VXUS vs. VTI
Compare and contrast key facts about Vanguard Total International Stock ETF (VXUS) and Vanguard Total Stock Market ETF (VTI).
VXUS and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both VXUS and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VXUS or VTI.
Performance
VXUS vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, VXUS achieves a 6.42% return, which is significantly lower than VTI's 25.64% return. Over the past 10 years, VXUS has underperformed VTI with an annualized return of 4.77%, while VTI has yielded a comparatively higher 12.67% annualized return.
VXUS
6.42%
-3.62%
0.49%
12.52%
5.46%
4.77%
VTI
25.64%
2.57%
14.24%
32.95%
15.11%
12.67%
Key characteristics
| VXUS | VTI | |
|---|---|---|
| Sharpe Ratio | 1.00 | 2.68 |
| Sortino Ratio | 1.44 | 3.57 |
| Omega Ratio | 1.18 | 1.49 |
| Calmar Ratio | 1.16 | 3.91 |
| Martin Ratio | 4.97 | 17.13 |
| Ulcer Index | 2.54% | 1.96% |
| Daily Std Dev | 12.67% | 12.51% |
| Max Drawdown | -35.97% | -55.45% |
| Current Drawdown | -7.14% | -0.84% |
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VXUS vs. VTI - Expense Ratio Comparison
VXUS has a 0.07% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VXUS and VTI is 0.83, 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.
Risk-Adjusted Performance
VXUS vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
VXUS vs. VTI - Dividend Comparison
VXUS's dividend yield for the trailing twelve months is around 3.01%, more than VTI's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VXUS Vanguard Total International Stock ETF | 3.01% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VXUS vs. VTI - Drawdown Comparison
The maximum VXUS drawdown since its inception was -35.97%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VXUS and VTI. For additional features, visit the drawdowns tool.
Volatility
VXUS vs. VTI - Volatility Comparison
The current volatility for Vanguard Total International Stock ETF (VXUS) is 3.71%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.19%. This indicates that VXUS experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.