PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VWICX vs. VZICX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VWICX and VZICX is 1.00, 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.


-0.50.00.51.01.0

Performance

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

40.00%45.00%50.00%55.00%JulyAugustSeptemberOctoberNovemberDecember
45.19%
45.95%
VWICX
VZICX

Key characteristics

Sharpe Ratio

VWICX:

0.94

VZICX:

0.95

Sortino Ratio

VWICX:

1.35

VZICX:

1.37

Omega Ratio

VWICX:

1.17

VZICX:

1.17

Calmar Ratio

VWICX:

1.31

VZICX:

1.33

Martin Ratio

VWICX:

4.14

VZICX:

4.21

Ulcer Index

VWICX:

2.85%

VZICX:

2.84%

Daily Std Dev

VWICX:

12.55%

VZICX:

12.56%

Max Drawdown

VWICX:

-34.37%

VZICX:

-34.37%

Current Drawdown

VWICX:

-7.49%

VZICX:

-7.45%

Returns By Period

The year-to-date returns for both investments are quite close, with VWICX having a 8.71% return and VZICX slightly higher at 8.84%.


VWICX

YTD

8.71%

1M

-1.73%

6M

0.77%

1Y

10.18%

5Y*

6.31%

10Y*

N/A

VZICX

YTD

8.84%

1M

-1.72%

6M

0.81%

1Y

10.35%

5Y*

6.43%

10Y*

N/A

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. VZICX - Expense Ratio Comparison

VWICX has a 0.45% expense ratio, which is higher than VZICX's 0.35% 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 VZICX: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

VWICX vs. VZICX - 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 Core Stock Fund Admiral Shares (VZICX). 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 0.94, compared to the broader market-1.000.001.002.003.004.000.940.95
The chart of Sortino ratio for VWICX, currently valued at 1.35, compared to the broader market-2.000.002.004.006.008.0010.001.351.37
The chart of Omega ratio for VWICX, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.171.17
The chart of Calmar ratio for VWICX, currently valued at 1.31, compared to the broader market0.002.004.006.008.0010.0012.0014.001.311.33
The chart of Martin ratio for VWICX, currently valued at 4.14, compared to the broader market0.0020.0040.0060.004.144.21
VWICX
VZICX

The current VWICX Sharpe Ratio is 0.94, which is comparable to the VZICX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of VWICX and VZICX, 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 Ratio1.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.94
0.95
VWICX
VZICX

Dividends

VWICX vs. VZICX - Dividend Comparison

Neither VWICX nor VZICX has paid dividends to shareholders.


TTM20232022202120202019
VWICX
Vanguard International Core Stock Fund Investor Shares
0.00%2.11%2.00%2.73%1.80%0.10%
VZICX
Vanguard International Core Stock Fund Admiral Shares
0.00%2.20%2.10%2.82%1.89%0.11%

Drawdowns

VWICX vs. VZICX - Drawdown Comparison

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


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.49%
-7.45%
VWICX
VZICX

Volatility

VWICX vs. VZICX - Volatility Comparison

Vanguard International Core Stock Fund Investor Shares (VWICX) and Vanguard International Core Stock Fund Admiral Shares (VZICX) have volatilities of 3.11% and 3.10%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.11%
3.10%
VWICX
VZICX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab