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VWILX vs. VFWPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWILX vs. VFWPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Growth Fund Admiral Shares (VWILX) and Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VWILX achieves a 6.25% return, which is significantly lower than VFWPX's 15.79% return. Both investments have delivered pretty close results over the past 10 years, with VWILX having a 9.94% annualized return and VFWPX not far ahead at 10.08%.


VWILX

1D
0.35%
1M
4.18%
YTD
6.25%
6M
6.75%
1Y
13.81%
3Y*
12.51%
5Y*
-1.21%
10Y*
9.94%

VFWPX

1D
0.66%
1M
5.91%
YTD
15.79%
6M
18.58%
1Y
33.81%
3Y*
20.10%
5Y*
9.10%
10Y*
10.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWILX vs. VFWPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWILX
Vanguard International Growth Fund Admiral Shares
6.25%20.08%9.18%14.80%-30.80%-12.81%59.77%31.50%-12.58%43.17%
VFWPX
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares
15.79%32.40%5.48%15.63%-15.47%8.13%11.40%21.59%-13.95%27.28%

Correlation

The correlation between VWILX and VFWPX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2010

0.92

The correlation between VWILX and VFWPX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

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Return for Risk

VWILX vs. VFWPX — Risk / Return Rank

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

VWILX
VWILX Risk / Return Rank: 1010
Overall Rank
VWILX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VWILX Sortino Ratio Rank: 99
Sortino Ratio Rank
VWILX Omega Ratio Rank: 99
Omega Ratio Rank
VWILX Calmar Ratio Rank: 1010
Calmar Ratio Rank
VWILX Martin Ratio Rank: 1010
Martin Ratio Rank

VFWPX
VFWPX Risk / Return Rank: 5959
Overall Rank
VFWPX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VFWPX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VFWPX Omega Ratio Rank: 5959
Omega Ratio Rank
VFWPX Calmar Ratio Rank: 5959
Calmar Ratio Rank
VFWPX Martin Ratio Rank: 5858
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. VFWPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Growth Fund Admiral Shares (VWILX) and Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX). 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.


VWILXVFWPXDifference
Sharpe ratioReturn per unit of total volatility

-1.56

Sortino ratioReturn per unit of downside risk

-1.99

Omega ratioGain probability vs. loss probability

1.14

1.43

-0.29

Calmar ratioReturn relative to maximum drawdown

0.96

2.94

-1.98

Martin ratioReturn relative to average drawdown

3.10

11.57

-8.46

VWILX vs. VFWPX - Sharpe Ratio Comparison

The current VWILX Sharpe Ratio is 0.76, which is lower than the VFWPX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of VWILX and VFWPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VWILXVFWPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

2.32

-1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.60

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.63

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.42

-0.08

Drawdowns

VWILX vs. VFWPX - Drawdown Comparison

The maximum VWILX drawdown since its inception was -59.49%, which is greater than VFWPX's maximum drawdown of -34.85%. Use the drawdown chart below to compare losses from any high point for VWILX and VFWPX.


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Drawdown Indicators


VWILXVFWPXDifference

Max Drawdown

Largest peak-to-trough decline

-59.49%

-34.85%

-24.64%

Max Drawdown (1Y)

Largest decline over 1 year

-14.06%

-11.34%

-2.72%

Max Drawdown (3Y)

Largest decline over 3 years

-20.02%

-13.27%

-6.75%

Max Drawdown (5Y)

Largest decline over 5 years

-53.56%

-29.35%

-24.21%

Max Drawdown (10Y)

Largest decline over 10 years

-54.08%

-34.85%

-19.23%

Current Drawdown

Current decline from peak

-14.66%

0.00%

-14.66%

Average Drawdown

Average peak-to-trough decline

-15.09%

-7.94%

-7.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

2.88%

+1.48%

Volatility

VWILX vs. VFWPX - Volatility Comparison

Vanguard International Growth Fund Admiral Shares (VWILX) and Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) have volatilities of 4.73% and 4.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWILXVFWPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

4.89%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

14.45%

12.06%

+2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

17.96%

14.41%

+3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.43%

15.19%

+8.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.70%

16.08%

+5.62%

VWILX vs. VFWPX - Expense Ratio Comparison

VWILX has a 0.32% expense ratio, which is higher than VFWPX's 0.06% expense ratio.


Dividends

VWILX vs. VFWPX - Dividend Comparison

VWILX's dividend yield for the trailing twelve months is around 6.49%, more than VFWPX's 2.59% yield.


PositionTTM20252024202320222021202020192018201720162015
VFWPX
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares
2.59%3.10%3.26%3.33%3.12%3.08%2.01%3.12%3.30%2.70%3.00%2.99%
VWILX
Vanguard International Growth Fund Admiral Shares
6.49%6.89%9.81%1.92%7.03%0.36%2.38%1.30%5.52%0.84%1.42%1.53%

Frequently Asked Questions


With a correlation of 0.91, VWILX and VFWPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VFWPX has higher volatility (4.89%) compared to VWILX (4.73%). In terms of maximum drawdown, VWILX dropped -59.49% vs VFWPX's -34.85%.

VFWPX currently has the higher Sharpe Ratio (2.32 vs 0.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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