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

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.


-0.50.00.51.00.8

Performance

VZICX vs. VWILX - 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 International Growth Fund Admiral Shares (VWILX). The values are adjusted to include any dividend payments, if applicable.

35.00%40.00%45.00%50.00%55.00%60.00%65.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
45.95%
44.59%
VZICX
VWILX

Key characteristics

Sharpe Ratio

VZICX:

0.95

VWILX:

0.16

Sortino Ratio

VZICX:

1.37

VWILX:

0.32

Omega Ratio

VZICX:

1.17

VWILX:

1.05

Calmar Ratio

VZICX:

1.33

VWILX:

0.09

Martin Ratio

VZICX:

4.21

VWILX:

0.98

Ulcer Index

VZICX:

2.84%

VWILX:

3.23%

Daily Std Dev

VZICX:

12.56%

VWILX:

19.63%

Max Drawdown

VZICX:

-34.37%

VWILX:

-59.49%

Current Drawdown

VZICX:

-7.45%

VWILX:

-29.79%

Returns By Period

In the year-to-date period, VZICX achieves a 8.84% return, which is significantly higher than VWILX's 0.51% return.


VZICX

YTD

8.84%

1M

-1.72%

6M

0.81%

1Y

10.35%

5Y*

6.43%

10Y*

N/A

VWILX

YTD

0.51%

1M

-10.01%

6M

-7.30%

1Y

1.92%

5Y*

4.94%

10Y*

7.66%

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. VWILX - Expense Ratio Comparison

VZICX has a 0.35% expense ratio, which is higher than VWILX's 0.32% 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 VWILX: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%

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.


Sharpe ratio
The chart of Sharpe ratio for VZICX, currently valued at 0.95, compared to the broader market-1.000.001.002.003.004.000.950.16
The chart of Sortino ratio for VZICX, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.0010.001.370.32
The chart of Omega ratio for VZICX, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.171.05
The chart of Calmar ratio for VZICX, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.0012.0014.001.330.09
The chart of Martin ratio for VZICX, currently valued at 4.21, compared to the broader market0.0020.0040.0060.004.210.98
VZICX
VWILX

The current VZICX Sharpe Ratio is 0.95, which is higher than the VWILX Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of VZICX and VWILX, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.95
0.16
VZICX
VWILX

Dividends

VZICX vs. VWILX - Dividend Comparison

Neither VZICX nor VWILX has paid dividends to shareholders.


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%
VWILX
Vanguard International Growth Fund Admiral Shares
0.00%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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.45%
-29.79%
VZICX
VWILX

Volatility

VZICX vs. VWILX - Volatility Comparison

The current volatility for Vanguard International Core Stock Fund Admiral Shares (VZICX) is 3.10%, while Vanguard International Growth Fund Admiral Shares (VWILX) has a volatility of 12.53%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
3.10%
12.53%
VZICX
VWILX
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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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