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VZICX vs. VITAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VZICX vs. VITAX - 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 Information Technology Index Fund Admiral Shares (VITAX). The values are adjusted to include any dividend payments, if applicable.

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VZICX vs. VITAX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VZICX
Vanguard International Core Stock Fund Admiral Shares
-0.32%38.55%8.74%14.35%-10.62%11.85%9.23%7.37%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
-11.14%21.78%29.26%52.69%-29.67%30.36%45.93%15.05%

Returns By Period

In the year-to-date period, VZICX achieves a -0.32% return, which is significantly higher than VITAX's -11.14% return.


VZICX

1D
-0.15%
1M
-10.55%
YTD
-0.32%
6M
5.72%
1Y
28.39%
3Y*
17.74%
5Y*
10.10%
10Y*

VITAX

1D
-1.79%
1M
-7.83%
YTD
-11.14%
6M
-10.25%
1Y
23.94%
3Y*
20.87%
5Y*
14.06%
10Y*
20.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VZICX vs. VITAX - Expense Ratio Comparison

VZICX has a 0.35% expense ratio, which is higher than VITAX's 0.10% expense ratio.


Return for Risk

VZICX vs. VITAX — Risk / Return Rank

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

VZICX
VZICX Risk / Return Rank: 8787
Overall Rank
VZICX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VZICX Sortino Ratio Rank: 8585
Sortino Ratio Rank
VZICX Omega Ratio Rank: 8585
Omega Ratio Rank
VZICX Calmar Ratio Rank: 8888
Calmar Ratio Rank
VZICX Martin Ratio Rank: 8787
Martin Ratio Rank

VITAX
VITAX Risk / Return Rank: 4747
Overall Rank
VITAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VITAX Sortino Ratio Rank: 5252
Sortino Ratio Rank
VITAX Omega Ratio Rank: 4848
Omega Ratio Rank
VITAX Calmar Ratio Rank: 5353
Calmar Ratio Rank
VITAX Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VZICX vs. VITAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Core Stock Fund Admiral Shares (VZICX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). 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.


VZICXVITAXDifference

Sharpe ratio

Return per unit of total volatility

1.70

0.87

+0.83

Sortino ratio

Return per unit of downside risk

2.24

1.39

+0.85

Omega ratio

Gain probability vs. loss probability

1.34

1.19

+0.15

Calmar ratio

Return relative to maximum drawdown

2.33

1.26

+1.08

Martin ratio

Return relative to average drawdown

9.26

3.92

+5.33

VZICX vs. VITAX - Sharpe Ratio Comparison

The current VZICX Sharpe Ratio is 1.70, which is higher than the VITAX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of VZICX and VITAX, 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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Sharpe Ratios by Period


VZICXVITAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

0.87

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.56

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.59

+0.05

Correlation

The correlation between VZICX and VITAX is 0.66, 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.


Dividends

VZICX vs. VITAX - Dividend Comparison

VZICX's dividend yield for the trailing twelve months is around 4.43%, more than VITAX's 0.46% yield.


TTM20252024202320222021202020192018201720162015
VZICX
Vanguard International Core Stock Fund Admiral Shares
4.43%4.41%2.65%2.20%2.10%4.37%1.89%0.11%0.00%0.00%0.00%0.00%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
0.46%0.40%0.60%0.65%0.91%0.63%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

VZICX vs. VITAX - Drawdown Comparison

The maximum VZICX drawdown since its inception was -34.37%, smaller than the maximum VITAX drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for VZICX and VITAX.


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Drawdown Indicators


VZICXVITAXDifference

Max Drawdown

Largest peak-to-trough decline

-34.37%

-54.81%

+20.44%

Max Drawdown (1Y)

Largest decline over 1 year

-11.11%

-16.38%

+5.27%

Max Drawdown (5Y)

Largest decline over 5 years

-24.89%

-35.10%

+10.21%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

Current Drawdown

Current decline from peak

-10.81%

-16.38%

+5.57%

Average Drawdown

Average peak-to-trough decline

-5.80%

-8.06%

+2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

5.24%

-2.44%

Volatility

VZICX vs. VITAX - Volatility Comparison

Vanguard International Core Stock Fund Admiral Shares (VZICX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX) have volatilities of 6.95% and 6.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VZICXVITAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.95%

6.70%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

15.84%

-4.99%

Volatility (1Y)

Calculated over the trailing 1-year period

16.35%

27.38%

-11.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.05%

25.22%

-10.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.89%

24.69%

-6.80%