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VWILX vs. CTCAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWILX vs. CTCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Growth Fund Admiral Shares (VWILX) and Columbia Global Technology Growth Fund Class A (CTCAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VWILX achieves a 6.25% return, which is significantly lower than CTCAX's 32.06% return. Over the past 10 years, VWILX has underperformed CTCAX with an annualized return of 9.94%, while CTCAX has yielded a comparatively higher 24.75% annualized return.


VWILX

1D
0.35%
1M
4.18%
YTD
6.25%
6M
6.75%
1Y
13.81%
3Y*
12.51%
5Y*
-1.21%
10Y*
9.94%

CTCAX

1D
1.47%
1M
17.00%
YTD
32.06%
6M
31.15%
1Y
61.81%
3Y*
36.07%
5Y*
20.96%
10Y*
24.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWILX vs. CTCAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWILX
Vanguard International Growth Fund Admiral Shares
6.25%20.08%9.18%14.80%-30.80%-12.81%59.77%31.50%-12.58%43.17%
CTCAX
Columbia Global Technology Growth Fund Class A
32.06%24.78%31.39%56.46%-34.81%22.73%49.46%43.91%-1.48%42.99%

Correlation

The correlation between VWILX and CTCAX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

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

0.76

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

0.80

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

0.81

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2002

0.76

The correlation between VWILX and CTCAX has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.

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Return for Risk

VWILX vs. CTCAX — Risk / Return Rank

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

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

CTCAX
CTCAX Risk / Return Rank: 8383
Overall Rank
CTCAX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CTCAX Sortino Ratio Rank: 7777
Sortino Ratio Rank
CTCAX Omega Ratio Rank: 7474
Omega Ratio Rank
CTCAX Calmar Ratio Rank: 8989
Calmar Ratio Rank
CTCAX Martin Ratio Rank: 8686
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.

VWILX vs. CTCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Growth Fund Admiral Shares (VWILX) and Columbia Global Technology Growth Fund Class A (CTCAX). 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.


VWILXCTCAXDifference
Sharpe ratioReturn per unit of total volatility

-2.29

Sortino ratioReturn per unit of downside risk

-2.52

Omega ratioGain probability vs. loss probability

1.14

1.49

-0.35

Calmar ratioReturn relative to maximum drawdown

0.96

4.43

-3.47

Martin ratioReturn relative to average drawdown

3.10

16.56

-13.46

VWILX vs. CTCAX - Sharpe Ratio Comparison

The current VWILX Sharpe Ratio is 0.76, which is lower than the CTCAX Sharpe Ratio of 3.04. The chart below compares the historical Sharpe Ratios of VWILX and CTCAX, 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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Sharpe Ratios by Period


VWILXCTCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

3.04

-2.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.81

-0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

1.00

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.78

-0.43

Drawdowns

VWILX vs. CTCAX - Drawdown Comparison

The maximum VWILX drawdown since its inception was -59.49%, roughly equal to the maximum CTCAX drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for VWILX and CTCAX.


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Drawdown Indicators


VWILXCTCAXDifference

Max Drawdown

Largest peak-to-trough decline

-59.49%

-61.04%

+1.55%

Max Drawdown (1Y)

Largest decline over 1 year

-14.06%

-14.43%

+0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-20.02%

-26.67%

+6.65%

Max Drawdown (5Y)

Largest decline over 5 years

-53.56%

-39.55%

-14.01%

Max Drawdown (10Y)

Largest decline over 10 years

-54.08%

-39.55%

-14.53%

Current Drawdown

Current decline from peak

-14.66%

0.00%

-14.66%

Average Drawdown

Average peak-to-trough decline

-15.09%

-10.68%

-4.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

3.86%

+0.50%

Volatility

VWILX vs. CTCAX - Volatility Comparison

The current volatility for Vanguard International Growth Fund Admiral Shares (VWILX) is 4.73%, while Columbia Global Technology Growth Fund Class A (CTCAX) has a volatility of 6.37%. This indicates that VWILX experiences smaller price fluctuations and is considered to be less risky than CTCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWILXCTCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

6.37%

-1.64%

Volatility (6M)

Calculated over the trailing 6-month period

14.45%

16.72%

-2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

17.96%

21.06%

-3.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.43%

25.98%

-2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.70%

24.84%

-3.14%

VWILX vs. CTCAX - Expense Ratio Comparison

VWILX has a 0.32% expense ratio, which is lower than CTCAX's 1.18% expense ratio.


Dividends

VWILX vs. CTCAX - Dividend Comparison

VWILX's dividend yield for the trailing twelve months is around 6.49%, more than CTCAX's 2.49% yield.


PositionTTM20252024202320222021202020192018201720162015
CTCAX
Columbia Global Technology Growth Fund Class A
2.49%3.29%1.08%2.36%3.53%4.15%0.91%2.55%5.82%3.52%0.36%1.80%
VWILX
Vanguard International Growth Fund Admiral Shares
6.49%6.89%9.81%1.92%7.03%0.36%2.38%1.30%5.52%0.84%1.42%1.53%

Frequently Asked Questions


VWILX and CTCAX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CTCAX has higher volatility (6.37%) compared to VWILX (4.73%). In terms of maximum drawdown, VWILX dropped -59.49% vs CTCAX's -61.04%.

CTCAX currently has the higher Sharpe Ratio (3.04 vs 0.76), 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.

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