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VWILX vs. VWUAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWILX vs. VWUAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Growth Fund Admiral Shares (VWILX) and Vanguard U.S. Growth Fund Admiral Shares (VWUAX). 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 6.47% return, which is significantly higher than VWUAX's -2.88% return. Over the past 10 years, VWILX has underperformed VWUAX with an annualized return of 9.58%, while VWUAX has yielded a comparatively higher 14.86% annualized return.


VWILX

1D
2.67%
1M
0.92%
6M
2.97%
YTD
6.47%
1Y
14.71%
3Y*
10.32%
5Y*
-1.58%
10Y*
9.58%
ALL TIME*
7.47%

VWUAX

1D
1.97%
1M
-3.71%
6M
-0.35%
YTD
-2.88%
1Y
2.46%
3Y*
16.27%
5Y*
3.29%
10Y*
14.86%
ALL TIME*
8.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

VWILX vs. VWUAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWILX
Vanguard International Growth Fund Admiral Shares
6.47%20.08%9.18%14.80%-30.80%-12.81%59.77%31.50%-12.58%43.17%
VWUAX
Vanguard U.S. Growth Fund Admiral Shares
-2.88%15.49%31.79%45.32%-39.58%2.43%58.80%48.42%0.77%31.26%

Correlation

The correlation between VWILX and VWUAX is 0.80, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.80

Correlation (3Y)
Balances recent behavior with more history.

0.78

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.82

Correlation (10Y)
Provides a long-term view across more market conditions.

0.82

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2001

0.76

The correlation between VWILX and VWUAX has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.

VWILX vs. VWUAX - Sectors Allocation Comparison


Sectors
VWILX
VWUAX

Technology

27.5%
44.7%

Consumer Cyclical

17.5%
12.4%

Industrials

13.5%
5.2%

Financial Services

12.2%
6.1%

Healthcare

11.7%
10.3%

Communication Services

6.2%
16.2%

Consumer Defensive

4.1%
1.3%

Basic Materials

2.6%
0.4%

Energy

1.9%

-

Utilities

0.5%
0.5%

Real Estate

-

1.3%

Technology

VWILX
27.5%
VWUAX
44.7%

Consumer Cyclical

VWILX
17.5%
VWUAX
12.4%

Industrials

VWILX
13.5%
VWUAX
5.2%

Financial Services

VWILX
12.2%
VWUAX
6.1%

Healthcare

VWILX
11.7%
VWUAX
10.3%

Communication Services

VWILX
6.2%
VWUAX
16.2%

Consumer Defensive

VWILX
4.1%
VWUAX
1.3%

Basic Materials

VWILX
2.6%
VWUAX
0.4%

Energy

VWILX
1.9%
VWUAX

-

Utilities

VWILX
0.5%
VWUAX
0.5%

Real Estate

VWILX

-

VWUAX
1.3%

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Return for Risk

VWILX vs. VWUAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VWILX
VWILX Risk / Return Rank: 1919
Overall Rank
VWILX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VWILX Sortino Ratio Rank: 1818
Sortino Ratio Rank
VWILX Omega Ratio Rank: 1818
Omega Ratio Rank
VWILX Calmar Ratio Rank: 1919
Calmar Ratio Rank
VWILX Martin Ratio Rank: 2121
Martin Ratio Rank

VWUAX
VWUAX Risk / Return Rank: 55
Overall Rank
VWUAX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VWUAX Sortino Ratio Rank: 66
Sortino Ratio Rank
VWUAX Omega Ratio Rank: 55
Omega Ratio Rank
VWUAX Calmar Ratio Rank: 55
Calmar Ratio Rank
VWUAX Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VWILX vs. VWUAX - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VWILXVWUAXDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.82

Omega ratioGain probability vs. loss probability

1.12

1.02

+0.10

Calmar ratioReturn relative to maximum drawdown

0.86

0.03

+0.83

Martin ratioReturn relative to average drawdown

2.76

0.09

+2.67

VWILX vs. VWUAX - Sharpe Ratio Comparison

The current VWILX Sharpe Ratio is 0.63, which is higher than the VWUAX Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of VWILX and VWUAX, 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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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.


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Drawdown Indicators


VWILXVWUAXDifference

Max Drawdown

Largest peak-to-trough decline

-59.49%

-50.37%

-9.12%

Max Drawdown (1Y)

Largest decline over 1 year

-14.06%

-19.12%

+5.06%

Max Drawdown (3Y)

Largest decline over 3 years

-20.02%

-25.01%

+4.99%

Max Drawdown (5Y)

Largest decline over 5 years

-53.56%

-50.17%

-3.39%

Max Drawdown (10Y)

Largest decline over 10 years

-54.08%

-50.17%

-3.91%

Current Drawdown

Current decline from peak

-14.48%

-8.05%

-6.43%

Average Drawdown

Average peak-to-trough decline

-15.09%

-12.77%

-2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.38%

6.78%

-2.40%

Volatility

VWILX vs. VWUAX - Volatility Comparison

Vanguard International Growth Fund Admiral Shares (VWILX) and Vanguard U.S. Growth Fund Admiral Shares (VWUAX) have volatilities of 5.05% and 5.29%, 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


VWILXVWUAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

5.29%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

15.95%

14.35%

+1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

19.26%

18.17%

+1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.61%

25.11%

-1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.64%

23.79%

-2.15%

VWILX vs. VWUAX - Expense Ratio Comparison

VWILX has a 0.32% expense ratio, which is higher than VWUAX's 0.25% expense ratio.


Dividends

VWILX vs. VWUAX - Dividend Comparison

VWILX's dividend yield for the trailing twelve months is around 6.47%, less than VWUAX's 9.78% yield.


PositionTTM20252024202320222021202020192018201720162015
VWILX
Vanguard International Growth Fund Admiral Shares
6.47%6.89%9.81%1.92%7.03%0.36%2.38%1.30%5.52%0.84%1.42%1.53%
VWUAX
Vanguard U.S. Growth Fund Admiral Shares
9.78%9.50%4.70%0.37%0.49%3.60%4.00%13.28%9.80%4.63%1.67%9.10%

Frequently Asked Questions


VWILX and VWUAX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VWUAX has higher volatility (5.29%) compared to VWILX (5.05%). In terms of maximum drawdown, VWILX dropped -59.49% vs VWUAX's -50.37%.

VWILX currently has the higher Sharpe Ratio (0.63 vs 0.03), 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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