VWUAX vs. VWILX
Compare and contrast key facts about Vanguard U.S. Growth Fund Admiral Shares (VWUAX) and Vanguard International Growth Fund Admiral Shares (VWILX).
VWUAX is managed by Vanguard. It was launched on Aug 13, 2001. VWILX is managed by Vanguard. It was launched on Aug 13, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWUAX or VWILX.
Performance
VWUAX vs. VWILX - Performance Comparison
Returns By Period
In the year-to-date period, VWUAX achieves a 30.06% return, which is significantly higher than VWILX's 11.36% return. Over the past 10 years, VWUAX has outperformed VWILX with an annualized return of 14.66%, while VWILX has yielded a comparatively lower 8.44% annualized return.
VWUAX
30.06%
2.51%
14.64%
38.06%
16.39%
14.66%
VWILX
11.36%
-2.74%
1.72%
17.63%
8.56%
8.44%
Key characteristics
| VWUAX | VWILX | |
|---|---|---|
| Sharpe Ratio | 2.02 | 1.01 |
| Sortino Ratio | 2.65 | 1.49 |
| Omega Ratio | 1.37 | 1.19 |
| Calmar Ratio | 1.63 | 0.49 |
| Martin Ratio | 11.79 | 5.79 |
| Ulcer Index | 3.18% | 2.89% |
| Daily Std Dev | 18.58% | 16.52% |
| Max Drawdown | -50.37% | -59.49% |
| Current Drawdown | -1.52% | -22.21% |
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VWUAX vs. VWILX - Expense Ratio Comparison
VWUAX has a 0.28% expense ratio, which is lower than VWILX's 0.32% expense ratio.
Correlation
The correlation between VWUAX and VWILX is 0.76, 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. VWILX - 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 International Growth Fund Admiral Shares (VWILX). 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. VWILX - Dividend Comparison
VWUAX's dividend yield for the trailing twelve months is around 0.28%, less than VWILX's 0.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWUAX Vanguard U.S. Growth Fund Admiral Shares | 0.28% | 0.37% | 0.49% | 0.08% | 0.13% | 0.47% | 0.53% | 0.40% | 0.57% | 0.65% | 0.81% | 0.53% |
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% |
Drawdowns
VWUAX vs. VWILX - Drawdown Comparison
The maximum VWUAX drawdown since its inception was -50.37%, smaller than the maximum VWILX drawdown of -59.49%. Use the drawdown chart below to compare losses from any high point for VWUAX and VWILX. For additional features, visit the drawdowns tool.
Volatility
VWUAX vs. VWILX - Volatility Comparison
Vanguard U.S. Growth Fund Admiral Shares (VWUAX) has a higher volatility of 5.92% compared to Vanguard International Growth Fund Admiral Shares (VWILX) at 3.62%. This indicates that VWUAX's price experiences larger fluctuations and is considered to be riskier than VWILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.