VWIGX vs. VOO
Compare and contrast key facts about Vanguard International Growth Fund Investor Shares (VWIGX) and Vanguard S&P 500 ETF (VOO).
VWIGX is managed by Vanguard. It was launched on Sep 30, 1981. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWIGX or VOO.
Key characteristics
| VWIGX | VOO | |
|---|---|---|
| YTD Return | 10.15% | 24.51% |
| 1Y Return | 17.99% | 32.00% |
| 3Y Return (Ann) | -6.40% | 9.36% |
| 5Y Return (Ann) | 8.15% | 15.30% |
| 10Y Return (Ann) | 8.24% | 13.12% |
| Sharpe Ratio | 1.05 | 2.64 |
| Sortino Ratio | 1.53 | 3.53 |
| Omega Ratio | 1.19 | 1.49 |
| Calmar Ratio | 0.49 | 3.81 |
| Martin Ratio | 6.29 | 17.34 |
| Ulcer Index | 2.70% | 1.86% |
| Daily Std Dev | 16.20% | 12.20% |
| Max Drawdown | -59.58% | -33.99% |
| Current Drawdown | -23.31% | -2.16% |
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
In the year-to-date period, VWIGX achieves a 10.15% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, VWIGX has underperformed VOO with an annualized return of 8.24%, while VOO has yielded a comparatively higher 13.12% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
VWIGX vs. VOO - Dividend Comparison
VWIGX's dividend yield for the trailing twelve months is around 0.92%, less than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWIGX Vanguard International Growth Fund Investor Shares | 0.92% | 1.01% | 1.37% | 0.93% | 0.21% | 1.20% | 1.62% | 0.84% | 1.26% | 1.39% | 2.29% | 1.44% |
VOO Vanguard S&P 500 ETF | 1.26% | 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.
Volatility
VWIGX vs. VOO - Volatility Comparison
The current volatility for Vanguard International Growth Fund Investor Shares (VWIGX) is 3.83%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.09%. 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.