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

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.

-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
0.68%
1.46%
VZICX
VWILX

Returns By Period

In the year-to-date period, VZICX achieves a 10.62% return, which is significantly lower than VWILX's 11.28% return.


VZICX

YTD

10.62%

1M

-4.14%

6M

0.68%

1Y

15.18%

5Y (annualized)

7.71%

10Y (annualized)

N/A

VWILX

YTD

11.28%

1M

-3.42%

6M

1.46%

1Y

16.65%

5Y (annualized)

8.58%

10Y (annualized)

8.44%

Key characteristics


VZICXVWILX
Sharpe Ratio1.261.09
Sortino Ratio1.801.60
Omega Ratio1.221.20
Calmar Ratio1.800.54
Martin Ratio6.706.30
Ulcer Index2.41%2.88%
Daily Std Dev12.79%16.57%
Max Drawdown-34.37%-59.49%
Current Drawdown-5.93%-22.27%

Compare stocks, funds, or ETFs

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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.


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%

Correlation

-0.50.00.51.00.8

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.

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 1.26, compared to the broader market0.002.004.001.261.09
The chart of Sortino ratio for VZICX, currently valued at 1.80, compared to the broader market0.005.0010.001.801.60
The chart of Omega ratio for VZICX, currently valued at 1.22, compared to the broader market1.002.003.004.001.221.20
The chart of Calmar ratio for VZICX, currently valued at 1.80, compared to the broader market0.005.0010.0015.0020.0025.001.800.54
The chart of Martin ratio for VZICX, currently valued at 6.70, compared to the broader market0.0020.0040.0060.0080.00100.006.706.30
VZICX
VWILX

The current VZICX Sharpe Ratio is 1.26, which is comparable to the VWILX Sharpe Ratio of 1.09. 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.26
1.09
VZICX
VWILX

Dividends

VZICX vs. VWILX - Dividend Comparison

VZICX's dividend yield for the trailing twelve months is around 1.99%, more than VWILX's 0.99% yield.


TTM20232022202120202019201820172016201520142013
VZICX
Vanguard International Core Stock Fund Admiral Shares
1.99%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
0.99%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%JuneJulyAugustSeptemberOctoberNovember
-5.93%
-22.27%
VZICX
VWILX

Volatility

VZICX vs. VWILX - Volatility Comparison

Vanguard International Core Stock Fund Admiral Shares (VZICX) and Vanguard International Growth Fund Admiral Shares (VWILX) have volatilities of 3.68% and 3.62%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.68%
3.62%
VZICX
VWILX