VWILX vs. VFWPX
VWILX (Vanguard International Growth Fund Admiral Shares) and VFWPX (Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares) are both mutual funds - VWILX is a Large Cap Growth Equities fund managed by Vanguard, while VFWPX is a Foreign Large Cap Equities fund managed by Vanguard. Over the past 10 years, VWILX returned 9.94%/yr vs 10.08%/yr for VFWPX. Their correlation of 0.92 suggests significant overlap in exposure. VWILX charges 0.32%/yr vs 0.06%/yr for VFWPX.
Performance
VWILX vs. VFWPX - Performance Comparison
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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%
VWILX vs. VFWPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
VWILX
VFWPX
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.
| VWILX | VFWPX | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VWILX | VFWPX | Difference | |
|---|---|---|---|
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
| VWILX | VFWPX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -14.66% | 0.00% | -14.66% |
Average DrawdownAverage peak-to-trough decline | -15.09% | -7.94% | -7.15% |
Ulcer IndexDepth 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
| VWILX | VFWPX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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