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

Correlation

The correlation between VZICX and VIGIX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

VZICX vs. VIGIX - 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 Growth Index Fund Institutional Shares (VIGIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
0.34%
10.60%
VZICX
VIGIX

Key characteristics

Sharpe Ratio

VZICX:

0.73

VIGIX:

1.92

Sortino Ratio

VZICX:

1.07

VIGIX:

2.50

Omega Ratio

VZICX:

1.13

VIGIX:

1.35

Calmar Ratio

VZICX:

1.04

VIGIX:

2.60

Martin Ratio

VZICX:

3.37

VIGIX:

10.20

Ulcer Index

VZICX:

2.76%

VIGIX:

3.30%

Daily Std Dev

VZICX:

12.70%

VIGIX:

17.48%

Max Drawdown

VZICX:

-34.37%

VIGIX:

-57.17%

Current Drawdown

VZICX:

-7.23%

VIGIX:

-3.64%

Returns By Period

In the year-to-date period, VZICX achieves a 9.09% return, which is significantly lower than VIGIX's 33.20% return.


VZICX

YTD

9.09%

1M

-1.39%

6M

0.57%

1Y

10.69%

5Y*

6.50%

10Y*

N/A

VIGIX

YTD

33.20%

1M

3.24%

6M

9.96%

1Y

32.98%

5Y*

18.66%

10Y*

15.77%

Compare stocks, funds, or ETFs

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


VZICX vs. VIGIX - Expense Ratio Comparison

VZICX has a 0.35% expense ratio, which is higher than VIGIX's 0.04% expense ratio.


VZICX
Vanguard International Core Stock Fund Admiral Shares
Expense ratio chart for VZICX: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for VIGIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VZICX vs. VIGIX - 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 Growth Index Fund Institutional Shares (VIGIX). 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.


Sharpe ratio
The chart of Sharpe ratio for VZICX, currently valued at 0.73, compared to the broader market-1.000.001.002.003.004.000.731.92
The chart of Sortino ratio for VZICX, currently valued at 1.07, compared to the broader market-2.000.002.004.006.008.0010.001.072.50
The chart of Omega ratio for VZICX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.35
The chart of Calmar ratio for VZICX, currently valued at 1.04, compared to the broader market0.002.004.006.008.0010.0012.0014.001.042.60
The chart of Martin ratio for VZICX, currently valued at 3.37, compared to the broader market0.0020.0040.0060.003.3710.20
VZICX
VIGIX

The current VZICX Sharpe Ratio is 0.73, which is lower than the VIGIX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of VZICX and VIGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.73
1.92
VZICX
VIGIX

Dividends

VZICX vs. VIGIX - Dividend Comparison

VZICX has not paid dividends to shareholders, while VIGIX's dividend yield for the trailing twelve months is around 0.48%.


TTM20232022202120202019201820172016201520142013
VZICX
Vanguard International Core Stock Fund Admiral Shares
0.00%2.20%2.10%2.82%1.89%0.11%0.00%0.00%0.00%0.00%0.00%0.00%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.33%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%1.22%1.20%

Drawdowns

VZICX vs. VIGIX - Drawdown Comparison

The maximum VZICX drawdown since its inception was -34.37%, smaller than the maximum VIGIX drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for VZICX and VIGIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.23%
-3.64%
VZICX
VIGIX

Volatility

VZICX vs. VIGIX - Volatility Comparison

The current volatility for Vanguard International Core Stock Fund Admiral Shares (VZICX) is 3.10%, while Vanguard Growth Index Fund Institutional Shares (VIGIX) has a volatility of 4.93%. This indicates that VZICX experiences smaller price fluctuations and is considered to be less risky than VIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.10%
4.93%
VZICX
VIGIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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