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

Correlation

The correlation between VWUAX and VWILX is 0.75, 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.


-0.50.00.51.00.8

Performance

VWUAX vs. VWILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Growth Fund Admiral Shares (VWUAX) and Vanguard International Growth Fund Admiral Shares (VWILX). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
326.39%
405.57%
VWUAX
VWILX

Key characteristics

Sharpe Ratio

VWUAX:

1.48

VWILX:

0.16

Sortino Ratio

VWUAX:

1.90

VWILX:

0.32

Omega Ratio

VWUAX:

1.29

VWILX:

1.05

Calmar Ratio

VWUAX:

0.99

VWILX:

0.09

Martin Ratio

VWUAX:

9.17

VWILX:

0.98

Ulcer Index

VWUAX:

3.30%

VWILX:

3.23%

Daily Std Dev

VWUAX:

20.42%

VWILX:

19.63%

Max Drawdown

VWUAX:

-51.75%

VWILX:

-59.49%

Current Drawdown

VWUAX:

-7.68%

VWILX:

-29.79%

Returns By Period

In the year-to-date period, VWUAX achieves a 28.35% return, which is significantly higher than VWILX's 0.51% return. Over the past 10 years, VWUAX has outperformed VWILX with an annualized return of 9.62%, while VWILX has yielded a comparatively lower 7.66% annualized return.


VWUAX

YTD

28.35%

1M

-1.77%

6M

8.25%

1Y

28.49%

5Y*

11.34%

10Y*

9.62%

VWILX

YTD

0.51%

1M

-10.01%

6M

-7.30%

1Y

1.92%

5Y*

4.94%

10Y*

7.66%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VWUAX vs. VWILX - Expense Ratio Comparison

VWUAX has a 0.28% expense ratio, which is lower than VWILX's 0.32% expense ratio.


VWILX
Vanguard International Growth Fund Admiral Shares
Expense ratio chart for VWILX: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
Expense ratio chart for VWUAX: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%

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.


Sharpe ratio
The chart of Sharpe ratio for VWUAX, currently valued at 1.48, compared to the broader market-1.000.001.002.003.004.001.480.16
The chart of Sortino ratio for VWUAX, currently valued at 1.90, compared to the broader market-2.000.002.004.006.008.0010.001.900.32
The chart of Omega ratio for VWUAX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.291.05
The chart of Calmar ratio for VWUAX, currently valued at 0.99, compared to the broader market0.002.004.006.008.0010.0012.0014.000.990.09
The chart of Martin ratio for VWUAX, currently valued at 9.17, compared to the broader market0.0020.0040.0060.009.170.98
VWUAX
VWILX

The current VWUAX Sharpe Ratio is 1.48, which is higher than the VWILX Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of VWUAX and VWILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.48
0.16
VWUAX
VWILX

Dividends

VWUAX vs. VWILX - Dividend Comparison

Neither VWUAX nor VWILX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VWUAX
Vanguard U.S. Growth Fund Admiral Shares
0.00%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
0.00%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 -51.75%, 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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.68%
-29.79%
VWUAX
VWILX

Volatility

VWUAX vs. VWILX - Volatility Comparison

The current volatility for Vanguard U.S. Growth Fund Admiral Shares (VWUAX) is 9.58%, while Vanguard International Growth Fund Admiral Shares (VWILX) has a volatility of 12.53%. This indicates that VWUAX experiences smaller price fluctuations and is considered to be less risky than VWILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
9.58%
12.53%
VWUAX
VWILX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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