Vanguard Total International Stock Index Fund ETF Shares

10-Year Study

VXUS.US · · US · ETF

Executive Summary: Vanguard Total International Stock Index Fund ETF Shares has compounded at 9.5% annually over the last 10 years, with a maximum drawdown of 27.8% and an annualized volatility of 13.4%.

1Y CAGR
+30.0%
3Y CAGR
+19.4%
5Y CAGR
+8.0%
10Y CAGR
+9.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
27.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +32.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -16.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.65.2-8.07.2————————9.5%
20253.41.90.42.84.84.0-0.94.23.41.60.42.532.4%
2024-1.72.93.2-2.34.0-0.82.62.42.6-4.5-0.2-2.95.1%
20238.7-4.32.81.9-3.54.53.9-4.4-3.4-3.48.25.115.9%
2022-2.8-2.8-0.3-6.51.5-7.93.6-4.5-9.93.413.0-2.1-16.1%
20210.22.31.92.83.1-0.3-1.11.5-3.52.9-4.33.69.0%
2020-3.4-6.6-16.37.65.04.24.14.4-1.8-2.312.65.810.7%
20197.71.60.82.8-5.45.8-2.0-2.22.73.41.04.421.7%
20185.7-5.2-0.40.5-1.6-2.12.6-2.40.2-8.61.7-4.9-14.4%
20174.11.33.02.13.00.63.40.51.92.00.62.127.5%
2016———2.2-1.0-0.94.50.51.7-1.9-2.02.04.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 13.4%. The dominant macroeconomic risk driver is VEA.US, accounting for 77.2% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110215.92743392681
2016-05-0110115.763606138726
2016-06-0110023.399667525959
2016-07-0110476.365432336714
2016-08-0110523.676729226396
2016-09-0110700.544486472161
2016-10-0110496.542751824993
2016-11-0110285.76505167803
2016-12-0110488.050208398585
2017-01-0110915.508227527887
2017-02-0111061.808851519021
2017-03-0111393.379429975668
2017-04-0111627.315874430822
2017-05-0111971.324114004869
2017-06-0112046.88365817814
2017-07-0112452.538126099214
2017-08-0112519.755703857183
2017-09-0112755.408726238948
2017-10-0113014.13014672224
2017-11-0113095.682655937553
2017-12-0113367.564507191559
2018-01-0114132.315031199558
2018-02-0113391.114751728626
2018-03-0113340.611222203484
2018-04-0113401.956296528298
2018-05-0113182.565591346038
2018-06-0112902.522466090059
2018-07-0113231.653696966778
2018-08-0112914.448165369698
2018-09-0112942.094104608863
2018-10-0111834.810995735661
2018-11-0112033.753342809649
2018-12-0111438.6428795143
2019-01-0112315.543161394464
2019-02-0112516.593586623945
2019-03-0112612.93275832992
2019-04-0112962.873732141567
2019-05-0112260.522321536127
2019-06-0112967.993350519191
2019-07-0112709.844122678105
2019-08-0112434.499000168646
2019-09-0112773.237044353964
2019-10-0113210.874069434074
2019-11-0113341.906184499001
2019-12-0113926.054641385792
2020-01-0113453.453634326743
2020-02-0112565.711807646905
2020-03-0110522.321536126437
2020-04-0111322.307080733372
2020-05-0111889.018719734022
2020-06-0112393.572168549885
2020-07-0112907.792661478787
2020-08-0113479.955188281496
2020-09-0113233.641313513384
2020-10-0112929.264943262584
2020-11-0114560.315127568843
2020-12-0115411.28604813646
2021-01-0115449.683185968632
2021-02-0115805.767701833429
2021-03-0116101.290143831162
2021-04-0116548.14248199099
2021-05-0117056.580817693404
2021-06-0117000.234900137326
2021-07-0116808.700942009786
2021-08-0117054.593201146796
2021-09-0116463.819355771317
2021-10-0116937.474401908115
2021-11-0116216.571903534345
2021-12-0116795.901896065727
2022-01-0116320.319464186765
2022-02-0115855.307538487485
2022-03-0115810.315127568845
2022-04-0114783.470258028769
2022-05-0115008.402197219748
2022-06-0113816.07319247356
2022-07-0114319.331678993907
2022-08-0113676.849688004433
2022-09-0112322.048088274269
