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VZICX vs. VAGVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VZICX and VAGVX is 0.75, 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

VZICX vs. VAGVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Core Stock Fund Admiral Shares (VZICX) and Vanguard Advice Select Global Value Fund (VAGVX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VZICX:

0.85

VAGVX:

0.11

Sortino Ratio

VZICX:

1.29

VAGVX:

0.29

Omega Ratio

VZICX:

1.18

VAGVX:

1.05

Calmar Ratio

VZICX:

1.09

VAGVX:

0.12

Martin Ratio

VZICX:

3.61

VAGVX:

0.39

Ulcer Index

VZICX:

4.03%

VAGVX:

5.81%

Daily Std Dev

VZICX:

16.48%

VAGVX:

18.19%

Max Drawdown

VZICX:

-34.37%

VAGVX:

-20.54%

Current Drawdown

VZICX:

0.00%

VAGVX:

-4.37%

Returns By Period

In the year-to-date period, VZICX achieves a 16.14% return, which is significantly higher than VAGVX's 5.95% return.


VZICX

YTD

16.14%

1M

10.22%

6M

13.54%

1Y

13.97%

3Y*

12.53%

5Y*

13.66%

10Y*

N/A

VAGVX

YTD

5.95%

1M

9.96%

6M

-2.01%

1Y

1.91%

3Y*

8.54%

5Y*

N/A

10Y*

N/A

*Annualized

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VZICX vs. VAGVX - Expense Ratio Comparison

VZICX has a 0.35% expense ratio, which is lower than VAGVX's 0.40% expense ratio.


Risk-Adjusted Performance

VZICX vs. VAGVX — Risk-Adjusted Performance Rank

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

VZICX
The Risk-Adjusted Performance Rank of VZICX is 7979
Overall Rank
The Sharpe Ratio Rank of VZICX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of VZICX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VZICX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VZICX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of VZICX is 7979
Martin Ratio Rank

VAGVX
The Risk-Adjusted Performance Rank of VAGVX is 2626
Overall Rank
The Sharpe Ratio Rank of VAGVX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of VAGVX is 2525
Sortino Ratio Rank
The Omega Ratio Rank of VAGVX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of VAGVX is 2828
Calmar Ratio Rank
The Martin Ratio Rank of VAGVX is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VZICX vs. VAGVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Core Stock Fund Admiral Shares (VZICX) and Vanguard Advice Select Global Value Fund (VAGVX). 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.


The current VZICX Sharpe Ratio is 0.85, which is higher than the VAGVX Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of VZICX and VAGVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VZICX vs. VAGVX - Dividend Comparison

VZICX's dividend yield for the trailing twelve months is around 1.81%, more than VAGVX's 1.79% yield.


TTM202420232022202120202019
VZICX
Vanguard International Core Stock Fund Admiral Shares
1.81%2.10%2.20%2.10%2.82%1.89%0.11%
VAGVX
Vanguard Advice Select Global Value Fund
1.79%1.90%1.41%0.60%0.12%0.00%0.00%

Drawdowns

VZICX vs. VAGVX - Drawdown Comparison

The maximum VZICX drawdown since its inception was -34.37%, which is greater than VAGVX's maximum drawdown of -20.54%. Use the drawdown chart below to compare losses from any high point for VZICX and VAGVX. For additional features, visit the drawdowns tool.


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Volatility

VZICX vs. VAGVX - Volatility Comparison

The current volatility for Vanguard International Core Stock Fund Admiral Shares (VZICX) is 2.55%, while Vanguard Advice Select Global Value Fund (VAGVX) has a volatility of 3.85%. This indicates that VZICX experiences smaller price fluctuations and is considered to be less risky than VAGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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