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VWIGX vs. VIAAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VWIGX and VIAAX is 0.87, 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.


-0.50.00.51.00.9

Performance

VWIGX vs. VIAAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Growth Fund Investor Shares (VWIGX) and Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
125.13%
92.53%
VWIGX
VIAAX

Key characteristics

Sharpe Ratio

VWIGX:

0.09

VIAAX:

0.54

Sortino Ratio

VWIGX:

0.24

VIAAX:

0.82

Omega Ratio

VWIGX:

1.04

VIAAX:

1.10

Calmar Ratio

VWIGX:

0.06

VIAAX:

0.66

Martin Ratio

VWIGX:

0.63

VIAAX:

1.98

Ulcer Index

VWIGX:

2.98%

VIAAX:

3.15%

Daily Std Dev

VWIGX:

19.73%

VIAAX:

11.62%

Max Drawdown

VWIGX:

-59.58%

VIAAX:

-30.78%

Current Drawdown

VWIGX:

-30.00%

VIAAX:

-9.49%

Returns By Period

In the year-to-date period, VWIGX achieves a 0.53% return, which is significantly lower than VIAAX's 3.16% return.


VWIGX

YTD

0.53%

1M

-9.25%

6M

-7.92%

1Y

0.78%

5Y*

4.95%

10Y*

7.56%

VIAAX

YTD

3.16%

1M

-1.43%

6M

0.56%

1Y

5.37%

5Y*

5.33%

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.


VWIGX vs. VIAAX - Expense Ratio Comparison

VWIGX has a 0.43% expense ratio, which is higher than VIAAX's 0.16% expense ratio.


VWIGX
Vanguard International Growth Fund Investor Shares
Expense ratio chart for VWIGX: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%
Expense ratio chart for VIAAX: current value at 0.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.16%

Risk-Adjusted Performance

VWIGX vs. VIAAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Growth Fund Investor Shares (VWIGX) and Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX). 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 VWIGX, currently valued at 0.09, compared to the broader market-1.000.001.002.003.004.000.090.54
The chart of Sortino ratio for VWIGX, currently valued at 0.24, compared to the broader market-2.000.002.004.006.008.0010.000.240.82
The chart of Omega ratio for VWIGX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.003.501.041.10
The chart of Calmar ratio for VWIGX, currently valued at 0.06, compared to the broader market0.005.0010.0015.000.060.66
The chart of Martin ratio for VWIGX, currently valued at 0.63, compared to the broader market0.0020.0040.0060.000.631.98
VWIGX
VIAAX

The current VWIGX Sharpe Ratio is 0.09, which is lower than the VIAAX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of VWIGX and VIAAX, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.09
0.54
VWIGX
VIAAX

Dividends

VWIGX vs. VIAAX - Dividend Comparison

VWIGX has not paid dividends to shareholders, while VIAAX's dividend yield for the trailing twelve months is around 1.58%.


TTM20232022202120202019201820172016201520142013
VWIGX
Vanguard International Growth Fund Investor Shares
0.00%1.01%1.37%0.93%0.21%1.20%1.62%0.84%1.26%1.39%2.29%1.44%
VIAAX
Vanguard International Dividend Appreciation Index Fund Admiral Shares
1.58%1.92%2.05%0.94%1.28%1.83%1.99%1.69%1.06%0.00%0.00%0.00%

Drawdowns

VWIGX vs. VIAAX - Drawdown Comparison

The maximum VWIGX drawdown since its inception was -59.58%, which is greater than VIAAX's maximum drawdown of -30.78%. Use the drawdown chart below to compare losses from any high point for VWIGX and VIAAX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.00%
-9.49%
VWIGX
VIAAX

Volatility

VWIGX vs. VIAAX - Volatility Comparison

Vanguard International Growth Fund Investor Shares (VWIGX) has a higher volatility of 12.43% compared to Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) at 3.53%. This indicates that VWIGX's price experiences larger fluctuations and is considered to be riskier than VIAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
12.43%
3.53%
VWIGX
VIAAX
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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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