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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.

200.00%250.00%300.00%350.00%AugustSeptemberOctoberNovemberDecember2025
328.05%
241.71%
VWUAX
VWILX

Key characteristics

Sharpe Ratio

VWUAX:

1.42

VWILX:

1.10

Sortino Ratio

VWUAX:

1.84

VWILX:

1.59

Omega Ratio

VWUAX:

1.27

VWILX:

1.20

Calmar Ratio

VWUAX:

1.06

VWILX:

0.40

Martin Ratio

VWUAX:

7.61

VWILX:

5.59

Ulcer Index

VWUAX:

3.84%

VWILX:

3.15%

Daily Std Dev

VWUAX:

20.61%

VWILX:

16.02%

Max Drawdown

VWUAX:

-51.75%

VWILX:

-65.55%

Current Drawdown

VWUAX:

-7.32%

VWILX:

-34.82%

Returns By Period

In the year-to-date period, VWUAX achieves a 1.86% return, which is significantly lower than VWILX's 2.71% return. Over the past 10 years, VWUAX has outperformed VWILX with an annualized return of 9.89%, while VWILX has yielded a comparatively lower 6.36% annualized return.


VWUAX

YTD

1.86%

1M

1.05%

6M

9.66%

1Y

27.96%

5Y*

10.16%

10Y*

9.89%

VWILX

YTD

2.71%

1M

1.94%

6M

3.83%

1Y

16.46%

5Y*

2.18%

10Y*

6.36%

*Annualized

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 Rank

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

VWUAX
The Risk-Adjusted Performance Rank of VWUAX is 6868
Overall Rank
The Sharpe Ratio Rank of VWUAX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VWUAX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VWUAX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VWUAX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VWUAX is 7474
Martin Ratio Rank

VWILX
The Risk-Adjusted Performance Rank of VWILX is 5050
Overall Rank
The Sharpe Ratio Rank of VWILX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of VWILX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VWILX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of VWILX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of VWILX is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 1.42, compared to the broader market-1.000.001.002.003.004.001.421.10
The chart of Sortino ratio for VWUAX, currently valued at 1.84, compared to the broader market0.005.0010.001.841.59
The chart of Omega ratio for VWUAX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.20
The chart of Calmar ratio for VWUAX, currently valued at 1.06, compared to the broader market0.005.0010.0015.0020.001.060.40
The chart of Martin ratio for VWUAX, currently valued at 7.61, compared to the broader market0.0020.0040.0060.0080.007.615.59
VWUAX
VWILX

The current VWUAX Sharpe Ratio is 1.42, which is comparable to the VWILX Sharpe Ratio of 1.10. 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 Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.42
1.10
VWUAX
VWILX

Dividends

VWUAX vs. VWILX - Dividend Comparison

VWUAX's dividend yield for the trailing twelve months is around 0.29%, less than VWILX's 0.93% yield.


TTM20242023202220212020201920182017201620152014
VWUAX
Vanguard U.S. Growth Fund Admiral Shares
0.29%0.30%0.37%0.49%0.08%0.13%0.47%0.53%0.40%0.57%0.65%0.81%
VWILX
Vanguard International Growth Fund Admiral Shares
0.93%0.95%1.10%1.50%1.08%0.31%1.30%1.79%0.84%1.42%1.53%2.46%

Drawdowns

VWUAX vs. VWILX - Drawdown Comparison

The maximum VWUAX drawdown since its inception was -51.75%, smaller than the maximum VWILX drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for VWUAX and VWILX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.32%
-34.82%
VWUAX
VWILX

Volatility

VWUAX vs. VWILX - Volatility Comparison

Vanguard U.S. Growth Fund Admiral Shares (VWUAX) has a higher volatility of 9.93% compared to Vanguard International Growth Fund Admiral Shares (VWILX) at 4.88%. 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.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
9.93%
4.88%
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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