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

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%8.00%JuneJulyAugustSeptemberOctoberNovember
1.44%
1.53%
VWICX
VZICX

Returns By Period

The year-to-date returns for both investments are quite close, with VWICX having a 10.54% return and VZICX slightly higher at 10.66%.


VWICX

YTD

10.54%

1M

-3.48%

6M

1.14%

1Y

15.71%

5Y (annualized)

7.57%

10Y (annualized)

N/A

VZICX

YTD

10.66%

1M

-3.44%

6M

1.18%

1Y

15.86%

5Y (annualized)

7.68%

10Y (annualized)

N/A

Key characteristics


VWICXVZICX
Sharpe Ratio1.191.19
Sortino Ratio1.711.71
Omega Ratio1.211.21
Calmar Ratio1.681.69
Martin Ratio6.196.24
Ulcer Index2.44%2.44%
Daily Std Dev12.71%12.76%
Max Drawdown-34.37%-34.37%
Current Drawdown-5.93%-5.89%

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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%

Correlation

-0.50.00.51.01.0

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.

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 1.19, compared to the broader market-1.000.001.002.003.004.005.001.191.19
The chart of Sortino ratio for VWICX, currently valued at 1.71, compared to the broader market0.005.0010.001.711.71
The chart of Omega ratio for VWICX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.21
The chart of Calmar ratio for VWICX, currently valued at 1.68, compared to the broader market0.005.0010.0015.0020.0025.001.681.69
The chart of Martin ratio for VWICX, currently valued at 6.19, compared to the broader market0.0020.0040.0060.0080.00100.006.196.24
VWICX
VZICX

The current VWICX Sharpe Ratio is 1.19, which is comparable to the VZICX Sharpe Ratio of 1.19. 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 Ratio1.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.19
1.19
VWICX
VZICX

Dividends

VWICX vs. VZICX - Dividend Comparison

VWICX's dividend yield for the trailing twelve months is around 1.91%, less than VZICX's 1.99% yield.


TTM20232022202120202019
VWICX
Vanguard International Core Stock Fund Investor Shares
1.91%2.11%2.00%2.73%1.80%0.10%
VZICX
Vanguard International Core Stock Fund Admiral Shares
1.99%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%JuneJulyAugustSeptemberOctoberNovember
-5.93%
-5.89%
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 3.60% and 3.68%, 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
3.60%
3.68%
VWICX
VZICX