VWILX vs. VXUS
Compare and contrast key facts about Vanguard International Growth Fund Admiral Shares (VWILX) and Vanguard Total International Stock ETF (VXUS).
VWILX is managed by Vanguard. It was launched on Aug 13, 2001. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWILX or VXUS.
Key characteristics
| VWILX | VXUS | |
|---|---|---|
| YTD Return | 12.45% | 6.85% |
| 1Y Return | 23.92% | 16.98% |
| 3Y Return (Ann) | -5.72% | 0.52% |
| 5Y Return (Ann) | 8.90% | 5.59% |
| 10Y Return (Ann) | 8.61% | 4.93% |
| Sharpe Ratio | 1.45 | 1.33 |
| Sortino Ratio | 2.07 | 1.90 |
| Omega Ratio | 1.26 | 1.24 |
| Calmar Ratio | 0.66 | 1.23 |
| Martin Ratio | 8.69 | 7.70 |
| Ulcer Index | 2.80% | 2.24% |
| Daily Std Dev | 16.80% | 12.95% |
| Max Drawdown | -59.49% | -35.97% |
| Current Drawdown | -21.44% | -6.76% |
Correlation
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.
Performance
VWILX vs. VXUS - Performance Comparison
In the year-to-date period, VWILX achieves a 12.45% return, which is significantly higher than VXUS's 6.85% return. Over the past 10 years, VWILX has outperformed VXUS with an annualized return of 8.61%, while VXUS has yielded a comparatively lower 4.93% 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. 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 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.
Dividends
VWILX vs. VXUS - Dividend Comparison
VWILX's dividend yield for the trailing twelve months is around 0.98%, less than VXUS's 3.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWILX Vanguard International Growth Fund Admiral Shares | 0.98% | 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 | 3.00% | 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.
Volatility
VWILX vs. VXUS - Volatility Comparison
Vanguard International Growth Fund Admiral Shares (VWILX) has a higher volatility of 4.51% compared to Vanguard Total International Stock ETF (VXUS) at 4.21%. 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.