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

Key characteristics


VWILXVOO
YTD Return10.32%19.06%
1Y Return16.51%26.65%
3Y Return (Ann)-7.26%9.85%
5Y Return (Ann)9.08%15.18%
10Y Return (Ann)8.08%12.95%
Sharpe Ratio1.022.18
Daily Std Dev17.23%12.72%
Max Drawdown-59.49%-33.99%
Current Drawdown-22.93%-0.48%

Correlation

-0.50.00.51.00.8

The correlation between VWILX and VOO is 0.81, 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.

Performance

VWILX vs. VOO - Performance Comparison

In the year-to-date period, VWILX achieves a 10.32% return, which is significantly lower than VOO's 19.06% return. Over the past 10 years, VWILX has underperformed VOO with an annualized return of 8.08%, while VOO has yielded a comparatively higher 12.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
5.57%
9.96%
VWILX
VOO

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VWILX vs. VOO - Expense Ratio Comparison

VWILX has a 0.32% expense ratio, which is higher than VOO's 0.03% expense ratio.


VWILX
Vanguard International Growth Fund Admiral Shares
Expense ratio chart for VWILX: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VWILX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Growth Fund Admiral Shares (VWILX) and Vanguard S&P 500 ETF (VOO). 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
Sharpe ratio
The chart of Sharpe ratio for VWILX, currently valued at 1.02, compared to the broader market-1.000.001.002.003.004.005.001.02
Sortino ratio
The chart of Sortino ratio for VWILX, currently valued at 1.51, compared to the broader market0.005.0010.001.51
Omega ratio
The chart of Omega ratio for VWILX, currently valued at 1.18, compared to the broader market1.002.003.004.001.18
Calmar ratio
The chart of Calmar ratio for VWILX, currently valued at 0.43, compared to the broader market0.005.0010.0015.0020.000.43
Martin ratio
The chart of Martin ratio for VWILX, currently valued at 4.69, compared to the broader market0.0020.0040.0060.0080.004.69
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.18, compared to the broader market-1.000.001.002.003.004.005.002.18
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.93, compared to the broader market0.005.0010.002.93
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.39, compared to the broader market1.002.003.004.001.39
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.39, compared to the broader market0.005.0010.0015.0020.002.39
Martin ratio
The chart of Martin ratio for VOO, currently valued at 10.59, compared to the broader market0.0020.0040.0060.0080.0010.59

VWILX vs. VOO - Sharpe Ratio Comparison

The current VWILX Sharpe Ratio is 1.02, which is lower than the VOO Sharpe Ratio of 2.18. The chart below compares the 12-month rolling Sharpe Ratio of VWILX and VOO.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50AprilMayJuneJulyAugustSeptember
1.02
2.18
VWILX
VOO

Dividends

VWILX vs. VOO - Dividend Comparison

VWILX's dividend yield for the trailing twelve months is around 1.74%, more than VOO's 1.28% yield.


TTM20232022202120202019201820172016201520142013
VWILX
Vanguard International Growth Fund Admiral Shares
1.74%1.92%7.03%14.02%2.38%1.30%5.52%0.84%1.42%1.53%2.46%1.58%
VOO
Vanguard S&P 500 ETF
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VWILX vs. VOO - Drawdown Comparison

The maximum VWILX drawdown since its inception was -59.49%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VWILX and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-22.93%
-0.48%
VWILX
VOO

Volatility

VWILX vs. VOO - Volatility Comparison

Vanguard International Growth Fund Admiral Shares (VWILX) has a higher volatility of 5.88% compared to Vanguard S&P 500 ETF (VOO) at 4.25%. This indicates that VWILX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
5.88%
4.25%
VWILX
VOO