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.
Performance
VWILX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, VWILX achieves a 11.69% return, which is significantly lower than SPY's 26.08% return. Over the past 10 years, VWILX has underperformed SPY with an annualized return of 8.41%, while SPY has yielded a comparatively higher 13.10% annualized return.
VWILX
11.69%
-2.29%
2.11%
17.65%
8.61%
8.41%
SPY
26.08%
1.77%
13.59%
32.24%
15.62%
13.10%
Key characteristics
| VWILX | SPY | |
|---|---|---|
| Sharpe Ratio | 1.09 | 2.70 |
| Sortino Ratio | 1.59 | 3.60 |
| Omega Ratio | 1.20 | 1.50 |
| Calmar Ratio | 0.53 | 3.90 |
| Martin Ratio | 6.19 | 17.52 |
| Ulcer Index | 2.91% | 1.87% |
| Daily Std Dev | 16.50% | 12.14% |
| Max Drawdown | -59.49% | -55.19% |
| Current Drawdown | -21.98% | -0.85% |
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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.
Correlation
The correlation between VWILX and SPY is 0.75, 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.
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 0.99%, less than SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWILX Vanguard International Growth Fund Admiral Shares | 0.99% | 1.10% | 1.50% | 1.08% | 0.31% | 1.30% | 1.79% | 0.84% | 1.42% | 1.53% | 2.46% | 1.58% |
SPY SPDR S&P 500 ETF | 1.18% | 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
The current volatility for Vanguard International Growth Fund Admiral Shares (VWILX) is 3.57%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.98%. This indicates that VWILX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.