VZICX vs. VWILX
Compare and contrast key facts about Vanguard International Core Stock Fund Admiral Shares (VZICX) and Vanguard International Growth Fund Admiral Shares (VWILX).
VZICX is managed by Vanguard. It was launched on Oct 16, 2019. VWILX is managed by Vanguard. It was launched on Aug 13, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VZICX or VWILX.
Key characteristics
| VZICX | VWILX | |
|---|---|---|
| YTD Return | 13.24% | 12.79% |
| 1Y Return | 24.30% | 25.51% |
| 3Y Return (Ann) | 4.65% | -5.64% |
| 5Y Return (Ann) | 8.09% | 8.82% |
| Sharpe Ratio | 1.86 | 1.51 |
| Sortino Ratio | 2.60 | 2.15 |
| Omega Ratio | 1.32 | 1.27 |
| Calmar Ratio | 2.43 | 0.68 |
| Martin Ratio | 10.83 | 9.09 |
| Ulcer Index | 2.21% | 2.78% |
| Daily Std Dev | 12.84% | 16.78% |
| Max Drawdown | -34.37% | -59.49% |
| Current Drawdown | -3.71% | -21.21% |
Correlation
The correlation between VZICX and VWILX is 0.83, 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. VWILX - Performance Comparison
The year-to-date returns for both stocks are quite close, with VZICX having a 13.24% return and VWILX slightly lower at 12.79%. 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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VZICX vs. VWILX - Expense Ratio Comparison
VZICX has a 0.35% expense ratio, which is higher than VWILX's 0.32% expense ratio.
Risk-Adjusted Performance
VZICX vs. VWILX - 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 International Growth Fund Admiral Shares (VWILX). 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
VZICX vs. VWILX - Dividend Comparison
VZICX's dividend yield for the trailing twelve months is around 1.94%, more than VWILX's 0.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VZICX Vanguard International Core Stock Fund Admiral Shares | 1.94% | 2.20% | 2.10% | 2.82% | 1.89% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWILX Vanguard International Growth Fund Admiral Shares | 0.98% | 1.10% | 1.50% | 1.08% | 0.31% | 1.30% | 1.79% | 0.84% | 1.42% | 1.53% | 2.46% | 1.58% |
Drawdowns
VZICX vs. VWILX - Drawdown Comparison
The maximum VZICX drawdown since its inception was -34.37%, smaller than the maximum VWILX drawdown of -59.49%. Use the drawdown chart below to compare losses from any high point for VZICX and VWILX. For additional features, visit the drawdowns tool.
Volatility
VZICX vs. VWILX - Volatility Comparison
The current volatility for Vanguard International Core Stock Fund Admiral Shares (VZICX) is 3.94%, while Vanguard International Growth Fund Admiral Shares (VWILX) has a volatility of 4.49%. This indicates that VZICX experiences smaller price fluctuations and is considered to be less risky than VWILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.