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

Key characteristics


VIAAXVZICX
YTD Return7.82%13.24%
1Y Return19.42%24.30%
3Y Return (Ann)1.20%4.65%
5Y Return (Ann)7.02%8.09%
Sharpe Ratio1.701.86
Sortino Ratio2.432.60
Omega Ratio1.291.32
Calmar Ratio1.332.43
Martin Ratio8.6710.83
Ulcer Index2.22%2.21%
Daily Std Dev11.35%12.84%
Max Drawdown-30.78%-34.37%
Current Drawdown-5.40%-3.71%

Correlation

-0.50.00.51.00.9

The correlation between VIAAX and VZICX is 0.89, 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

VIAAX vs. VZICX - Performance Comparison

In the year-to-date period, VIAAX achieves a 7.82% return, which is significantly lower than VZICX's 13.24% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.58%
4.64%
VIAAX
VZICX

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VIAAX vs. VZICX - Expense Ratio Comparison

VIAAX has a 0.16% expense ratio, which is lower than VZICX's 0.35% 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 VIAAX: current value at 0.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.16%

Risk-Adjusted Performance

VIAAX vs. VZICX - Risk-Adjusted Performance Comparison

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


VIAAX
Sharpe ratio
The chart of Sharpe ratio for VIAAX, currently valued at 1.70, compared to the broader market0.002.004.001.70
Sortino ratio
The chart of Sortino ratio for VIAAX, currently valued at 2.43, compared to the broader market0.005.0010.002.43
Omega ratio
The chart of Omega ratio for VIAAX, currently valued at 1.29, compared to the broader market1.002.003.004.001.29
Calmar ratio
The chart of Calmar ratio for VIAAX, currently valued at 1.33, compared to the broader market0.005.0010.0015.0020.0025.001.33
Martin ratio
The chart of Martin ratio for VIAAX, currently valued at 8.67, compared to the broader market0.0020.0040.0060.0080.00100.008.67
VZICX
Sharpe ratio
The chart of Sharpe ratio for VZICX, currently valued at 1.86, compared to the broader market0.002.004.001.86
Sortino ratio
The chart of Sortino ratio for VZICX, currently valued at 2.60, compared to the broader market0.005.0010.002.60
Omega ratio
The chart of Omega ratio for VZICX, currently valued at 1.32, compared to the broader market1.002.003.004.001.32
Calmar ratio
The chart of Calmar ratio for VZICX, currently valued at 2.43, compared to the broader market0.005.0010.0015.0020.0025.002.43
Martin ratio
The chart of Martin ratio for VZICX, currently valued at 10.83, compared to the broader market0.0020.0040.0060.0080.00100.0010.83

VIAAX vs. VZICX - Sharpe Ratio Comparison

The current VIAAX Sharpe Ratio is 1.70, which is comparable to the VZICX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of VIAAX and VZICX, 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 Ratio1.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.70
1.86
VIAAX
VZICX

Dividends

VIAAX vs. VZICX - Dividend Comparison

VIAAX's dividend yield for the trailing twelve months is around 1.96%, more than VZICX's 1.94% yield.


TTM20232022202120202019201820172016
VIAAX
Vanguard International Dividend Appreciation Index Fund Admiral Shares
1.96%1.92%2.05%0.94%1.28%1.83%1.99%1.69%1.06%
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%

Drawdowns

VIAAX vs. VZICX - Drawdown Comparison

The maximum VIAAX drawdown since its inception was -30.78%, smaller than the maximum VZICX drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for VIAAX and VZICX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.40%
-3.71%
VIAAX
VZICX

Volatility

VIAAX vs. VZICX - Volatility Comparison

The current volatility for Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) is 3.20%, while Vanguard International Core Stock Fund Admiral Shares (VZICX) has a volatility of 3.94%. This indicates that VIAAX experiences smaller price fluctuations and is considered to be less risky than VZICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.20%
3.94%
VIAAX
VZICX