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

Performance

VWICX vs. VXUS - 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 Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
1.52%
0.49%
VWICX
VXUS

Returns By Period

In the year-to-date period, VWICX achieves a 10.62% return, which is significantly higher than VXUS's 6.42% return.


VWICX

YTD

10.62%

1M

-2.98%

6M

1.52%

1Y

15.70%

5Y (annualized)

7.58%

10Y (annualized)

N/A

VXUS

YTD

6.42%

1M

-3.62%

6M

0.49%

1Y

12.52%

5Y (annualized)

5.46%

10Y (annualized)

4.77%

Key characteristics


VWICXVXUS
Sharpe Ratio1.241.00
Sortino Ratio1.781.44
Omega Ratio1.221.18
Calmar Ratio1.751.16
Martin Ratio6.404.97
Ulcer Index2.47%2.54%
Daily Std Dev12.70%12.67%
Max Drawdown-34.37%-35.97%
Current Drawdown-5.86%-7.14%

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. VXUS - Expense Ratio Comparison

VWICX has a 0.45% expense ratio, which is higher than VXUS's 0.07% 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 VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Correlation

-0.50.00.51.01.0

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.

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.


Sharpe ratio
The chart of Sharpe ratio for VWICX, currently valued at 1.24, compared to the broader market-1.000.001.002.003.004.005.001.241.00
The chart of Sortino ratio for VWICX, currently valued at 1.78, compared to the broader market0.005.0010.001.781.44
The chart of Omega ratio for VWICX, currently valued at 1.22, compared to the broader market1.002.003.004.001.221.18
The chart of Calmar ratio for VWICX, currently valued at 1.75, compared to the broader market0.005.0010.0015.0020.0025.001.751.16
The chart of Martin ratio for VWICX, currently valued at 6.40, compared to the broader market0.0020.0040.0060.0080.00100.006.404.97
VWICX
VXUS

The current VWICX Sharpe Ratio is 1.24, which is comparable to the VXUS Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of VWICX and VXUS, 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.24
1.00
VWICX
VXUS

Dividends

VWICX vs. VXUS - Dividend Comparison

VWICX's dividend yield for the trailing twelve months is around 1.91%, less than VXUS's 3.01% yield.


TTM20232022202120202019201820172016201520142013
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%0.00%
VXUS
Vanguard Total International Stock ETF
3.01%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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.86%
-7.14%
VWICX
VXUS

Volatility

VWICX vs. VXUS - Volatility Comparison

Vanguard International Core Stock Fund Investor Shares (VWICX) and Vanguard Total International Stock ETF (VXUS) have volatilities of 3.55% and 3.71%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.55%
3.71%
VWICX
VXUS