PortfoliosLab logoPortfoliosLab logo
VXUS vs. SOL-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

VXUS vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock ETF (VXUS) and Solana (SOL-USD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VXUS achieves a 10.72% return, which is significantly higher than SOL-USD's -37.28% return.


VXUS

1D
-0.36%
1M
-4.26%
6M
6.22%
YTD
10.72%
1Y
23.69%
3Y*
16.64%
5Y*
8.40%
10Y*
9.32%
ALL TIME*
6.44%

SOL-USD

1D
2.27%
1M
6.73%
6M
-41.47%
YTD
-37.28%
1Y
-57.00%
3Y*
45.16%
5Y*
23.94%
10Y*
ALL TIME*
106.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VXUS vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VXUS
Vanguard Total International Stock ETF
10.72%32.35%5.08%15.86%-16.08%8.98%39.99%
SOL-USD
Solana
-37.28%-34.09%85.68%919.96%-94.13%11,143.63%81.60%

Correlation

The correlation between VXUS and SOL-USD is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2020

0.23

Compare stocks, funds, or ETFs

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


Return for Risk

VXUS vs. SOL-USD — Risk / Return Rank

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

VXUS
VXUS Risk / Return Rank: 5656
Overall Rank
VXUS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 5353
Sortino Ratio Rank
VXUS Omega Ratio Rank: 5656
Omega Ratio Rank
VXUS Calmar Ratio Rank: 5656
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6161
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 6161
Overall Rank
SOL-USD Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 5757
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 5757
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 6868
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 6969
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.

VXUS vs. SOL-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and Solana (SOL-USD). 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.


VXUSSOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.23

Sortino ratioReturn per unit of downside risk

+3.13

Omega ratioGain probability vs. loss probability

1.26

0.89

+0.37

Calmar ratioReturn relative to maximum drawdown

2.11

-0.76

+2.87

Martin ratioReturn relative to average drawdown

7.84

-1.11

+8.95

VXUS vs. SOL-USD - Sharpe Ratio Comparison

The current VXUS Sharpe Ratio is 1.43, which is higher than the SOL-USD Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of VXUS and SOL-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

VXUS vs. SOL-USD - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for VXUS and SOL-USD.


Loading charts...

Drawdown Indicators


VXUSSOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-35.97%

-96.27%

+60.30%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-74.89%

+63.62%

Max Drawdown (3Y)

Largest decline over 3 years

-13.58%

-76.28%

+62.70%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

-96.27%

+66.83%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

Current Drawdown

Current decline from peak

-4.58%

-70.20%

+65.62%

Average Drawdown

Average peak-to-trough decline

-8.17%

-51.74%

+43.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

39.56%

-36.53%

Volatility

VXUS vs. SOL-USD - Volatility Comparison

The current volatility for Vanguard Total International Stock ETF (VXUS) is 5.31%, while Solana (SOL-USD) has a volatility of 13.99%. This indicates that VXUS experiences smaller price fluctuations and is considered to be less risky than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VXUSSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

13.99%

-8.68%

Volatility (6M)

Calculated over the trailing 6-month period

14.80%

47.47%

-32.67%

Volatility (1Y)

Calculated over the trailing 1-year period

16.68%

59.38%

-42.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

81.14%

-64.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.00%

99.16%

-82.16%

Frequently Asked Questions


VXUS and SOL-USD have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOL-USD has higher volatility (13.99%) compared to VXUS (5.31%). In terms of maximum drawdown, VXUS dropped -35.97% vs SOL-USD's -96.27%.

VXUS currently has the higher Sharpe Ratio (1.43 vs -0.80), 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.

Portfolio Optimizer

Find the right allocation for VXUS and SOL-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer