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

Key characteristics


VWICXVWILX
YTD Return13.11%12.79%
1Y Return24.22%25.51%
3Y Return (Ann)4.53%-5.64%
5Y Return (Ann)7.97%8.82%
Sharpe Ratio1.861.51
Sortino Ratio2.602.15
Omega Ratio1.321.27
Calmar Ratio2.370.68
Martin Ratio10.769.09
Ulcer Index2.21%2.78%
Daily Std Dev12.80%16.78%
Max Drawdown-34.37%-59.49%
Current Drawdown-3.74%-21.21%

Correlation

-0.50.00.51.00.8

The correlation between VWICX and VWILX is 0.83, 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.

Performance

VWICX vs. VWILX - Performance Comparison

The year-to-date returns for both stocks are quite close, with VWICX having a 13.11% return and VWILX slightly lower at 12.79%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.60%
5.52%
VWICX
VWILX

Compare stocks, funds, or ETFs

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


VWICX vs. VWILX - Expense Ratio Comparison

VWICX has a 0.45% expense ratio, which is higher than VWILX's 0.32% 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 VWILX: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%

Risk-Adjusted Performance

VWICX vs. VWILX - Risk-Adjusted Performance Comparison

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


VWICX
Sharpe ratio
The chart of Sharpe ratio for VWICX, currently valued at 1.86, compared to the broader market0.002.004.001.86
Sortino ratio
The chart of Sortino ratio for VWICX, currently valued at 2.60, compared to the broader market0.005.0010.002.60
Omega ratio
The chart of Omega ratio for VWICX, currently valued at 1.32, compared to the broader market1.002.003.004.001.32
Calmar ratio
The chart of Calmar ratio for VWICX, currently valued at 2.37, compared to the broader market0.005.0010.0015.0020.0025.002.37
Martin ratio
The chart of Martin ratio for VWICX, currently valued at 10.76, compared to the broader market0.0020.0040.0060.0080.00100.0010.76
VWILX
Sharpe ratio
The chart of Sharpe ratio for VWILX, currently valued at 1.51, compared to the broader market0.002.004.001.51
Sortino ratio
The chart of Sortino ratio for VWILX, currently valued at 2.15, compared to the broader market0.005.0010.002.15
Omega ratio
The chart of Omega ratio for VWILX, currently valued at 1.27, compared to the broader market1.002.003.004.001.27
Calmar ratio
The chart of Calmar ratio for VWILX, currently valued at 0.68, compared to the broader market0.005.0010.0015.0020.0025.000.68
Martin ratio
The chart of Martin ratio for VWILX, currently valued at 9.09, compared to the broader market0.0020.0040.0060.0080.00100.009.09

VWICX vs. VWILX - Sharpe Ratio Comparison

The current VWICX Sharpe Ratio is 1.86, which is comparable to the VWILX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of VWICX and VWILX, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.86
1.51
VWICX
VWILX

Dividends

VWICX vs. VWILX - Dividend Comparison

VWICX's dividend yield for the trailing twelve months is around 1.86%, more than VWILX's 0.98% yield.


TTM20232022202120202019201820172016201520142013
VWICX
Vanguard International Core Stock Fund Investor Shares
1.86%2.11%2.00%2.73%1.80%0.10%0.00%0.00%0.00%0.00%0.00%0.00%
VWILX
Vanguard International Growth Fund Admiral Shares
0.98%1.10%1.50%1.08%0.31%1.30%1.79%0.84%1.42%1.53%2.46%1.58%

Drawdowns

VWICX vs. VWILX - Drawdown Comparison

The maximum VWICX drawdown since its inception was -34.37%, smaller than the maximum VWILX drawdown of -59.49%. Use the drawdown chart below to compare losses from any high point for VWICX and VWILX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.74%
-21.21%
VWICX
VWILX

Volatility

VWICX vs. VWILX - Volatility Comparison

The current volatility for Vanguard International Core Stock Fund Investor Shares (VWICX) is 3.89%, while Vanguard International Growth Fund Admiral Shares (VWILX) has a volatility of 4.49%. This indicates that VWICX experiences smaller price fluctuations and is considered to be less risky than VWILX 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%7.00%JuneJulyAugustSeptemberOctoberNovember
3.89%
4.49%
VWICX
VWILX