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VWILX vs. VAIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VWILX and VAIGX is 0.80, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

VWILX vs. VAIGX - Performance Comparison

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

-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-30.31%
-17.40%
VWILX
VAIGX

Key characteristics

Sharpe Ratio

VWILX:

0.54

VAIGX:

0.79

Sortino Ratio

VWILX:

0.89

VAIGX:

1.28

Omega Ratio

VWILX:

1.12

VAIGX:

1.17

Calmar Ratio

VWILX:

0.27

VAIGX:

0.67

Martin Ratio

VWILX:

2.31

VAIGX:

3.66

Ulcer Index

VWILX:

4.98%

VAIGX:

5.78%

Daily Std Dev

VWILX:

21.36%

VAIGX:

26.56%

Max Drawdown

VWILX:

-65.55%

VAIGX:

-53.24%

Current Drawdown

VWILX:

-34.68%

VAIGX:

-17.40%

Returns By Period

In the year-to-date period, VWILX achieves a 2.92% return, which is significantly lower than VAIGX's 6.86% return.


VWILX

YTD

2.92%

1M

-3.81%

6M

-1.23%

1Y

9.31%

5Y*

4.82%

10Y*

5.16%

VAIGX

YTD

6.86%

1M

-2.56%

6M

1.74%

1Y

18.45%

5Y*

N/A

10Y*

N/A

*Annualized

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VWILX vs. VAIGX - Expense Ratio Comparison

VWILX has a 0.32% expense ratio, which is lower than VAIGX's 0.42% expense ratio.


Expense ratio chart for VAIGX: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VAIGX: 0.42%
Expense ratio chart for VWILX: current value is 0.32%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VWILX: 0.32%

Risk-Adjusted Performance

VWILX vs. VAIGX — Risk-Adjusted Performance Rank

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

VWILX
The Risk-Adjusted Performance Rank of VWILX is 5858
Overall Rank
The Sharpe Ratio Rank of VWILX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VWILX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VWILX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VWILX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of VWILX is 6464
Martin Ratio Rank

VAIGX
The Risk-Adjusted Performance Rank of VAIGX is 7474
Overall Rank
The Sharpe Ratio Rank of VAIGX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VAIGX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VAIGX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VAIGX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VAIGX is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VWILX vs. VAIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Growth Fund Admiral Shares (VWILX) and Vanguard Advice Select International Growth Fund (VAIGX). 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.


The chart of Sharpe ratio for VWILX, currently valued at 0.54, compared to the broader market-1.000.001.002.003.00
VWILX: 0.54
VAIGX: 0.79
The chart of Sortino ratio for VWILX, currently valued at 0.89, compared to the broader market-2.000.002.004.006.008.00
VWILX: 0.89
VAIGX: 1.28
The chart of Omega ratio for VWILX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
VWILX: 1.12
VAIGX: 1.17
The chart of Calmar ratio for VWILX, currently valued at 0.29, compared to the broader market0.002.004.006.008.0010.00
VWILX: 0.29
VAIGX: 0.67
The chart of Martin ratio for VWILX, currently valued at 2.31, compared to the broader market0.0010.0020.0030.0040.0050.00
VWILX: 2.31
VAIGX: 3.66

The current VWILX Sharpe Ratio is 0.54, which is lower than the VAIGX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of VWILX and VAIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.54
0.79
VWILX
VAIGX

Dividends

VWILX vs. VAIGX - Dividend Comparison

VWILX's dividend yield for the trailing twelve months is around 9.53%, more than VAIGX's 0.30% yield.


TTM20242023202220212020201920182017201620152014
VWILX
Vanguard International Growth Fund Admiral Shares
9.53%9.81%1.92%7.03%14.02%2.38%1.30%5.52%0.84%1.42%1.53%2.46%
VAIGX
Vanguard Advice Select International Growth Fund
0.30%0.32%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VWILX vs. VAIGX - Drawdown Comparison

The maximum VWILX drawdown since its inception was -65.55%, which is greater than VAIGX's maximum drawdown of -53.24%. Use the drawdown chart below to compare losses from any high point for VWILX and VAIGX. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-30.31%
-17.40%
VWILX
VAIGX

Volatility

VWILX vs. VAIGX - Volatility Comparison

The current volatility for Vanguard International Growth Fund Admiral Shares (VWILX) is 13.43%, while Vanguard Advice Select International Growth Fund (VAIGX) has a volatility of 15.55%. This indicates that VWILX experiences smaller price fluctuations and is considered to be less risky than VAIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
13.43%
15.55%
VWILX
VAIGX