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VWILX vs. PROVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWILX vs. PROVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Growth Fund Admiral Shares (VWILX) and Provident Trust Strategy Fund (PROVX). The values are adjusted to include any dividend payments, if applicable.

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VWILX vs. PROVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWILX
Vanguard International Growth Fund Admiral Shares
-8.61%20.08%9.18%14.80%-30.80%-12.81%59.77%31.50%-12.58%43.17%
PROVX
Provident Trust Strategy Fund
-7.57%13.10%19.73%17.59%-22.62%31.96%19.47%25.71%-1.31%29.40%

Returns By Period

In the year-to-date period, VWILX achieves a -8.61% return, which is significantly lower than PROVX's -7.57% return. Over the past 10 years, VWILX has underperformed PROVX with an annualized return of 8.60%, while PROVX has yielded a comparatively higher 11.45% annualized return.


VWILX

1D
-0.03%
1M
-11.47%
YTD
-8.61%
6M
-9.53%
1Y
8.20%
3Y*
6.93%
5Y*
-3.46%
10Y*
8.60%

PROVX

1D
0.46%
1M
-6.63%
YTD
-7.57%
6M
-1.66%
1Y
8.59%
3Y*
14.04%
5Y*
6.85%
10Y*
11.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWILX vs. PROVX - Expense Ratio Comparison

VWILX has a 0.32% expense ratio, which is lower than PROVX's 0.93% expense ratio.


Return for Risk

VWILX vs. PROVX — Risk / Return Rank

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

VWILX
VWILX Risk / Return Rank: 1313
Overall Rank
VWILX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
VWILX Sortino Ratio Rank: 1414
Sortino Ratio Rank
VWILX Omega Ratio Rank: 1313
Omega Ratio Rank
VWILX Calmar Ratio Rank: 1313
Calmar Ratio Rank
VWILX Martin Ratio Rank: 1313
Martin Ratio Rank

PROVX
PROVX Risk / Return Rank: 2626
Overall Rank
PROVX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
PROVX Sortino Ratio Rank: 3232
Sortino Ratio Rank
PROVX Omega Ratio Rank: 2525
Omega Ratio Rank
PROVX Calmar Ratio Rank: 2121
Calmar Ratio Rank
PROVX Martin Ratio Rank: 2323
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. PROVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Growth Fund Admiral Shares (VWILX) and Provident Trust Strategy Fund (PROVX). 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.


VWILXPROVXDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.69

-0.37

Sortino ratio

Return per unit of downside risk

0.59

1.14

-0.55

Omega ratio

Gain probability vs. loss probability

1.08

1.14

-0.06

Calmar ratio

Return relative to maximum drawdown

0.32

0.63

-0.31

Martin ratio

Return relative to average drawdown

1.08

2.43

-1.35

VWILX vs. PROVX - Sharpe Ratio Comparison

The current VWILX Sharpe Ratio is 0.32, which is lower than the PROVX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of VWILX and PROVX, 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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Sharpe Ratios by Period


VWILXPROVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.69

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.44

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.71

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.48

-0.17

Correlation

The correlation between VWILX and PROVX is 0.69, 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.


Dividends

VWILX vs. PROVX - Dividend Comparison

VWILX's dividend yield for the trailing twelve months is around 7.54%, less than PROVX's 18.17% yield.


TTM20252024202320222021202020192018201720162015
VWILX
Vanguard International Growth Fund Admiral Shares
7.54%6.89%9.81%1.92%7.03%0.36%2.38%1.30%5.52%0.84%1.42%1.53%
PROVX
Provident Trust Strategy Fund
18.17%16.80%6.94%4.61%19.17%0.35%9.04%4.40%5.80%1.54%1.92%7.73%

Drawdowns

VWILX vs. PROVX - Drawdown Comparison

The maximum VWILX drawdown since its inception was -59.49%, roughly equal to the maximum PROVX drawdown of -57.65%. Use the drawdown chart below to compare losses from any high point for VWILX and PROVX.


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Drawdown Indicators


VWILXPROVXDifference

Max Drawdown

Largest peak-to-trough decline

-59.49%

-57.65%

-1.84%

Max Drawdown (1Y)

Largest decline over 1 year

-14.06%

-12.54%

-1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-53.56%

-27.48%

-26.08%

Max Drawdown (10Y)

Largest decline over 10 years

-54.08%

-27.48%

-26.60%

Current Drawdown

Current decline from peak

-26.59%

-12.13%

-14.46%

Average Drawdown

Average peak-to-trough decline

-15.06%

-13.23%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.18%

3.23%

+0.95%

Volatility

VWILX vs. PROVX - Volatility Comparison

Vanguard International Growth Fund Admiral Shares (VWILX) has a higher volatility of 7.96% compared to Provident Trust Strategy Fund (PROVX) at 3.30%. This indicates that VWILX's price experiences larger fluctuations and is considered to be riskier than PROVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWILXPROVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.96%

3.30%

+4.66%

Volatility (6M)

Calculated over the trailing 6-month period

13.72%

8.49%

+5.23%

Volatility (1Y)

Calculated over the trailing 1-year period

20.74%

14.45%

+6.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.36%

15.56%

+7.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.59%

16.11%

+5.48%