VXUS vs. VADGX
VXUS (Vanguard Total International Stock ETF) and VADGX (Vanguard Advice Select Dividend Growth Fund) are both funds - VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index, while VADGX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 3 years, VXUS returned 17.97%/yr vs 9.18%/yr for VADGX. A 0.65 correlation means they provide meaningful diversification when combined. VXUS charges 0.05%/yr vs 0.45%/yr for VADGX.
Performance
VXUS vs. VADGX - Performance Comparison
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Returns By Period
In the year-to-date period, VXUS achieves a 11.12% return, which is significantly higher than VADGX's -0.32% return.
VXUS
- 1D
- 0.86%
- 1M
- -1.98%
- YTD
- 11.12%
- 6M
- 13.49%
- 1Y
- 27.05%
- 3Y*
- 17.97%
- 5Y*
- 7.95%
- 10Y*
- 9.68%
VADGX
- 1D
- -1.14%
- 1M
- 1.60%
- YTD
- -0.32%
- 6M
- 0.69%
- 1Y
- 4.76%
- 3Y*
- 9.18%
- 5Y*
- —
- 10Y*
- —
VXUS vs. VADGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VXUS Vanguard Total International Stock ETF | 11.12% | 32.35% | 5.08% | 15.86% | -16.08% | -2.35% |
VADGX Vanguard Advice Select Dividend Growth Fund | -0.32% | 8.52% | 10.69% | 10.42% | -3.88% | 3.62% |
Correlation
The correlation between VXUS and VADGX is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | 0.65 |
The correlation between VXUS and VADGX has been stable across timeframes, ranging from 0.57 to 0.65 - a consistent structural relationship.
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Return for Risk
VXUS vs. VADGX — Risk / Return Rank
VXUS
VADGX
VXUS vs. VADGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and Vanguard Advice Select Dividend Growth Fund (VADGX). 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.
| VXUS | VADGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.21 | ||
| Sortino ratioReturn per unit of downside risk | +1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.09 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 0.48 | +1.93 |
| Martin ratioReturn relative to average drawdown | 9.34 | 1.73 | +7.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VXUS | VADGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.73 | 0.52 | +1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.46 | -0.08 |
Drawdowns
VXUS vs. VADGX - Drawdown Comparison
The maximum VXUS drawdown since its inception was -35.97%, which is greater than VADGX's maximum drawdown of -15.75%. Use the drawdown chart below to compare losses from any high point for VXUS and VADGX.
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Drawdown Indicators
| VXUS | VADGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.97% | -15.75% | -20.22% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -11.07% | -0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -13.58% | -14.73% | +1.15% |
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 | -3.70% | -2.47% | -1.23% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -3.47% | -4.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.06% | -0.16% |
Volatility
VXUS vs. VADGX - Volatility Comparison
Vanguard Total International Stock ETF (VXUS) has a higher volatility of 6.03% compared to Vanguard Advice Select Dividend Growth Fund (VADGX) at 2.44%. This indicates that VXUS's price experiences larger fluctuations and is considered to be riskier than VADGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VXUS | VADGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 2.44% | +3.59% |
Volatility (6M)Calculated over the trailing 6-month period | 13.60% | 7.82% | +5.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 10.23% | +5.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 13.62% | +2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.19% | 13.62% | +3.57% |
VXUS vs. VADGX - Expense Ratio Comparison
VXUS has a 0.05% expense ratio, which is lower than VADGX's 0.45% expense ratio.
Dividends
VXUS vs. VADGX - Dividend Comparison
VXUS's dividend yield for the trailing twelve months is around 2.73%, more than VADGX's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VADGX Vanguard Advice Select Dividend Growth Fund | 1.04% | 1.04% | 1.98% | 1.25% | 0.84% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.73% | 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 VADGX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VXUS has higher volatility (6.03%) compared to VADGX (2.44%). In terms of maximum drawdown, VXUS dropped -35.97% vs VADGX's -15.75%.
VXUS currently has the higher Sharpe Ratio (1.73 vs 0.52), 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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