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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.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%AugustSeptemberOctoberNovemberDecember2025
-3.75%
-3.75%
VWICX
VZICX

Key characteristics

Sharpe Ratio

VWICX:

0.57

VZICX:

0.57

Sortino Ratio

VWICX:

0.86

VZICX:

0.86

Omega Ratio

VWICX:

1.11

VZICX:

1.11

Calmar Ratio

VWICX:

0.66

VZICX:

0.66

Martin Ratio

VWICX:

1.99

VZICX:

1.99

Ulcer Index

VWICX:

3.65%

VZICX:

3.65%

Daily Std Dev

VWICX:

12.67%

VZICX:

12.68%

Max Drawdown

VWICX:

-34.37%

VZICX:

-34.37%

Current Drawdown

VWICX:

-9.32%

VZICX:

-9.35%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with VWICX at 0.63% and VZICX at 0.63%.


VWICX

YTD

0.63%

1M

-4.89%

6M

-4.54%

1Y

9.18%

5Y*

5.46%

10Y*

N/A

VZICX

YTD

0.63%

1M

-4.96%

6M

-4.53%

1Y

9.23%

5Y*

5.55%

10Y*

N/A

*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. 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 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

VZICX
The Risk-Adjusted Performance Rank of VZICX is 4141
Overall Rank
The Sharpe Ratio Rank of VZICX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of VZICX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of VZICX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of VZICX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of VZICX is 3737
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. 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 0.57, compared to the broader market-1.000.001.002.003.004.000.570.57
The chart of Sortino ratio for VWICX, currently valued at 0.86, compared to the broader market0.002.004.006.008.0010.0012.000.860.86
The chart of Omega ratio for VWICX, currently valued at 1.11, compared to the broader market1.002.003.004.001.111.11
The chart of Calmar ratio for VWICX, currently valued at 0.66, compared to the broader market0.005.0010.0015.0020.000.660.66
The chart of Martin ratio for VWICX, currently valued at 1.99, compared to the broader market0.0020.0040.0060.0080.001.991.99
VWICX
VZICX

The current VWICX Sharpe Ratio is 0.57, which is comparable to the VZICX Sharpe Ratio of 0.57. 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 Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.57
0.57
VWICX
VZICX

Dividends

VWICX vs. VZICX - Dividend Comparison

Neither VWICX nor VZICX has paid dividends to shareholders.


TTM202420232022202120202019
VWICX
Vanguard International Core Stock Fund Investor Shares
0.00%0.00%2.11%2.00%2.73%1.80%0.10%
VZICX
Vanguard International Core Stock Fund Admiral Shares
0.00%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.32%
-9.35%
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 3.80% and 3.83%, 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%AugustSeptemberOctoberNovemberDecember2025
3.80%
3.83%
VWICX
VZICX
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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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