VXUS vs. FSCO
VXUS (Vanguard Total International Stock ETF) is Global Equities fund tracking the FTSE Global All Cap ex US Index, while FSCO (FS Credit Opportunities Corp.) is a stock. Over the past 3 years, VXUS returned 18.62%/yr vs 14.91%/yr for FSCO. At a 0.25 correlation, their price movements are largely independent.
Performance
VXUS vs. FSCO - Performance Comparison
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Returns By Period
In the year-to-date period, VXUS achieves a 15.66% return, which is significantly higher than FSCO's -17.20% return.
VXUS
- 1D
- 1.17%
- 1M
- 3.20%
- YTD
- 15.66%
- 6M
- 16.85%
- 1Y
- 34.05%
- 3Y*
- 18.62%
- 5Y*
- 9.33%
- 10Y*
- 10.00%
FSCO
- 1D
- -0.60%
- 1M
- -2.57%
- YTD
- -17.20%
- 6M
- -13.96%
- 1Y
- -22.70%
- 3Y*
- 14.91%
- 5Y*
- —
- 10Y*
- —
VXUS vs. FSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VXUS Vanguard Total International Stock ETF | 15.66% | 32.35% | 5.08% | 15.86% | 0.35% |
FSCO FS Credit Opportunities Corp. | -17.20% | 3.68% | 34.88% | 36.98% | -3.98% |
Correlation
The correlation between VXUS and FSCO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2022 | 0.25 |
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Return for Risk
VXUS vs. FSCO — Risk / Return Rank
VXUS
FSCO
VXUS vs. FSCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and FS Credit Opportunities Corp. (FSCO). 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 | FSCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.89 | ||
| Sortino ratioReturn per unit of downside risk | +3.83 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 0.86 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | -0.64 | +3.58 |
| Martin ratioReturn relative to average drawdown | 11.32 | -1.26 | +12.58 |
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Drawdowns
VXUS vs. FSCO - Drawdown Comparison
The maximum VXUS drawdown since its inception was -35.97%, roughly equal to the maximum FSCO drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for VXUS and FSCO.
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Drawdown Indicators
| VXUS | FSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.97% | -35.53% | -0.44% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -35.53% | +24.26% |
Max Drawdown (3Y)Largest decline over 3 years | -13.58% | -35.53% | +21.95% |
Max Drawdown (5Y)Largest decline over 5 years | -29.44% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.97% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -27.71% | +27.71% |
Average DrawdownAverage peak-to-trough decline | -8.20% | -8.11% | -0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 17.93% | -15.01% |
Volatility
VXUS vs. FSCO - Volatility Comparison
Vanguard Total International Stock ETF (VXUS) has a higher volatility of 6.45% compared to FS Credit Opportunities Corp. (FSCO) at 6.04%. This indicates that VXUS's price experiences larger fluctuations and is considered to be riskier than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VXUS | FSCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.45% | 6.04% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 14.12% | 22.58% | -8.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.07% | 27.39% | -11.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 28.18% | -11.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.20% | 28.18% | -10.98% |
Dividends
VXUS vs. FSCO - Dividend Comparison
VXUS's dividend yield for the trailing twelve months is around 3.08%, less than FSCO's 15.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 15.92% | 12.65% | 10.47% | 11.26% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.52% | 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 FSCO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VXUS has higher volatility (6.45%) compared to FSCO (6.04%). In terms of maximum drawdown, VXUS dropped -35.97% vs FSCO's -35.53%.
VXUS currently has the higher Sharpe Ratio (2.06 vs -0.83), 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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