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

Correlation

The correlation between VWICX and VWILX is 0.82, 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.


-0.50.00.51.00.8

Performance

VWICX vs. VWILX - 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 Growth Fund Admiral Shares (VWILX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-3.03%
2.78%
VWICX
VWILX

Key characteristics

Sharpe Ratio

VWICX:

0.57

VWILX:

0.77

Sortino Ratio

VWICX:

0.86

VWILX:

1.16

Omega Ratio

VWICX:

1.11

VWILX:

1.14

Calmar Ratio

VWICX:

0.66

VWILX:

0.28

Martin Ratio

VWICX:

1.99

VWILX:

4.00

Ulcer Index

VWICX:

3.65%

VWILX:

3.13%

Daily Std Dev

VWICX:

12.67%

VWILX:

16.20%

Max Drawdown

VWICX:

-34.37%

VWILX:

-65.55%

Current Drawdown

VWICX:

-9.32%

VWILX:

-35.48%

Returns By Period

In the year-to-date period, VWICX achieves a 0.63% return, which is significantly lower than VWILX's 1.66% return.


VWICX

YTD

0.63%

1M

-4.89%

6M

-4.54%

1Y

9.18%

5Y*

5.46%

10Y*

N/A

VWILX

YTD

1.66%

1M

-2.44%

6M

1.22%

1Y

14.48%

5Y*

1.97%

10Y*

6.33%

*Annualized

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 Rank

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

VWICX
The Risk-Adjusted Performance Rank of VWICX is 4141
Overall Rank
The Sharpe Ratio Rank of VWICX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of VWICX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of VWICX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of VWICX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of VWICX is 3737
Martin Ratio Rank

VWILX
The Risk-Adjusted Performance Rank of VWILX is 4747
Overall Rank
The Sharpe Ratio Rank of VWILX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VWILX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of VWILX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of VWILX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of VWILX is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for VWICX, currently valued at 0.57, compared to the broader market-1.000.001.002.003.004.000.570.77
The chart of Sortino ratio for VWICX, currently valued at 0.86, compared to the broader market0.002.004.006.008.0010.0012.000.861.16
The chart of Omega ratio for VWICX, currently valued at 1.11, compared to the broader market1.002.003.004.001.111.14
The chart of Calmar ratio for VWICX, currently valued at 0.66, compared to the broader market0.005.0010.0015.0020.000.660.28
The chart of Martin ratio for VWICX, currently valued at 1.99, compared to the broader market0.0020.0040.0060.0080.001.994.00
VWICX
VWILX

The current VWICX Sharpe Ratio is 0.57, which is comparable to the VWILX Sharpe Ratio of 0.77. 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.57
0.77
VWICX
VWILX

Dividends

VWICX vs. VWILX - Dividend Comparison

VWICX has not paid dividends to shareholders, while VWILX's dividend yield for the trailing twelve months is around 0.94%.


TTM20242023202220212020201920182017201620152014
VWICX
Vanguard International Core Stock Fund Investor Shares
0.00%0.00%2.11%2.00%2.73%1.80%0.10%0.00%0.00%0.00%0.00%0.00%
VWILX
Vanguard International Growth Fund Admiral Shares
0.94%0.95%1.10%1.50%1.08%0.31%1.30%1.79%0.84%1.42%1.53%2.46%

Drawdowns

VWICX vs. VWILX - Drawdown Comparison

The maximum VWICX drawdown since its inception was -34.37%, smaller than the maximum VWILX drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for VWICX and VWILX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.32%
-35.48%
VWICX
VWILX

Volatility

VWICX vs. VWILX - Volatility Comparison

The current volatility for Vanguard International Core Stock Fund Investor Shares (VWICX) is 3.80%, while Vanguard International Growth Fund Admiral Shares (VWILX) has a volatility of 4.81%. 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%AugustSeptemberOctoberNovemberDecember2025
3.80%
4.81%
VWICX
VWILX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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