PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VWILX vs. VTPSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VWILXVTPSX
YTD Return13.32%11.42%
1Y Return22.68%19.29%
3Y Return (Ann)-5.29%3.16%
5Y Return (Ann)9.98%7.15%
10Y Return (Ann)8.49%4.99%
Sharpe Ratio1.271.55
Daily Std Dev17.36%12.22%
Max Drawdown-59.49%-35.77%
Current Drawdown-20.84%0.00%

Correlation

-0.50.00.51.00.9

The correlation between VWILX and VTPSX is 0.93, 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. VTPSX - Performance Comparison

In the year-to-date period, VWILX achieves a 13.32% return, which is significantly higher than VTPSX's 11.42% return. Over the past 10 years, VWILX has outperformed VTPSX with an annualized return of 8.49%, while VTPSX has yielded a comparatively lower 4.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%AprilMayJuneJulyAugustSeptember
6.78%
6.74%
VWILX
VTPSX

Compare stocks, funds, or ETFs

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


VWILX vs. VTPSX - Expense Ratio Comparison

VWILX has a 0.32% expense ratio, which is higher than VTPSX's 0.07% 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 VTPSX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VWILX vs. VTPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Growth Fund Admiral Shares (VWILX) and Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX). 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 1.27, compared to the broader market-1.000.001.002.003.004.005.001.27
Sortino ratio
The chart of Sortino ratio for VWILX, currently valued at 1.83, compared to the broader market0.005.0010.001.83
Omega ratio
The chart of Omega ratio for VWILX, currently valued at 1.23, compared to the broader market1.002.003.004.001.23
Calmar ratio
The chart of Calmar ratio for VWILX, currently valued at 0.54, compared to the broader market0.005.0010.0015.0020.000.54
Martin ratio
The chart of Martin ratio for VWILX, currently valued at 6.82, compared to the broader market0.0020.0040.0060.0080.00100.006.82
VTPSX
Sharpe ratio
The chart of Sharpe ratio for VTPSX, currently valued at 1.55, compared to the broader market-1.000.001.002.003.004.005.001.55
Sortino ratio
The chart of Sortino ratio for VTPSX, currently valued at 2.16, compared to the broader market0.005.0010.002.16
Omega ratio
The chart of Omega ratio for VTPSX, currently valued at 1.27, compared to the broader market1.002.003.004.001.27
Calmar ratio
The chart of Calmar ratio for VTPSX, currently valued at 1.03, compared to the broader market0.005.0010.0015.0020.001.03
Martin ratio
The chart of Martin ratio for VTPSX, currently valued at 7.99, compared to the broader market0.0020.0040.0060.0080.00100.007.99

VWILX vs. VTPSX - Sharpe Ratio Comparison

The current VWILX Sharpe Ratio is 1.27, which roughly equals the VTPSX Sharpe Ratio of 1.55. The chart below compares the 12-month rolling Sharpe Ratio of VWILX and VTPSX.


Rolling 12-month Sharpe Ratio0.000.501.001.50AprilMayJuneJulyAugustSeptember
1.27
1.55
VWILX
VTPSX

Dividends

VWILX vs. VTPSX - Dividend Comparison

VWILX's dividend yield for the trailing twelve months is around 1.70%, less than VTPSX's 2.44% yield.


TTM20232022202120202019201820172016201520142013
VWILX
Vanguard International Growth Fund Admiral Shares
1.70%1.92%7.03%14.02%2.38%1.30%5.52%0.84%1.42%1.53%2.46%1.58%
VTPSX
Vanguard Total International Stock Index Fund Institutional Plus Shares
2.44%3.25%3.09%3.09%2.13%3.08%3.20%2.77%2.97%2.89%3.44%2.74%

Drawdowns

VWILX vs. VTPSX - Drawdown Comparison

The maximum VWILX drawdown since its inception was -59.49%, which is greater than VTPSX's maximum drawdown of -35.77%. Use the drawdown chart below to compare losses from any high point for VWILX and VTPSX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-20.84%
0
VWILX
VTPSX

Volatility

VWILX vs. VTPSX - Volatility Comparison

Vanguard International Growth Fund Admiral Shares (VWILX) has a higher volatility of 5.74% compared to Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) at 4.25%. This indicates that VWILX's price experiences larger fluctuations and is considered to be riskier than VTPSX 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
5.74%
4.25%
VWILX
VTPSX