VXUS vs. VTIAX
Compare and contrast key facts about Vanguard Total International Stock ETF (VXUS) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX).
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. VTIAX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VXUS or VTIAX.
Key characteristics
| VXUS | VTIAX | |
|---|---|---|
| YTD Return | 5.91% | 5.76% |
| 1Y Return | 13.39% | 13.33% |
| 3Y Return (Ann) | 0.36% | 0.24% |
| 5Y Return (Ann) | 5.25% | 5.19% |
| 10Y Return (Ann) | 4.79% | 4.76% |
| Sharpe Ratio | 1.01 | 1.07 |
| Sortino Ratio | 1.47 | 1.53 |
| Omega Ratio | 1.18 | 1.19 |
| Calmar Ratio | 1.07 | 1.05 |
| Martin Ratio | 5.43 | 5.53 |
| Ulcer Index | 2.38% | 2.33% |
| Daily Std Dev | 12.73% | 12.08% |
| Max Drawdown | -35.97% | -35.83% |
| Current Drawdown | -7.59% | -7.61% |
Correlation
The correlation between VXUS and VTIAX is 0.98, 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.
Performance
VXUS vs. VTIAX - Performance Comparison
The year-to-date returns for both stocks are quite close, with VXUS having a 5.91% return and VTIAX slightly lower at 5.76%. Both investments have delivered pretty close results over the past 10 years, with VXUS having a 4.79% annualized return and VTIAX not far behind at 4.76%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VXUS vs. VTIAX - Expense Ratio Comparison
VXUS has a 0.07% expense ratio, which is lower than VTIAX's 0.11% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VXUS vs. VTIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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. VTIAX - Dividend Comparison
VXUS's dividend yield for the trailing twelve months is around 3.02%, more than VTIAX's 2.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VXUS Vanguard Total International Stock ETF | 3.02% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.99% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% | 2.71% |
Drawdowns
VXUS vs. VTIAX - Drawdown Comparison
The maximum VXUS drawdown since its inception was -35.97%, roughly equal to the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VXUS and VTIAX. For additional features, visit the drawdowns tool.
Volatility
VXUS vs. VTIAX - Volatility Comparison
Vanguard Total International Stock ETF (VXUS) has a higher volatility of 3.90% compared to Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) at 3.59%. This indicates that VXUS's price experiences larger fluctuations and is considered to be riskier than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.