2022-10-0112742.037487652686
2022-11-0114403.082612571376
2022-12-0114094.188931987377
2023-01-0115317.747608837064
2023-02-0114663.73141879683
2023-03-0115080.106969908691
2023-04-0115364.155443660107
2023-05-0114826.083552171925
2023-06-0115488.140554605248
2023-07-0116090.20767581372
2023-08-0115383.188377863977
2023-09-0114859.873033464237
2023-10-0114360.107933601563
2023-11-0115542.890355843594
2023-12-0116334.503818633004
2024-01-0116055.514732454767
2024-02-0116523.32739056063
2024-03-0117057.785433782254
2024-04-0116661.767894572
2024-05-0117332.19697882285
2024-06-0117194.449129062566
2024-07-0117644.975546293397
2024-08-0118069.84364083167
2024-09-0118539.553569277472
2024-10-0117711.92208543137
2024-11-0117671.838485074808
2024-12-0117164.15303442793
2025-01-0117743.754065579302
2025-02-0118072.88529645602
2025-03-0118141.638759727277
2025-04-0118655.799021851737
2025-05-0119555.55689401788
2025-06-0120331.691040065536
2025-07-0120149.25193340883
2025-08-0121002.662201556366
2025-09-0121723.775507745682
2025-10-0122069.77136386634
2025-11-0122161.44264822801
2025-12-0122719.059435757827
2026-01-0123989.929409497192
2026-02-0125239.718601681645
2026-03-0123221.986652853735
2026-04-0124884.356855470163
Annual Return Matrix
YearAnnual Return
20170.2745519178090059
2018-0.14429865864043723
20190.21745689484949726
20200.10665126950865345
20210.08984427669465611
2022-0.1608554861058814
20230.15895309034499538
20240.05079121012837451
20250.3236341688510842
20260.09530752916224805
Total Factor Risk
0.1343869245849208
VTI.US Exposure
-0.008064472936961893
VEA.US Exposure
0.7718407478029071
VWO.US Exposure
0.22410891070491076
QQQ.US Exposure
0.007679741392707675
VTV.US Exposure
0.006671618037696188
IJR.US Exposure
-0.005099108942968075
QUAL.US Exposure
-0.002645665698507772
SHV.US Exposure
0.0006566910914546825
TLT.US Exposure
-0.004098038166259073
LQD.US Exposure
0.006390825828849214
HYG.US Exposure
-0.0007391741354589106
GLD.US Exposure
-0.0004810820974315519
USO.US Exposure
-0.0011130640790202552
VNQ.US Exposure
0.002273010288891569
BTC-USD.CC Exposure
0.0009200622358321163
CPER.US Exposure
0.0007863328110335787
VIX.INDX Exposure
0.0000948300450766688
UUP.US Exposure
-0.0001568998961246777
TIP.US Exposure
0.0007949501660127694
Idiosyncratic Exposure
0.0001797855473598431
Value Score
43.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
34.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →15.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.86%
Market Cap$48.2B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$5,167
Avg Yield on Cost
4.70%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2016$361.693.62%Solid
2017$467.694.68%Solid
2018$451.434.51%Solid
2019$513.475.13%Solid
2020$387.593.88%Solid
2021$592.675.93%Solid
2022$481.244.81%Solid
2023$566.475.66%Solid
2024$597.795.98%Solid
2025$722.477.22%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+11.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.99
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Vanguard Total International Stock Index Fund ETF Shares a high-risk investment?

Vanguard Total International Stock Index Fund ETF Shares (VXUS.US) has an annualized volatility of 13.4% and experienced a maximum drawdown of 27.8% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of VXUS.US?

Over the past 10 years, VXUS.US has generated a Compound Annual Growth Rate (CAGR) of 9.5%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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