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VWILX vs. VBIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWILX vs. VBIAX - Performance Comparison

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

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VWILX vs. VBIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWILX
Vanguard International Growth Fund Admiral Shares
-5.13%20.08%9.18%14.80%-30.80%-12.81%59.77%31.50%-12.58%43.17%
VBIAX
Vanguard Balanced Index Fund Admiral Shares
-2.43%13.61%14.58%17.54%-16.90%14.21%16.40%21.78%-2.86%13.89%

Returns By Period

In the year-to-date period, VWILX achieves a -5.13% return, which is significantly lower than VBIAX's -2.43% return. Both investments have delivered pretty close results over the past 10 years, with VWILX having a 9.01% annualized return and VBIAX not far behind at 8.97%.


VWILX

1D
3.81%
1M
-6.66%
YTD
-5.13%
6M
-6.58%
1Y
12.20%
3Y*
8.27%
5Y*
-3.15%
10Y*
9.01%

VBIAX

1D
1.84%
1M
-3.62%
YTD
-2.43%
6M
-0.89%
1Y
12.55%
3Y*
12.24%
5Y*
6.52%
10Y*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWILX vs. VBIAX - Expense Ratio Comparison

VWILX has a 0.32% expense ratio, which is higher than VBIAX's 0.07% expense ratio.


Return for Risk

VWILX vs. VBIAX — Risk / Return Rank

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

VWILX
VWILX Risk / Return Rank: 2222
Overall Rank
VWILX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VWILX Sortino Ratio Rank: 2323
Sortino Ratio Rank
VWILX Omega Ratio Rank: 2020
Omega Ratio Rank
VWILX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VWILX Martin Ratio Rank: 2323
Martin Ratio Rank

VBIAX
VBIAX Risk / Return Rank: 6969
Overall Rank
VBIAX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VBIAX Sortino Ratio Rank: 6666
Sortino Ratio Rank
VBIAX Omega Ratio Rank: 6464
Omega Ratio Rank
VBIAX Calmar Ratio Rank: 7272
Calmar Ratio Rank
VBIAX Martin Ratio Rank: 8181
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. VBIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Growth Fund Admiral Shares (VWILX) and Vanguard Balanced Index Fund Admiral Shares (VBIAX). 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.


VWILXVBIAXDifference

Sharpe ratio

Return per unit of total volatility

0.59

1.14

-0.55

Sortino ratio

Return per unit of downside risk

0.96

1.70

-0.74

Omega ratio

Gain probability vs. loss probability

1.13

1.25

-0.12

Calmar ratio

Return relative to maximum drawdown

0.76

1.71

-0.96

Martin ratio

Return relative to average drawdown

2.55

8.03

-5.48

VWILX vs. VBIAX - Sharpe Ratio Comparison

The current VWILX Sharpe Ratio is 0.59, which is lower than the VBIAX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of VWILX and VBIAX, 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


VWILXVBIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

1.14

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.59

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.80

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.61

-0.28

Correlation

The correlation between VWILX and VBIAX 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.


Dividends

VWILX vs. VBIAX - Dividend Comparison

VWILX's dividend yield for the trailing twelve months is around 7.27%, more than VBIAX's 5.74% yield.


TTM20252024202320222021202020192018201720162015
VWILX
Vanguard International Growth Fund Admiral Shares
7.27%6.89%9.81%1.92%7.03%0.36%2.38%1.30%5.52%0.84%1.42%1.53%
VBIAX
Vanguard Balanced Index Fund Admiral Shares
5.74%6.00%5.27%4.35%2.83%3.19%2.65%2.28%2.32%1.95%2.09%2.09%

Drawdowns

VWILX vs. VBIAX - Drawdown Comparison

The maximum VWILX drawdown since its inception was -59.49%, which is greater than VBIAX's maximum drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for VWILX and VBIAX.


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Drawdown Indicators


VWILXVBIAXDifference

Max Drawdown

Largest peak-to-trough decline

-59.49%

-35.90%

-23.59%

Max Drawdown (1Y)

Largest decline over 1 year

-14.06%

-7.78%

-6.28%

Max Drawdown (5Y)

Largest decline over 5 years

-53.56%

-21.53%

-32.03%

Max Drawdown (10Y)

Largest decline over 10 years

-54.08%

-22.78%

-31.30%

Current Drawdown

Current decline from peak

-23.80%

-4.10%

-19.70%

Average Drawdown

Average peak-to-trough decline

-15.07%

-4.47%

-10.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.18%

1.66%

+2.52%

Volatility

VWILX vs. VBIAX - Volatility Comparison

Vanguard International Growth Fund Admiral Shares (VWILX) has a higher volatility of 8.98% compared to Vanguard Balanced Index Fund Admiral Shares (VBIAX) at 3.71%. This indicates that VWILX's price experiences larger fluctuations and is considered to be riskier than VBIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWILXVBIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.98%

3.71%

+5.27%

Volatility (6M)

Calculated over the trailing 6-month period

14.21%

6.20%

+8.01%

Volatility (1Y)

Calculated over the trailing 1-year period

21.04%

11.39%

+9.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.42%

11.05%

+12.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.62%

11.18%

+10.44%