VWICX vs. VXUS
Compare and contrast key facts about Vanguard International Core Stock Fund Investor Shares (VWICX) and Vanguard Total International Stock ETF (VXUS).
VWICX is managed by Vanguard. It was launched on Oct 16, 2019. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWICX or VXUS.
Key characteristics
| VWICX | VXUS | |
|---|---|---|
| YTD Return | 13.11% | 8.78% |
| 1Y Return | 24.22% | 19.96% |
| 3Y Return (Ann) | 4.53% | 1.20% |
| 5Y Return (Ann) | 7.97% | 5.76% |
| Sharpe Ratio | 1.86 | 1.53 |
| Sortino Ratio | 2.60 | 2.18 |
| Omega Ratio | 1.32 | 1.27 |
| Calmar Ratio | 2.37 | 1.35 |
| Martin Ratio | 10.76 | 9.08 |
| Ulcer Index | 2.21% | 2.17% |
| Daily Std Dev | 12.80% | 12.84% |
| Max Drawdown | -34.37% | -35.97% |
| Current Drawdown | -3.74% | -5.08% |
Correlation
The correlation between VWICX and VXUS is 0.95, 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. VXUS - Performance Comparison
In the year-to-date period, VWICX achieves a 13.11% return, which is significantly higher than VXUS's 8.78% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VWICX vs. VXUS - Expense Ratio Comparison
VWICX has a 0.45% expense ratio, which is higher than VXUS's 0.07% expense ratio.
Risk-Adjusted Performance
VWICX vs. VXUS - 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 Total International Stock ETF (VXUS). 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.
Dividends
VWICX vs. VXUS - Dividend Comparison
VWICX's dividend yield for the trailing twelve months is around 1.86%, less than VXUS's 2.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VXUS Vanguard Total International Stock ETF | 2.94% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
VWICX vs. VXUS - Drawdown Comparison
The maximum VWICX drawdown since its inception was -34.37%, roughly equal to the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VWICX and VXUS. For additional features, visit the drawdowns tool.
Volatility
VWICX vs. VXUS - Volatility Comparison
Vanguard International Core Stock Fund Investor Shares (VWICX) and Vanguard Total International Stock ETF (VXUS) have volatilities of 3.89% and 4.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.