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

Correlation

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

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Growth Fund Investor Shares (VWIGX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VWIGX:

0.14

VOO:

0.72

Sortino Ratio

VWIGX:

0.40

VOO:

1.20

Omega Ratio

VWIGX:

1.06

VOO:

1.18

Calmar Ratio

VWIGX:

0.09

VOO:

0.81

Martin Ratio

VWIGX:

0.59

VOO:

3.09

Ulcer Index

VWIGX:

7.41%

VOO:

4.88%

Daily Std Dev

VWIGX:

23.68%

VOO:

19.37%

Max Drawdown

VWIGX:

-65.63%

VOO:

-33.99%

Current Drawdown

VWIGX:

-34.57%

VOO:

-2.75%

Returns By Period

In the year-to-date period, VWIGX achieves a 12.33% return, which is significantly higher than VOO's 1.73% return. Over the past 10 years, VWIGX has underperformed VOO with an annualized return of 5.18%, while VOO has yielded a comparatively higher 12.86% annualized return.


VWIGX

YTD

12.33%

1M

14.48%

6M

2.50%

1Y

3.18%

5Y*

3.32%

10Y*

5.18%

VOO

YTD

1.73%

1M

12.89%

6M

2.12%

1Y

13.74%

5Y*

16.87%

10Y*

12.86%

*Annualized

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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.


Risk-Adjusted Performance

VWIGX vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VWIGX
The Risk-Adjusted Performance Rank of VWIGX is 2727
Overall Rank
The Sharpe Ratio Rank of VWIGX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of VWIGX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of VWIGX is 2929
Omega Ratio Rank
The Calmar Ratio Rank of VWIGX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of VWIGX is 2828
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7171
Overall Rank
The Sharpe Ratio Rank of VOO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7272
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.

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.


The current VWIGX Sharpe Ratio is 0.14, which is lower than the VOO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of VWIGX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VWIGX vs. VOO - Dividend Comparison

VWIGX's dividend yield for the trailing twelve months is around 0.74%, less than VOO's 1.28% yield.


TTM20242023202220212020201920182017201620152014
VWIGX
Vanguard International Growth Fund Investor Shares
0.74%0.83%1.01%1.37%0.93%0.21%1.20%1.62%0.84%1.26%1.39%2.29%
VOO
Vanguard S&P 500 ETF
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

VWIGX vs. VOO - Drawdown Comparison

The maximum VWIGX drawdown since its inception was -65.63%, 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.


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Volatility

VWIGX vs. VOO - Volatility Comparison

The current volatility for Vanguard International Growth Fund Investor Shares (VWIGX) is 4.39%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.49%. This indicates that VWIGX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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