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

Performance

VWILX vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Growth Fund Admiral Shares (VWILX) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.11%
0.49%
VWILX
VXUS

Returns By Period

In the year-to-date period, VWILX achieves a 11.69% return, which is significantly higher than VXUS's 6.42% return. Over the past 10 years, VWILX has outperformed VXUS with an annualized return of 8.41%, while VXUS has yielded a comparatively lower 4.77% annualized return.


VWILX

YTD

11.69%

1M

-2.29%

6M

2.11%

1Y

17.65%

5Y (annualized)

8.61%

10Y (annualized)

8.41%

VXUS

YTD

6.42%

1M

-3.62%

6M

0.49%

1Y

12.52%

5Y (annualized)

5.46%

10Y (annualized)

4.77%

Key characteristics


VWILXVXUS
Sharpe Ratio1.091.00
Sortino Ratio1.591.44
Omega Ratio1.201.18
Calmar Ratio0.531.16
Martin Ratio6.194.97
Ulcer Index2.91%2.54%
Daily Std Dev16.50%12.67%
Max Drawdown-59.49%-35.97%
Current Drawdown-21.98%-7.14%

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VWILX vs. VXUS - Expense Ratio Comparison

VWILX has a 0.32% expense ratio, which is higher than VXUS'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 VXUS: 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%

Correlation

-0.50.00.51.00.9

The correlation between VWILX and VXUS is 0.91, 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.

Risk-Adjusted Performance

VWILX vs. VXUS - 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 ETF (VXUS). 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.


Sharpe ratio
The chart of Sharpe ratio for VWILX, currently valued at 1.09, compared to the broader market-1.000.001.002.003.004.005.001.091.00
The chart of Sortino ratio for VWILX, currently valued at 1.59, compared to the broader market0.005.0010.001.591.44
The chart of Omega ratio for VWILX, currently valued at 1.20, compared to the broader market1.002.003.004.001.201.18
The chart of Calmar ratio for VWILX, currently valued at 0.53, compared to the broader market0.005.0010.0015.0020.000.531.16
The chart of Martin ratio for VWILX, currently valued at 6.19, compared to the broader market0.0020.0040.0060.0080.00100.006.194.97
VWILX
VXUS

The current VWILX Sharpe Ratio is 1.09, which is comparable to the VXUS Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of VWILX and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.09
1.00
VWILX
VXUS

Dividends

VWILX vs. VXUS - Dividend Comparison

VWILX's dividend yield for the trailing twelve months is around 0.99%, less than VXUS's 3.01% yield.


TTM20232022202120202019201820172016201520142013
VWILX
Vanguard International Growth Fund Admiral Shares
0.99%1.10%1.50%1.08%0.31%1.30%1.79%0.84%1.42%1.53%2.46%1.58%
VXUS
Vanguard Total International Stock ETF
3.01%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%2.70%

Drawdowns

VWILX vs. VXUS - Drawdown Comparison

The maximum VWILX drawdown since its inception was -59.49%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VWILX and VXUS. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-21.98%
-7.14%
VWILX
VXUS

Volatility

VWILX vs. VXUS - Volatility Comparison

Vanguard International Growth Fund Admiral Shares (VWILX) and Vanguard Total International Stock ETF (VXUS) have volatilities of 3.57% and 3.71%, 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.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.57%
3.71%
VWILX
VXUS