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

Correlation

The correlation between VWILX and VXUS is 0.82, 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. 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.

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Key characteristics

Sharpe Ratio

VWILX:

0.16

VXUS:

0.61

Sortino Ratio

VWILX:

0.43

VXUS:

1.04

Omega Ratio

VWILX:

1.07

VXUS:

1.14

Calmar Ratio

VWILX:

0.11

VXUS:

0.82

Martin Ratio

VWILX:

0.68

VXUS:

2.59

Ulcer Index

VWILX:

7.38%

VXUS:

4.29%

Daily Std Dev

VWILX:

23.74%

VXUS:

16.95%

Max Drawdown

VWILX:

-65.55%

VXUS:

-35.97%

Current Drawdown

VWILX:

-34.75%

VXUS:

-0.08%

Returns By Period

The year-to-date returns for both investments are quite close, with VWILX having a 11.58% return and VXUS slightly higher at 11.81%. Both investments have delivered pretty close results over the past 10 years, with VWILX having a 5.16% annualized return and VXUS not far behind at 5.09%.


VWILX

YTD

11.58%

1M

13.42%

6M

-0.28%

1Y

3.73%

5Y*

3.95%

10Y*

5.16%

VXUS

YTD

11.81%

1M

8.24%

6M

10.51%

1Y

10.25%

5Y*

11.64%

10Y*

5.09%

*Annualized

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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.


Risk-Adjusted Performance

VWILX vs. VXUS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VWILX
The Risk-Adjusted Performance Rank of VWILX is 3030
Overall Rank
The Sharpe Ratio Rank of VWILX is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of VWILX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of VWILX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of VWILX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of VWILX is 3232
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 6363
Overall Rank
The Sharpe Ratio Rank of VXUS is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current VWILX Sharpe Ratio is 0.16, which is lower than the VXUS Sharpe Ratio of 0.61. 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.


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Dividends

VWILX vs. VXUS - Dividend Comparison

VWILX's dividend yield for the trailing twelve months is around 8.80%, more than VXUS's 2.97% yield.


TTM20242023202220212020201920182017201620152014
VWILX
Vanguard International Growth Fund Admiral Shares
8.80%9.81%1.92%7.03%14.02%2.38%1.30%5.52%0.84%1.42%1.53%2.46%
VXUS
Vanguard Total International Stock ETF
2.97%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%

Drawdowns

VWILX vs. VXUS - Drawdown Comparison

The maximum VWILX drawdown since its inception was -65.55%, 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.


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Volatility

VWILX vs. VXUS - Volatility Comparison

Vanguard International Growth Fund Admiral Shares (VWILX) has a higher volatility of 5.08% compared to Vanguard Total International Stock ETF (VXUS) at 3.34%. This indicates that VWILX's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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