VWILX vs. VWUAX
Compare and contrast key facts about Vanguard International Growth Fund Admiral Shares (VWILX) and Vanguard U.S. Growth Fund Admiral Shares (VWUAX).
VWILX is managed by Vanguard. It was launched on Aug 13, 2001. VWUAX is managed by Vanguard. It was launched on Aug 13, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWILX or VWUAX.
Key characteristics
| VWILX | VWUAX | |
|---|---|---|
| YTD Return | 13.43% | 31.75% |
| 1Y Return | 25.40% | 45.08% |
| 3Y Return (Ann) | -5.45% | 2.94% |
| 5Y Return (Ann) | 9.09% | 17.06% |
| 10Y Return (Ann) | 8.71% | 14.95% |
| Sharpe Ratio | 1.56 | 2.55 |
| Sortino Ratio | 2.21 | 3.27 |
| Omega Ratio | 1.28 | 1.46 |
| Calmar Ratio | 0.71 | 1.85 |
| Martin Ratio | 9.40 | 15.02 |
| Ulcer Index | 2.79% | 3.16% |
| Daily Std Dev | 16.80% | 18.57% |
| Max Drawdown | -59.49% | -50.37% |
| Current Drawdown | -20.77% | 0.00% |
Correlation
The correlation between VWILX and VWUAX 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.
Performance
VWILX vs. VWUAX - Performance Comparison
In the year-to-date period, VWILX achieves a 13.43% return, which is significantly lower than VWUAX's 31.75% return. Over the past 10 years, VWILX has underperformed VWUAX with an annualized return of 8.71%, while VWUAX has yielded a comparatively higher 14.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VWILX vs. VWUAX - Expense Ratio Comparison
VWILX has a 0.32% expense ratio, which is higher than VWUAX's 0.28% expense ratio.
Risk-Adjusted Performance
VWILX vs. VWUAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International Growth Fund Admiral Shares (VWILX) and Vanguard U.S. Growth Fund Admiral Shares (VWUAX). 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.
Dividends
VWILX vs. VWUAX - Dividend Comparison
VWILX's dividend yield for the trailing twelve months is around 0.97%, more than VWUAX's 0.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWILX Vanguard International Growth Fund Admiral Shares | 0.97% | 1.10% | 1.50% | 1.08% | 0.31% | 1.30% | 1.79% | 0.84% | 1.42% | 1.53% | 2.46% | 1.58% |
VWUAX Vanguard U.S. Growth Fund Admiral Shares | 0.28% | 0.37% | 0.49% | 0.08% | 0.13% | 0.47% | 0.53% | 0.40% | 0.57% | 0.65% | 0.81% | 0.53% |
Drawdowns
VWILX vs. VWUAX - Drawdown Comparison
The maximum VWILX drawdown since its inception was -59.49%, which is greater than VWUAX's maximum drawdown of -50.37%. Use the drawdown chart below to compare losses from any high point for VWILX and VWUAX. For additional features, visit the drawdowns tool.
Volatility
VWILX vs. VWUAX - Volatility Comparison
The current volatility for Vanguard International Growth Fund Admiral Shares (VWILX) is 4.46%, while Vanguard U.S. Growth Fund Admiral Shares (VWUAX) has a volatility of 5.25%. This indicates that VWILX experiences smaller price fluctuations and is considered to be less risky than VWUAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.