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

Correlation

The correlation between VZICX and VTIAX is 0.96, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

VZICX vs. VTIAX - 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 Total International Stock Index Fund Admiral Shares (VTIAX). The values are adjusted to include any dividend payments, if applicable.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%NovemberDecember2025FebruaryMarchApril
1.76%
-1.07%
VZICX
VTIAX

Key characteristics

Sharpe Ratio

VZICX:

0.76

VTIAX:

0.55

Sortino Ratio

VZICX:

1.12

VTIAX:

0.84

Omega Ratio

VZICX:

1.14

VTIAX:

1.10

Calmar Ratio

VZICX:

1.09

VTIAX:

0.72

Martin Ratio

VZICX:

2.76

VTIAX:

1.80

Ulcer Index

VZICX:

3.64%

VTIAX:

3.91%

Daily Std Dev

VZICX:

13.24%

VTIAX:

12.79%

Max Drawdown

VZICX:

-34.37%

VTIAX:

-35.82%

Current Drawdown

VZICX:

-2.47%

VTIAX:

-3.06%

Returns By Period

In the year-to-date period, VZICX achieves a 8.26% return, which is significantly higher than VTIAX's 5.84% return.


VZICX

YTD

8.26%

1M

1.39%

6M

0.99%

1Y

10.10%

5Y*

14.49%

10Y*

N/A

VTIAX

YTD

5.84%

1M

0.54%

6M

-2.04%

1Y

7.32%

5Y*

12.38%

10Y*

5.07%

*Annualized

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VZICX vs. VTIAX - Expense Ratio Comparison

VZICX has a 0.35% expense ratio, which is higher than VTIAX's 0.11% expense ratio.


Expense ratio chart for VZICX: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VZICX: 0.35%
Expense ratio chart for VTIAX: current value is 0.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTIAX: 0.11%

Risk-Adjusted Performance

VZICX vs. VTIAX — 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 7474
Overall Rank
The Sharpe Ratio Rank of VZICX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VZICX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VZICX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VZICX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VZICX is 7272
Martin Ratio Rank

VTIAX
The Risk-Adjusted Performance Rank of VTIAX is 6464
Overall Rank
The Sharpe Ratio Rank of VTIAX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VTIAX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VTIAX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VTIAX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VTIAX is 5858
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. VTIAX - 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 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.


The chart of Sharpe ratio for VZICX, currently valued at 0.76, compared to the broader market-1.000.001.002.003.004.00
VZICX: 0.76
VTIAX: 0.55
The chart of Sortino ratio for VZICX, currently valued at 1.12, compared to the broader market0.002.004.006.008.0010.00
VZICX: 1.12
VTIAX: 0.84
The chart of Omega ratio for VZICX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.003.50
VZICX: 1.14
VTIAX: 1.10
The chart of Calmar ratio for VZICX, currently valued at 1.09, compared to the broader market0.002.004.006.008.0010.0012.00
VZICX: 1.09
VTIAX: 0.72
The chart of Martin ratio for VZICX, currently valued at 2.76, compared to the broader market0.0010.0020.0030.0040.0050.0060.00
VZICX: 2.76
VTIAX: 1.80

The current VZICX Sharpe Ratio is 0.76, which is higher than the VTIAX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of VZICX and VTIAX, 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 Ratio0.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.76
0.55
VZICX
VTIAX

Dividends

VZICX vs. VTIAX - Dividend Comparison

VZICX's dividend yield for the trailing twelve months is around 1.94%, less than VTIAX's 2.79% yield.


TTM20242023202220212020201920182017201620152014
VZICX
Vanguard International Core Stock Fund Admiral Shares
1.94%2.10%2.20%2.10%2.82%1.89%0.11%0.00%0.00%0.00%0.00%0.00%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
2.79%3.33%3.21%3.05%3.05%2.10%3.04%3.17%2.74%2.93%2.84%3.40%

Drawdowns

VZICX vs. VTIAX - Drawdown Comparison

The maximum VZICX drawdown since its inception was -34.37%, roughly equal to the maximum VTIAX drawdown of -35.82%. Use the drawdown chart below to compare losses from any high point for VZICX and VTIAX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.47%
-3.06%
VZICX
VTIAX

Volatility

VZICX vs. VTIAX - Volatility Comparison

Vanguard International Core Stock Fund Admiral Shares (VZICX) has a higher volatility of 5.27% compared to Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) at 4.88%. This indicates that VZICX'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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%NovemberDecember2025FebruaryMarchApril
5.27%
4.88%
VZICX
VTIAX