VWILX vs. SPY
Compare and contrast key facts about Vanguard International Growth Fund Admiral Shares (VWILX) and SPDR S&P 500 ETF (SPY).
VWILX is managed by Vanguard. It was launched on Aug 13, 2001. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWILX or SPY.
Key characteristics
VWILX | SPY | |
---|---|---|
YTD Return | 10.65% | 19.22% |
1Y Return | 18.39% | 28.25% |
3Y Return (Ann) | -6.87% | 9.99% |
5Y Return (Ann) | 9.39% | 15.19% |
10Y Return (Ann) | 8.13% | 12.84% |
Sharpe Ratio | 1.00 | 2.25 |
Daily Std Dev | 17.21% | 12.59% |
Max Drawdown | -59.49% | -55.19% |
Current Drawdown | -22.71% | -0.32% |
Correlation
The correlation between VWILX and SPY is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VWILX vs. SPY - Performance Comparison
In the year-to-date period, VWILX achieves a 10.65% return, which is significantly lower than SPY's 19.22% return. Over the past 10 years, VWILX has underperformed SPY with an annualized return of 8.13%, while SPY has yielded a comparatively higher 12.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VWILX vs. SPY - Expense Ratio Comparison
VWILX has a 0.32% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
VWILX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International Growth Fund Admiral Shares (VWILX) and SPDR S&P 500 ETF (SPY). 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.
Dividends
VWILX vs. SPY - Dividend Comparison
VWILX's dividend yield for the trailing twelve months is around 1.74%, more than SPY's 0.93% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Vanguard International Growth Fund Admiral Shares | 1.74% | 1.92% | 7.03% | 14.02% | 2.38% | 1.30% | 5.52% | 0.84% | 1.42% | 1.53% | 2.46% | 1.58% |
SPDR S&P 500 ETF | 0.93% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
VWILX vs. SPY - Drawdown Comparison
The maximum VWILX drawdown since its inception was -59.49%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VWILX and SPY. For additional features, visit the drawdowns tool.
Volatility
VWILX vs. SPY - Volatility Comparison
Vanguard International Growth Fund Admiral Shares (VWILX) has a higher volatility of 5.40% compared to SPDR S&P 500 ETF (SPY) at 3.94%. This indicates that VWILX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.