VWILX vs. VZICX
Compare and contrast key facts about Vanguard International Growth Fund Admiral Shares (VWILX) and Vanguard International Core Stock Fund Admiral Shares (VZICX).
VWILX is managed by Vanguard. It was launched on Aug 13, 2001. VZICX is managed by Vanguard. It was launched on Oct 16, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWILX or VZICX.
Key characteristics
| VWILX | VZICX | |
|---|---|---|
| YTD Return | 12.79% | 13.24% |
| 1Y Return | 25.51% | 24.30% |
| 3Y Return (Ann) | -5.64% | 4.65% |
| 5Y Return (Ann) | 8.82% | 8.09% |
| Sharpe Ratio | 1.51 | 1.86 |
| Sortino Ratio | 2.15 | 2.60 |
| Omega Ratio | 1.27 | 1.32 |
| Calmar Ratio | 0.68 | 2.43 |
| Martin Ratio | 9.09 | 10.83 |
| Ulcer Index | 2.78% | 2.21% |
| Daily Std Dev | 16.78% | 12.84% |
| Max Drawdown | -59.49% | -34.37% |
| Current Drawdown | -21.21% | -3.71% |
Correlation
The correlation between VWILX and VZICX is 0.83, 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. VZICX - Performance Comparison
The year-to-date returns for both investments are quite close, with VWILX having a 12.79% return and VZICX slightly higher at 13.24%. 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. VZICX - Expense Ratio Comparison
VWILX has a 0.32% expense ratio, which is lower than VZICX's 0.35% expense ratio.
Risk-Adjusted Performance
VWILX vs. VZICX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International Growth Fund Admiral Shares (VWILX) and Vanguard International Core Stock Fund Admiral Shares (VZICX). 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. VZICX - Dividend Comparison
VWILX's dividend yield for the trailing twelve months is around 0.98%, less than VZICX's 1.94% 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% |
VZICX Vanguard International Core Stock Fund Admiral Shares | 1.94% | 2.20% | 2.10% | 2.82% | 1.89% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VWILX vs. VZICX - Drawdown Comparison
The maximum VWILX drawdown since its inception was -59.49%, which is greater than VZICX's maximum drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for VWILX and VZICX. For additional features, visit the drawdowns tool.
Volatility
VWILX vs. VZICX - Volatility Comparison
Vanguard International Growth Fund Admiral Shares (VWILX) has a higher volatility of 4.49% compared to Vanguard International Core Stock Fund Admiral Shares (VZICX) at 3.94%. This indicates that VWILX's price experiences larger fluctuations and is considered to be riskier than VZICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.