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VWIGX vs. VXUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWIGX vs. VXUS - 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 ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VWIGX achieves a 5.94% return, which is significantly lower than VXUS's 16.04% return. Both investments have delivered pretty close results over the past 10 years, with VWIGX having a 10.14% annualized return and VXUS not far ahead at 10.57%.


VWIGX

1D
1.55%
1M
2.62%
YTD
5.94%
6M
6.53%
1Y
14.63%
3Y*
11.32%
5Y*
-1.09%
10Y*
10.14%

VXUS

1D
0.33%
1M
3.54%
YTD
16.04%
6M
16.58%
1Y
34.50%
3Y*
20.13%
5Y*
9.22%
10Y*
10.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWIGX vs. VXUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWIGX
Vanguard International Growth Fund Investor Shares
5.94%19.96%9.07%14.65%-30.86%-11.18%59.57%31.36%-12.68%42.98%
VXUS
Vanguard Total International Stock ETF
16.04%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%

Correlation

The correlation between VWIGX and VXUS is 0.90, 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

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2011

0.91

The correlation between VWIGX and VXUS has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

VWIGX vs. VXUS - Sectors Allocation Comparison


Sectors
VWIGX
VXUS

Technology

27.5%
21.0%

Consumer Cyclical

17.5%
8.2%

Industrials

13.3%
15.6%

Financial Services

12.2%
21.7%

Healthcare

10.6%
6.8%

Communication Services

6.2%
4.4%

Consumer Defensive

5.4%
4.8%

Basic Materials

2.6%
7.6%

Energy

1.9%
4.7%

Utilities

0.5%
3.0%

Real Estate

-

2.4%

Technology

VWIGX
27.5%
VXUS
21.0%

Consumer Cyclical

VWIGX
17.5%
VXUS
8.2%

Industrials

VWIGX
13.3%
VXUS
15.6%

Financial Services

VWIGX
12.2%
VXUS
21.7%

Healthcare

VWIGX
10.6%
VXUS
6.8%

Communication Services

VWIGX
6.2%
VXUS
4.4%

Consumer Defensive

VWIGX
5.4%
VXUS
4.8%

Basic Materials

VWIGX
2.6%
VXUS
7.6%

Energy

VWIGX
1.9%
VXUS
4.7%

Utilities

VWIGX
0.5%
VXUS
3.0%

Real Estate

VWIGX

-

VXUS
2.4%

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Return for Risk

VWIGX vs. VXUS — Risk / Return Rank

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

VWIGX
VWIGX Risk / Return Rank: 1010
Overall Rank
VWIGX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VWIGX Sortino Ratio Rank: 99
Sortino Ratio Rank
VWIGX Omega Ratio Rank: 99
Omega Ratio Rank
VWIGX Calmar Ratio Rank: 1111
Calmar Ratio Rank
VWIGX Martin Ratio Rank: 1111
Martin Ratio Rank

VXUS
VXUS Risk / Return Rank: 6767
Overall Rank
VXUS Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6666
Sortino Ratio Rank
VXUS Omega Ratio Rank: 7070
Omega Ratio Rank
VXUS Calmar Ratio Rank: 6464
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6666
Martin Ratio Rank
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. VXUS - 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 International Stock ETF (VXUS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VWIGXVXUSDifference
Sharpe ratioReturn per unit of total volatility

-1.43

Sortino ratioReturn per unit of downside risk

-1.80

Omega ratioGain probability vs. loss probability

1.14

1.40

-0.26

Calmar ratioReturn relative to maximum drawdown

0.97

3.07

-2.10

Martin ratioReturn relative to average drawdown

3.11

11.84

-8.73

VWIGX vs. VXUS - Sharpe Ratio Comparison

The current VWIGX Sharpe Ratio is 0.73, which is lower than the VXUS Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of VWIGX and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VWIGX vs. VXUS - Drawdown Comparison

The maximum VWIGX drawdown since its inception was -59.58%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VWIGX and VXUS.


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Drawdown Indicators


VWIGXVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-59.58%

-35.97%

-23.61%

Max Drawdown (1Y)

Largest decline over 1 year

-14.06%

-11.27%

-2.79%

Max Drawdown (3Y)

Largest decline over 3 years

-20.04%

-13.58%

-6.46%

Max Drawdown (5Y)

Largest decline over 5 years

-52.69%

-29.44%

-23.25%

Max Drawdown (10Y)

Largest decline over 10 years

-53.25%

-35.97%

-17.28%

Current Drawdown

Current decline from peak

-13.68%

0.00%

-13.68%

Average Drawdown

Average peak-to-trough decline

-13.80%

-8.20%

-5.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.40%

2.92%

+1.48%

Volatility

VWIGX vs. VXUS - Volatility Comparison

Vanguard International Growth Fund Investor Shares (VWIGX) has a higher volatility of 6.74% compared to Vanguard Total International Stock ETF (VXUS) at 6.28%. This indicates that VWIGX's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWIGXVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

6.28%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

15.58%

14.10%

+1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

18.80%

16.08%

+2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.39%

16.21%

+7.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.65%

17.18%

+4.47%

VWIGX vs. VXUS - Expense Ratio Comparison

VWIGX has a 0.38% expense ratio, which is higher than VXUS's 0.05% expense ratio.


Dividends

VWIGX vs. VXUS - Dividend Comparison

VWIGX's dividend yield for the trailing twelve months is around 6.36%, more than VXUS's 2.51% yield.


PositionTTM20252024202320222021202020192018201720162015
VWIGX
Vanguard International Growth Fund Investor Shares
6.36%6.74%9.68%1.82%6.90%2.36%2.28%1.20%5.34%0.84%1.26%1.39%
VXUS
Vanguard Total International Stock ETF
2.51%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions


With a correlation of 0.90, VWIGX and VXUS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VWIGX has higher volatility (6.74%) compared to VXUS (6.28%). In terms of maximum drawdown, VWIGX dropped -59.58% vs VXUS's -35.97%.

VXUS currently has the higher Sharpe Ratio (2.16 vs 0.73), 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.

Portfolio Optimizer

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