VWUAX vs. VTIAX
Compare and contrast key facts about Vanguard U.S. Growth Fund Admiral Shares (VWUAX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX).
VWUAX is managed by Vanguard. It was launched on Aug 13, 2001. VTIAX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWUAX or VTIAX.
Performance
VWUAX vs. VTIAX - Performance Comparison
Returns By Period
In the year-to-date period, VWUAX achieves a 27.68% return, which is significantly higher than VTIAX's 5.76% return. Over the past 10 years, VWUAX has outperformed VTIAX with an annualized return of 14.53%, while VTIAX has yielded a comparatively lower 4.76% annualized return.
VWUAX
27.68%
1.65%
13.16%
36.92%
15.99%
14.53%
VTIAX
5.76%
-4.90%
-1.79%
13.33%
5.19%
4.76%
Key characteristics
| VWUAX | VTIAX | |
|---|---|---|
| Sharpe Ratio | 2.00 | 1.07 |
| Sortino Ratio | 2.63 | 1.53 |
| Omega Ratio | 1.36 | 1.19 |
| Calmar Ratio | 1.57 | 1.05 |
| Martin Ratio | 11.73 | 5.53 |
| Ulcer Index | 3.17% | 2.33% |
| Daily Std Dev | 18.57% | 12.08% |
| Max Drawdown | -50.37% | -35.83% |
| Current Drawdown | -3.32% | -7.61% |
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VWUAX vs. VTIAX - Expense Ratio Comparison
VWUAX has a 0.28% expense ratio, which is higher than VTIAX's 0.11% expense ratio.
Correlation
The correlation between VWUAX and VTIAX is 0.74, 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
VWUAX vs. VTIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Growth Fund Admiral Shares (VWUAX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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
VWUAX vs. VTIAX - Dividend Comparison
VWUAX's dividend yield for the trailing twelve months is around 0.29%, less than VTIAX's 2.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWUAX Vanguard U.S. Growth Fund Admiral Shares | 0.29% | 0.37% | 0.49% | 0.08% | 0.13% | 0.47% | 0.53% | 0.40% | 0.57% | 0.65% | 0.81% | 0.53% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.99% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% | 2.71% |
Drawdowns
VWUAX vs. VTIAX - Drawdown Comparison
The maximum VWUAX drawdown since its inception was -50.37%, which is greater than VTIAX's maximum drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VWUAX and VTIAX. For additional features, visit the drawdowns tool.
Volatility
VWUAX vs. VTIAX - Volatility Comparison
Vanguard U.S. Growth Fund Admiral Shares (VWUAX) has a higher volatility of 5.81% compared to Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) at 3.59%. This indicates that VWUAX's price experiences larger fluctuations and is considered to be riskier than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.