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VWUAX vs. VWILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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VWUAX vs. VWILX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWUAX
Vanguard U.S. Growth Fund Admiral Shares
-11.80%15.49%31.79%45.32%-39.58%2.43%58.80%48.42%0.77%31.26%
VWILX
Vanguard International Growth Fund Admiral Shares
-5.13%20.08%9.18%14.80%-30.80%-12.81%59.77%31.50%-12.58%43.17%

Returns By Period

In the year-to-date period, VWUAX achieves a -11.80% return, which is significantly lower than VWILX's -5.13% return. Over the past 10 years, VWUAX has outperformed VWILX with an annualized return of 14.40%, while VWILX has yielded a comparatively lower 9.01% annualized return.


VWUAX

1D
3.81%
1M
-5.57%
YTD
-11.80%
6M
-12.33%
1Y
12.43%
3Y*
18.98%
5Y*
3.70%
10Y*
14.40%

VWILX

1D
3.81%
1M
-6.66%
YTD
-5.13%
6M
-6.58%
1Y
12.20%
3Y*
8.27%
5Y*
-3.15%
10Y*
9.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

VWUAX vs. VWILX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VWUAX
VWUAX Risk / Return Rank: 2222
Overall Rank
VWUAX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VWUAX Sortino Ratio Rank: 2323
Sortino Ratio Rank
VWUAX Omega Ratio Rank: 2323
Omega Ratio Rank
VWUAX Calmar Ratio Rank: 2222
Calmar Ratio Rank
VWUAX Martin Ratio Rank: 2020
Martin Ratio Rank

VWILX
VWILX Risk / Return Rank: 2222
Overall Rank
VWILX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VWILX Sortino Ratio Rank: 2323
Sortino Ratio Rank
VWILX Omega Ratio Rank: 2020
Omega Ratio Rank
VWILX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VWILX Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VWUAX vs. VWILX - Risk-Adjusted Trends 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.


VWUAXVWILXDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.59

-0.02

Sortino ratio

Return per unit of downside risk

0.98

0.96

+0.02

Omega ratio

Gain probability vs. loss probability

1.14

1.13

+0.01

Calmar ratio

Return relative to maximum drawdown

0.68

0.76

-0.07

Martin ratio

Return relative to average drawdown

2.22

2.55

-0.33

VWUAX vs. VWILX - Sharpe Ratio Comparison

The current VWUAX Sharpe Ratio is 0.57, which is comparable to the VWILX Sharpe Ratio of 0.59. 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.


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Sharpe Ratios by Period


VWUAXVWILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.59

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

-0.14

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.42

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.33

+0.06

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.


Dividends

VWUAX vs. VWILX - Dividend Comparison

VWUAX's dividend yield for the trailing twelve months is around 10.77%, more than VWILX's 7.27% yield.


TTM20252024202320222021202020192018201720162015
VWUAX
Vanguard U.S. Growth Fund Admiral Shares
10.77%9.50%4.70%0.37%0.49%3.60%4.00%13.28%9.80%4.63%1.67%9.10%
VWILX
Vanguard International Growth Fund Admiral Shares
7.27%6.89%9.81%1.92%7.03%0.36%2.38%1.30%5.52%0.84%1.42%1.53%

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.


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Drawdown Indicators


VWUAXVWILXDifference

Max Drawdown

Largest peak-to-trough decline

-50.37%

-59.49%

+9.12%

Max Drawdown (1Y)

Largest decline over 1 year

-19.12%

-14.06%

-5.06%

Max Drawdown (5Y)

Largest decline over 5 years

-50.17%

-53.56%

+3.39%

Max Drawdown (10Y)

Largest decline over 10 years

-50.17%

-54.08%

+3.91%

Current Drawdown

Current decline from peak

-16.04%

-23.80%

+7.76%

Average Drawdown

Average peak-to-trough decline

-12.87%

-15.07%

+2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.90%

4.18%

+1.72%

Volatility

VWUAX vs. VWILX - Volatility Comparison

The current volatility for Vanguard U.S. Growth Fund Admiral Shares (VWUAX) is 7.12%, while Vanguard International Growth Fund Admiral Shares (VWILX) has a volatility of 8.98%. 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.


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Volatility by Period


VWUAXVWILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

8.98%

-1.86%

Volatility (6M)

Calculated over the trailing 6-month period

13.36%

14.21%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

23.65%

21.04%

+2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.05%

23.42%

+1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.67%

21.62%

+2.05%