VTWAX
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VSBSX Vanguard Short-Term Treasury Index Fund Admiral Shares | Government Bonds | 50% |
VTWAX Vanguard Total World Stock Index Fund Admiral Shares | Large Cap Growth Equities | 40% |
VUSXX Vanguard Treasury Money Market Fund | Money Market | 10% |
Performance
Performance Chart
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The earliest data available for this chart is Feb 7, 2019, corresponding to the inception date of VTWAX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.92% | 4.38% | -1.84% | 12.48% | 13.71% | 10.99% |
| VTWAX | 3.48% | 1.63% | 2.24% | 8.61% | 5.97% | N/A |
| Portfolio components: | ||||||
VTWAX Vanguard Total World Stock Index Fund Admiral Shares | 6.06% | 4.34% | 2.75% | 13.72% | 12.55% | N/A |
VUSXX Vanguard Treasury Money Market Fund | 1.42% | 0.00% | 1.80% | 4.43% | 2.64% | 1.82% |
VSBSX Vanguard Short-Term Treasury Index Fund Admiral Shares | 1.84% | -0.20% | 2.08% | 5.28% | 1.11% | 1.45% |
Monthly Returns
The table below presents the monthly returns of VTWAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.54% | 0.18% | -1.20% | 0.75% | 1.96% | 0.24% | 3.48% | ||||||
| 2024 | 0.24% | 1.62% | 1.47% | -1.60% | 2.22% | 0.99% | 1.50% | 1.44% | 1.37% | -1.22% | 1.91% | -1.09% | 9.12% |
| 2023 | 3.43% | -1.63% | 1.95% | 0.73% | -0.61% | 2.19% | 1.77% | -1.01% | -1.77% | -1.04% | 4.24% | 2.79% | 11.35% |
| 2022 | -2.19% | -1.30% | -0.03% | -3.35% | 0.50% | -3.43% | 2.71% | -1.82% | -4.07% | 2.13% | 3.35% | -1.54% | -9.01% |
| 2021 | -0.14% | 1.07% | 1.09% | 1.74% | 0.71% | 0.42% | 0.32% | 1.00% | -1.85% | 2.02% | -1.19% | 1.62% | 6.94% |
| 2020 | -0.32% | -2.52% | -4.86% | 3.78% | 1.91% | 1.17% | 1.95% | 2.32% | -1.19% | -0.89% | 4.89% | 2.14% | 8.26% |
| 2019 | 1.24% | 0.83% | 1.52% | -2.13% | 2.83% | -0.02% | -0.49% | 0.85% | 1.30% | 1.07% | 1.57% | 8.82% |
Expense Ratio
VTWAX has an expense ratio of 0.08%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 83, VTWAX is among the top 17% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VTWAX Vanguard Total World Stock Index Fund Admiral Shares | 0.79 | 1.25 | 1.18 | 0.87 | 3.81 |
VUSXX Vanguard Treasury Money Market Fund | 3.45 | — | — | — | — |
VSBSX Vanguard Short-Term Treasury Index Fund Admiral Shares | 3.16 | 5.24 | 1.75 | 5.99 | 15.54 |
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Dividends
Dividend yield
VTWAX provided a 3.05% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.05% | 3.36% | 2.96% | 1.58% | 1.04% | 1.56% | 2.26% | 1.06% | 0.63% | 0.42% | 0.36% | 0.23% |
| Portfolio components: | ||||||||||||
VTWAX Vanguard Total World Stock Index Fund Admiral Shares | 1.79% | 1.93% | 2.06% | 2.16% | 1.79% | 1.64% | 2.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUSXX Vanguard Treasury Money Market Fund | 4.33% | 5.12% | 4.94% | 1.50% | 0.02% | 0.47% | 2.12% | 1.62% | 0.79% | 0.03% | 0.00% | 0.00% |
VSBSX Vanguard Short-Term Treasury Index Fund Admiral Shares | 3.81% | 4.15% | 3.29% | 1.12% | 0.64% | 1.72% | 2.27% | 1.80% | 1.09% | 0.83% | 0.71% | 0.45% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the VTWAX. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the VTWAX was 13.15%, occurring on Oct 14, 2022. Recovery took 296 trading sessions.
The current VTWAX drawdown is 0.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.15% | Nov 9, 2021 | 235 | Oct 14, 2022 | 296 | Dec 19, 2023 | 531 |
| -12.85% | Feb 13, 2020 | 27 | Mar 23, 2020 | 93 | Aug 4, 2020 | 120 |
| -5.95% | Feb 19, 2025 | 35 | Apr 8, 2025 | 23 | May 12, 2025 | 58 |
| -3% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -2.87% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.38, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VUSXX | VSBSX | VTWAX | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.04 | -0.05 | 0.96 | 0.95 |
| VUSXX | -0.04 | 1.00 | 0.04 | -0.06 | -0.03 |
| VSBSX | -0.05 | 0.04 | 1.00 | -0.02 | 0.09 |
| VTWAX | 0.96 | -0.06 | -0.02 | 1.00 | 0.99 |
| Portfolio | 0.95 | -0.03 | 0.09 | 0.99 | 1.00 |