VWIGX vs. VTSAX

Last updated Jun 5, 2026

VWIGX (Vanguard International Growth Fund Investor Shares) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both mutual funds - VWIGX is a Large Cap Growth Equities fund managed by Vanguard, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, VWIGX returned 9.88%/yr vs 15.03%/yr for VTSAX. A 0.76 correlation means they provide meaningful diversification when combined. VWIGX charges 0.43%/yr vs 0.04%/yr for VTSAX.

Performance

VWIGX vs. VTSAX - 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 Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VWIGX achieves a 4.77% return, which is significantly lower than VTSAX's 11.13% return. Over the past 10 years, VWIGX has underperformed VTSAX with an annualized return of 9.88%, while VTSAX has yielded a comparatively higher 15.03% annualized return.

VWIGX

• 1D: -1.34%
• 1M: 1.95%
• YTD: 4.77%
• 6M: 5.11%
• 1Y: 11.11%
• 3Y*: 11.89%
• 5Y*: -1.46%
• 10Y*: 9.88%

VTSAX

• 1D: -0.75%
• 1M: 4.07%
• YTD: 11.13%
• 6M: 10.86%
• 1Y: 28.10%
• 3Y*: 22.03%
• 5Y*: 12.68%
• 10Y*: 15.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VWIGX vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VWIGX Vanguard International Growth Fund Investor Shares	4.77%	19.96%	9.07%	14.65%	-30.86%	-11.18%	59.57%	31.36%	-12.68%	42.98%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	11.13%	17.12%	23.23%	26.51%	-19.52%	25.72%	20.98%	30.79%	-5.18%	21.16%

Correlation

The correlation between VWIGX and VTSAX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (10Y) Calculated over the trailing 10-year period	0.80
Correlation (All Time) Calculated using the full available price history since Nov 14, 2000	0.76

The correlation between VWIGX and VTSAX has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.

VWIGX vs. VTSAX - Sectors Allocation Comparison

Sectors	VWIGX	VTSAX
Technology	27.5%	33.3%
Consumer Cyclical	17.5%	9.8%
Industrials	13.3%	9.5%
Financial Services	12.2%	11.9%
Healthcare	10.6%	9.1%
Communication Services	6.2%	10.1%
Consumer Defensive	5.4%	4.7%
Basic Materials	2.6%	2.0%
Energy	1.9%	3.8%
Utilities	0.5%	2.7%
Real Estate	-	2.4%

Return for Risk

VWIGX vs. VTSAX — Risk / Return Rank

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

VWIGX

VWIGX Risk / Return Rank: 9
VWIGX Sharpe Ratio Rank: 8
VWIGX Sortino Ratio Rank: 9
VWIGX Omega Ratio Rank: 8
VWIGX Calmar Ratio Rank: 9
VWIGX Martin Ratio Rank: 10

VTSAX

VTSAX Risk / Return Rank: 64
VTSAX Sharpe Ratio Rank: 61
VTSAX Sortino Ratio Rank: 56
VTSAX Omega Ratio Rank: 56
VTSAX Calmar Ratio Rank: 67
VTSAX Martin Ratio Rank: 78

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VWIGX vs. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Growth Fund Investor Shares (VWIGX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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	VTSAX	Difference
Sharpe ratio: Return per unit of total volatility	0.68	2.31	-1.64
Sortino ratio: Return per unit of downside risk	1.06	3.17	-2.11
Omega ratio: Gain probability vs. loss probability	1.13	1.42	-0.29
Calmar ratio: Return relative to maximum drawdown	0.87	3.17	-2.30
Martin ratio: Return relative to average drawdown	2.79	14.61	-11.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VWIGX vs. VTSAX - Sharpe Ratio Comparison

The current VWIGX Sharpe Ratio is 0.68, which is lower than the VTSAX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of VWIGX and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VWIGX	VTSAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.68	2.31	-1.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.06	0.73	-0.80
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	0.82	-0.36
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.47	+0.01

Drawdowns

VWIGX vs. VTSAX - Drawdown Comparison

The maximum VWIGX drawdown since its inception was -59.58%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for VWIGX and VTSAX.

Drawdown Indicators

	VWIGX	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-59.58%	-55.33%	-4.25%
Max Drawdown (1Y) Largest decline over 1 year	-14.06%	-8.92%	-5.14%
Max Drawdown (3Y) Largest decline over 3 years	-20.04%	-19.36%	-0.68%
Max Drawdown (5Y) Largest decline over 5 years	-52.69%	-25.36%	-27.33%
Max Drawdown (10Y) Largest decline over 10 years	-53.25%	-34.97%	-18.28%
Current Drawdown Current decline from peak	-14.63%	-0.75%	-13.88%
Average Drawdown Average peak-to-trough decline	-13.80%	-9.00%	-4.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.37%	1.93%	+2.44%

Volatility

VWIGX vs. VTSAX - Volatility Comparison

Vanguard International Growth Fund Investor Shares (VWIGX) has a higher volatility of 4.91% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.05%. This indicates that VWIGX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VWIGX	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.91%	3.05%	+1.86%
Volatility (6M) Calculated over the trailing 6-month period	14.50%	9.20%	+5.30%
Volatility (1Y) Calculated over the trailing 1-year period	18.00%	12.22%	+5.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.25%	17.36%	+5.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.60%	18.41%	+3.19%

VWIGX vs. VTSAX - Expense Ratio Comparison

VWIGX has a 0.43% expense ratio, which is higher than VTSAX's 0.04% expense ratio.

Dividends

VWIGX vs. VTSAX - Dividend Comparison

VWIGX's dividend yield for the trailing twelve months is around 6.44%, more than VTSAX's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.01%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%
VWIGX Vanguard International Growth Fund Investor Shares	6.44%	6.74%	9.68%	1.82%	6.90%	2.36%	2.28%	1.20%	5.34%	0.84%	1.26%	1.39%

Frequently Asked Questions

Can I hold both VWIGX and VTSAX in my portfolio?

VWIGX and VTSAX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VWIGX or VTSAX?

VWIGX has higher volatility (4.91%) compared to VTSAX (3.05%). In terms of maximum drawdown, VWIGX dropped -59.58% vs VTSAX's -55.33%.

Which has better risk-adjusted returns?

VTSAX currently has the higher Sharpe Ratio (2.31 vs 0.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.