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

Correlation

The correlation between VWIGX and VTIAX 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. VTIAX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VWIGX:

0.14

VTIAX:

0.68

Sortino Ratio

VWIGX:

0.40

VTIAX:

1.10

Omega Ratio

VWIGX:

1.06

VTIAX:

1.15

Calmar Ratio

VWIGX:

0.09

VTIAX:

0.86

Martin Ratio

VWIGX:

0.59

VTIAX:

2.69

Ulcer Index

VWIGX:

7.41%

VTIAX:

4.23%

Daily Std Dev

VWIGX:

23.68%

VTIAX:

15.60%

Max Drawdown

VWIGX:

-65.63%

VTIAX:

-35.82%

Current Drawdown

VWIGX:

-34.57%

VTIAX:

0.00%

Returns By Period

The year-to-date returns for both investments are quite close, with VWIGX having a 12.33% return and VTIAX slightly higher at 12.76%. Both investments have delivered pretty close results over the past 10 years, with VWIGX having a 5.18% annualized return and VTIAX not far ahead at 5.25%.


VWIGX

YTD

12.33%

1M

14.48%

6M

2.50%

1Y

3.18%

5Y*

3.32%

10Y*

5.18%

VTIAX

YTD

12.76%

1M

8.26%

6M

12.13%

1Y

10.12%

5Y*

11.03%

10Y*

5.25%

*Annualized

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VWIGX vs. VTIAX - Expense Ratio Comparison

VWIGX has a 0.43% expense ratio, which is higher than VTIAX's 0.11% expense ratio.


Risk-Adjusted Performance

VWIGX vs. VTIAX — 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

VTIAX
The Risk-Adjusted Performance Rank of VTIAX is 6767
Overall Rank
The Sharpe Ratio Rank of VTIAX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VTIAX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VTIAX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VTIAX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VTIAX is 6666
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. VTIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Growth Fund Investor Shares (VWIGX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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 VTIAX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of VWIGX and VTIAX, 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. VTIAX - Dividend Comparison

VWIGX's dividend yield for the trailing twelve months is around 0.74%, less than VTIAX's 2.91% 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%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
2.91%3.33%3.21%3.05%3.05%2.10%3.04%3.17%2.74%2.93%2.84%3.40%

Drawdowns

VWIGX vs. VTIAX - Drawdown Comparison

The maximum VWIGX drawdown since its inception was -65.63%, which is greater than VTIAX's maximum drawdown of -35.82%. Use the drawdown chart below to compare losses from any high point for VWIGX and VTIAX. For additional features, visit the drawdowns tool.


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Volatility

VWIGX vs. VTIAX - Volatility Comparison

Vanguard International Growth Fund Investor Shares (VWIGX) has a higher volatility of 4.39% compared to Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) at 2.76%. This indicates that VWIGX's price experiences larger fluctuations and is considered to be riskier than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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