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VWICX vs. VIDGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWICX vs. VIDGX - Performance Comparison

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

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VWICX vs. VIDGX - Yearly Performance Comparison


2026 (YTD)202520242023
VWICX
Vanguard International Core Stock Fund Investor Shares
2.78%38.41%8.62%11.71%
VIDGX
Vanguard International Dividend Growth Fund
-2.56%18.76%-1.06%5.99%

Returns By Period

In the year-to-date period, VWICX achieves a 2.78% return, which is significantly higher than VIDGX's -2.56% return.


VWICX

1D
3.14%
1M
-6.30%
YTD
2.78%
6M
8.50%
1Y
31.72%
3Y*
18.85%
5Y*
10.52%
10Y*

VIDGX

1D
2.14%
1M
-7.97%
YTD
-2.56%
6M
-0.85%
1Y
8.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWICX vs. VIDGX - Expense Ratio Comparison

VWICX has a 0.45% expense ratio, which is lower than VIDGX's 0.55% expense ratio.


Return for Risk

VWICX vs. VIDGX — Risk / Return Rank

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

VWICX
VWICX Risk / Return Rank: 9191
Overall Rank
VWICX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VWICX Sortino Ratio Rank: 9090
Sortino Ratio Rank
VWICX Omega Ratio Rank: 8989
Omega Ratio Rank
VWICX Calmar Ratio Rank: 9292
Calmar Ratio Rank
VWICX Martin Ratio Rank: 9292
Martin Ratio Rank

VIDGX
VIDGX Risk / Return Rank: 1818
Overall Rank
VIDGX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
VIDGX Sortino Ratio Rank: 1818
Sortino Ratio Rank
VIDGX Omega Ratio Rank: 1616
Omega Ratio Rank
VIDGX Calmar Ratio Rank: 1818
Calmar Ratio Rank
VIDGX Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VWICX vs. VIDGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Core Stock Fund Investor Shares (VWICX) and Vanguard International Dividend Growth Fund (VIDGX). 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.


VWICXVIDGXDifference

Sharpe ratio

Return per unit of total volatility

1.96

0.57

+1.39

Sortino ratio

Return per unit of downside risk

2.57

0.89

+1.68

Omega ratio

Gain probability vs. loss probability

1.40

1.12

+0.28

Calmar ratio

Return relative to maximum drawdown

2.85

0.64

+2.21

Martin ratio

Return relative to average drawdown

11.07

2.42

+8.65

VWICX vs. VIDGX - Sharpe Ratio Comparison

The current VWICX Sharpe Ratio is 1.96, which is higher than the VIDGX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of VWICX and VIDGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VWICXVIDGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

0.57

+1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.66

-0.01

Correlation

The correlation between VWICX and VIDGX is 0.79, 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.


Dividends

VWICX vs. VIDGX - Dividend Comparison

VWICX's dividend yield for the trailing twelve months is around 4.21%, more than VIDGX's 1.79% yield.


TTM2025202420232022202120202019
VWICX
Vanguard International Core Stock Fund Investor Shares
4.21%4.33%2.58%2.10%1.99%4.27%1.80%0.11%
VIDGX
Vanguard International Dividend Growth Fund
1.79%1.74%4.16%0.18%0.00%0.00%0.00%0.00%

Drawdowns

VWICX vs. VIDGX - Drawdown Comparison

The maximum VWICX drawdown since its inception was -34.37%, which is greater than VIDGX's maximum drawdown of -14.09%. Use the drawdown chart below to compare losses from any high point for VWICX and VIDGX.


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Drawdown Indicators


VWICXVIDGXDifference

Max Drawdown

Largest peak-to-trough decline

-34.37%

-14.09%

-20.28%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

-12.25%

+1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-24.94%

Current Drawdown

Current decline from peak

-8.04%

-9.64%

+1.60%

Average Drawdown

Average peak-to-trough decline

-5.84%

-3.24%

-2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

3.22%

-0.37%

Volatility

VWICX vs. VIDGX - Volatility Comparison

Vanguard International Core Stock Fund Investor Shares (VWICX) has a higher volatility of 7.73% compared to Vanguard International Dividend Growth Fund (VIDGX) at 6.02%. This indicates that VWICX's price experiences larger fluctuations and is considered to be riskier than VIDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWICXVIDGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.73%

6.02%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

11.26%

9.48%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

16.58%

15.10%

+1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.11%

12.71%

+2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

12.71%

+5.23%