%
VWICX
QWLD

Volatility

VWICX vs. QWLD - Volatility Comparison

Vanguard International Core Stock Fund Investor Shares (VWICX) has a higher volatility of 3.60% compared to SPDR MSCI World StrategicFactors ETF (QWLD) at 2.59%. This indicates that VWICX's price experiences larger fluctuations and is considered to be riskier than QWLD 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
3.60%
2.59%
VWICX
QWLD