VXUS vs. FRDM
VXUS (Vanguard Total International Stock ETF) and FRDM (Freedom 100 Emerging Markets ETF) are both exchange-traded funds - VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index, while FRDM is a Emerging Markets Diversified fund tracking the Life + Liberty Freedom 100 Emerging Markets Index. Both are passively managed. Over the past 5 years, VXUS returned 8.32%/yr vs 18.68%/yr for FRDM. Their correlation of 0.84 suggests significant overlap in exposure. VXUS charges 0.05%/yr vs 0.49%/yr for FRDM.
Performance
VXUS vs. FRDM - Performance Comparison
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Returns By Period
In the year-to-date period, VXUS achieves a 13.69% return, which is significantly lower than FRDM's 40.13% return.
VXUS
- 1D
- 0.40%
- 1M
- 3.09%
- YTD
- 13.69%
- 6M
- 15.52%
- 1Y
- 30.12%
- 3Y*
- 18.37%
- 5Y*
- 8.32%
- 10Y*
- 10.22%
FRDM
- 1D
- 0.49%
- 1M
- 9.04%
- YTD
- 40.13%
- 6M
- 46.37%
- 1Y
- 87.32%
- 3Y*
- 34.29%
- 5Y*
- 18.68%
- 10Y*
- —
VXUS vs. FRDM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VXUS Vanguard Total International Stock ETF | 13.69% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 12.07% |
FRDM Freedom 100 Emerging Markets ETF | 40.13% | 61.27% | 1.70% | 22.77% | -14.45% | 6.13% | 16.90% | 12.23% |
Correlation
The correlation between VXUS and FRDM is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since May 23, 2019 | 0.84 |
The correlation between VXUS and FRDM has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.
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Return for Risk
VXUS vs. FRDM — Risk / Return Rank
VXUS
FRDM
VXUS vs. FRDM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and Freedom 100 Emerging Markets ETF (FRDM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VXUS | FRDM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.54 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 5.02 | -2.49 |
| Martin ratioReturn relative to average drawdown | 9.72 | 19.36 | -9.64 |
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Drawdowns
VXUS vs. FRDM - Drawdown Comparison
The maximum VXUS drawdown since its inception was -35.97%, smaller than the maximum FRDM drawdown of -40.49%. Use the drawdown chart below to compare losses from any high point for VXUS and FRDM.
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Drawdown Indicators
| VXUS | FRDM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.97% | -40.49% | +4.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -16.87% | +5.60% |
Max Drawdown (3Y)Largest decline over 3 years | -13.58% | -16.87% | +3.29% |
Max Drawdown (5Y)Largest decline over 5 years | -29.44% | -29.25% | -0.19% |
Max Drawdown (10Y)Largest decline over 10 years | -35.97% | — | — |
Current DrawdownCurrent decline from peak | -1.47% | -4.36% | +2.89% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -7.09% | -1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 4.37% | -1.44% |
Volatility
VXUS vs. FRDM - Volatility Comparison
The current volatility for Vanguard Total International Stock ETF (VXUS) is 6.71%, while Freedom 100 Emerging Markets ETF (FRDM) has a volatility of 14.27%. This indicates that VXUS experiences smaller price fluctuations and is considered to be less risky than FRDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VXUS | FRDM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 14.27% | -7.56% |
Volatility (6M)Calculated over the trailing 6-month period | 14.02% | 24.39% | -10.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.09% | 26.86% | -10.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.21% | 21.35% | -5.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.20% | 23.09% | -5.89% |
VXUS vs. FRDM - Expense Ratio Comparison
VXUS has a 0.05% expense ratio, which is lower than FRDM's 0.49% expense ratio.
Dividends
VXUS vs. FRDM - Dividend Comparison
VXUS's dividend yield for the trailing twelve months is around 2.67%, more than FRDM's 1.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRDM Freedom 100 Emerging Markets ETF | 1.56% | 2.26% | 2.53% | 2.66% | 2.72% | 2.17% | 1.11% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.67% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Frequently Asked Questions
VXUS and FRDM have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FRDM has higher volatility (14.27%) compared to VXUS (6.71%). In terms of maximum drawdown, VXUS dropped -35.97% vs FRDM's -40.49%.
On 5-year performance, FRDM leads with 18.68% vs 8.32% for VXUS. On fees, VXUS is cheaper at 0.05% per year. On volatility, VXUS has been the lower-risk option at 6.71%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FRDM has performed better with a 18.68% return vs 8.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VXUS is cheaper with a 0.05% expense ratio, compared with 0.49% for FRDM.
VXUS has the higher dividend yield at 2.67%, compared with 1.56% for FRDM.
VXUS is categorized as Global Equities, while FRDM is Emerging Markets Diversified. VXUS tracks FTSE Global All Cap ex US Index, while FRDM tracks Life + Liberty Freedom 100 Emerging Markets Index. They also come from different issuers: Vanguard and Freedom Funds. Their fees differ too: 0.05% for VXUS and 0.49% for FRDM.
FRDM currently has the higher Sharpe Ratio (3.15 vs 1.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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