PortfoliosLab logo
VWIGX vs. VTRIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VWIGX and VTRIX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

VWIGX vs. VTRIX - 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 Value Fund (VTRIX). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
785.83%
191.81%
VWIGX
VTRIX

Key characteristics

Sharpe Ratio

VWIGX:

0.05

VTRIX:

-0.07

Sortino Ratio

VWIGX:

0.22

VTRIX:

0.03

Omega Ratio

VWIGX:

1.03

VTRIX:

1.00

Calmar Ratio

VWIGX:

0.02

VTRIX:

-0.06

Martin Ratio

VWIGX:

0.15

VTRIX:

-0.16

Ulcer Index

VWIGX:

7.16%

VTRIX:

7.87%

Daily Std Dev

VWIGX:

23.73%

VTRIX:

18.08%

Max Drawdown

VWIGX:

-65.63%

VTRIX:

-61.63%

Current Drawdown

VWIGX:

-39.65%

VTRIX:

-10.41%

Returns By Period

In the year-to-date period, VWIGX achieves a 3.60% return, which is significantly lower than VTRIX's 4.95% return. Over the past 10 years, VWIGX has outperformed VTRIX with an annualized return of 4.27%, while VTRIX has yielded a comparatively lower 2.92% annualized return.


VWIGX

YTD

3.60%

1M

-0.96%

6M

-8.53%

1Y

2.03%

5Y*

3.14%

10Y*

4.27%

VTRIX

YTD

4.95%

1M

-1.74%

6M

-5.72%

1Y

-1.25%

5Y*

9.27%

10Y*

2.92%

*Annualized

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. VTRIX - Expense Ratio Comparison

VWIGX has a 0.43% expense ratio, which is higher than VTRIX's 0.36% expense ratio.


Expense ratio chart for VWIGX: current value is 0.43%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VWIGX: 0.43%
Expense ratio chart for VTRIX: current value is 0.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTRIX: 0.36%

Risk-Adjusted Performance

VWIGX vs. VTRIX — 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 2525
Overall Rank
The Sharpe Ratio Rank of VWIGX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of VWIGX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of VWIGX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of VWIGX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of VWIGX is 2424
Martin Ratio Rank

VTRIX
The Risk-Adjusted Performance Rank of VTRIX is 1717
Overall Rank
The Sharpe Ratio Rank of VTRIX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of VTRIX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of VTRIX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of VTRIX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of VTRIX is 1818
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. VTRIX - 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 Value Fund (VTRIX). 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 chart of Sharpe ratio for VWIGX, currently valued at 0.05, compared to the broader market-1.000.001.002.003.00
VWIGX: 0.05
VTRIX: -0.07
The chart of Sortino ratio for VWIGX, currently valued at 0.22, compared to the broader market-2.000.002.004.006.008.00
VWIGX: 0.22
VTRIX: 0.03
The chart of Omega ratio for VWIGX, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.00
VWIGX: 1.03
VTRIX: 1.00
The chart of Calmar ratio for VWIGX, currently valued at 0.02, compared to the broader market0.002.004.006.008.0010.00
VWIGX: 0.02
VTRIX: -0.06
The chart of Martin ratio for VWIGX, currently valued at 0.15, compared to the broader market0.0010.0020.0030.0040.0050.00
VWIGX: 0.15
VTRIX: -0.16

The current VWIGX Sharpe Ratio is 0.05, which is higher than the VTRIX Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of VWIGX and VTRIX, 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 Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.05
-0.07
VWIGX
VTRIX

Dividends

VWIGX vs. VTRIX - Dividend Comparison

VWIGX's dividend yield for the trailing twelve months is around 0.80%, less than VTRIX's 2.72% yield.


TTM20242023202220212020201920182017201620152014
VWIGX
Vanguard International Growth Fund Investor Shares
0.80%0.83%1.01%1.37%0.93%0.21%1.20%1.62%0.84%1.26%1.39%2.29%
VTRIX
Vanguard International Value Fund
2.72%2.86%2.78%2.75%2.61%1.58%2.96%2.94%1.86%2.29%2.13%2.79%

Drawdowns

VWIGX vs. VTRIX - Drawdown Comparison

The maximum VWIGX drawdown since its inception was -65.63%, which is greater than VTRIX's maximum drawdown of -61.63%. Use the drawdown chart below to compare losses from any high point for VWIGX and VTRIX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-39.65%
-10.41%
VWIGX
VTRIX

Volatility

VWIGX vs. VTRIX - Volatility Comparison

Vanguard International Growth Fund Investor Shares (VWIGX) has a higher volatility of 13.29% compared to Vanguard International Value Fund (VTRIX) at 10.63%. This indicates that VWIGX's price experiences larger fluctuations and is considered to be riskier than VTRIX 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%14.00%NovemberDecember2025FebruaryMarchApril
13.29%
10.63%
VWIGX
VTRIX