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

Key characteristics


VWIGXVOO
YTD Return10.24%19.06%
1Y Return16.37%26.65%
3Y Return (Ann)-7.36%9.85%
5Y Return (Ann)8.96%15.18%
10Y Return (Ann)7.95%12.95%
Sharpe Ratio1.042.18
Daily Std Dev16.83%12.72%
Max Drawdown-59.58%-33.99%
Current Drawdown-23.24%-0.48%

Correlation

-0.50.00.51.00.8

The correlation between VWIGX and VOO is 0.81, 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.

Performance

VWIGX vs. VOO - Performance Comparison

In the year-to-date period, VWIGX achieves a 10.24% return, which is significantly lower than VOO's 19.06% return. Over the past 10 years, VWIGX has underperformed VOO with an annualized return of 7.95%, while VOO has yielded a comparatively higher 12.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%300.00%400.00%500.00%600.00%AprilMayJuneJulyAugustSeptember
216.17%
564.14%
VWIGX
VOO

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VWIGX vs. VOO - Expense Ratio Comparison

VWIGX has a 0.43% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VWIGX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Growth Fund Investor Shares (VWIGX) and Vanguard S&P 500 ETF (VOO). 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.


VWIGX
Sharpe ratio
The chart of Sharpe ratio for VWIGX, currently valued at 1.04, compared to the broader market-1.000.001.002.003.004.005.001.04
Sortino ratio
The chart of Sortino ratio for VWIGX, currently valued at 1.52, compared to the broader market0.005.0010.001.52
Omega ratio
The chart of Omega ratio for VWIGX, currently valued at 1.22, compared to the broader market1.002.003.004.001.22
Calmar ratio
The chart of Calmar ratio for VWIGX, currently valued at 0.42, compared to the broader market0.005.0010.0015.0020.000.42
Martin ratio
The chart of Martin ratio for VWIGX, currently valued at 4.78, compared to the broader market0.0020.0040.0060.0080.00100.004.78
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.18, compared to the broader market-1.000.001.002.003.004.005.002.18
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.93, compared to the broader market0.005.0010.002.93
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.33, compared to the broader market1.002.003.004.001.33
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.39, compared to the broader market0.005.0010.0015.0020.002.39
Martin ratio
The chart of Martin ratio for VOO, currently valued at 10.59, compared to the broader market0.0020.0040.0060.0080.00100.0010.59

VWIGX vs. VOO - Sharpe Ratio Comparison

The current VWIGX Sharpe Ratio is 1.04, which is lower than the VOO Sharpe Ratio of 2.18. The chart below compares the 12-month rolling Sharpe Ratio of VWIGX and VOO.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50AprilMayJuneJulyAugustSeptember
1.04
2.18
VWIGX
VOO

Dividends

VWIGX vs. VOO - Dividend Comparison

VWIGX's dividend yield for the trailing twelve months is around 1.66%, more than VOO's 1.28% yield.


TTM20232022202120202019201820172016201520142013
VWIGX
Vanguard International Growth Fund Investor Shares
1.66%1.82%6.90%13.85%2.28%1.20%5.34%0.84%1.26%1.39%2.29%1.44%
VOO
Vanguard S&P 500 ETF
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VWIGX vs. VOO - Drawdown Comparison

The maximum VWIGX drawdown since its inception was -59.58%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VWIGX and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-23.24%
-0.48%
VWIGX
VOO

Volatility

VWIGX vs. VOO - Volatility Comparison

Vanguard International Growth Fund Investor Shares (VWIGX) has a higher volatility of 5.89% compared to Vanguard S&P 500 ETF (VOO) at 4.25%. This indicates that VWIGX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
5.89%
4.25%
VWIGX
VOO