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Vanguard Total World Stock Index Fund Admiral Shar...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9220426194

CUSIP

922042619

Issuer

Vanguard

Inception Date

Feb 7, 2019

Region

Developed Markets (Broad)

Min. Investment

$3,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

VTWAX has an expense ratio of 0.10%, which is considered low compared to other funds.


Expense ratio chart for VTWAX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VTWAX vs. VTSAX VTWAX vs. VT VTWAX vs. VTIAX VTWAX vs. VOO VTWAX vs. VFIAX VTWAX vs. VASGX VTWAX vs. SPY VTWAX vs. VITAX VTWAX vs. VTWIX VTWAX vs. 1000
Popular comparisons:
VTWAX vs. VTSAX VTWAX vs. VT VTWAX vs. VTIAX VTWAX vs. VOO VTWAX vs. VFIAX VTWAX vs. VASGX VTWAX vs. SPY VTWAX vs. VITAX VTWAX vs. VTWIX VTWAX vs. 1000

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Total World Stock Index Fund Admiral Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


70.00%80.00%90.00%100.00%110.00%120.00%130.00%JulyAugustSeptemberOctoberNovemberDecember
87.99%
119.17%
VTWAX (Vanguard Total World Stock Index Fund Admiral Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard Total World Stock Index Fund Admiral Shares had a return of 16.13% year-to-date (YTD) and 17.00% in the last 12 months.


VTWAX

YTD

16.13%

1M

-1.69%

6M

5.39%

1Y

17.00%

5Y*

9.95%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.00%4.53%3.12%-3.55%4.45%1.63%2.11%2.31%2.23%-2.26%4.08%16.13%
20237.53%-3.11%2.74%1.38%-1.15%5.81%3.67%-2.87%-4.18%-2.97%9.03%5.17%21.85%
2022-4.65%-2.78%1.79%-7.93%0.52%-8.34%7.02%-3.90%-9.57%6.26%8.42%-4.41%-18.02%
2021-0.40%2.75%2.70%4.18%1.59%1.18%0.55%2.36%-4.11%5.10%-2.69%4.02%18.17%
2020-1.53%-7.54%-14.65%10.95%5.16%3.11%5.04%5.98%-2.97%-2.21%12.49%5.05%16.67%
20192.96%1.19%3.43%-6.04%6.49%-0.04%-2.14%2.19%2.72%2.57%3.50%17.53%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 82, VTWAX is among the top 18% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VTWAX is 8282
Overall Rank
The Sharpe Ratio Rank of VTWAX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of VTWAX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VTWAX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VTWAX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of VTWAX is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VTWAX, currently valued at 1.59, compared to the broader market-1.000.001.002.003.004.001.592.10
The chart of Sortino ratio for VTWAX, currently valued at 2.16, compared to the broader market-2.000.002.004.006.008.0010.002.162.80
The chart of Omega ratio for VTWAX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.291.39
The chart of Calmar ratio for VTWAX, currently valued at 2.30, compared to the broader market0.002.004.006.008.0010.0012.0014.002.303.09
The chart of Martin ratio for VTWAX, currently valued at 10.02, compared to the broader market0.0020.0040.0060.0010.0213.49
VTWAX
^GSPC

The current Vanguard Total World Stock Index Fund Admiral Shares Sharpe ratio is 1.59. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Total World Stock Index Fund Admiral Shares with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.59
2.10
VTWAX (Vanguard Total World Stock Index Fund Admiral Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Total World Stock Index Fund Admiral Shares provided a 1.18% dividend yield over the last twelve months, with an annual payout of $0.49 per share.


1.60%1.70%1.80%1.90%2.00%2.10%2.20%2.30%$0.00$0.20$0.40$0.60$0.8020192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019
Dividend$0.49$0.75$0.66$0.68$0.54$0.66

Dividend yield

1.18%2.06%2.16%1.79%1.64%2.29%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Total World Stock Index Fund Admiral Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.15$0.00$0.00$0.20$0.00$0.00$0.15$0.00$0.00$0.00$0.49
2023$0.00$0.00$0.10$0.00$0.00$0.23$0.00$0.00$0.14$0.00$0.00$0.28$0.75
2022$0.00$0.00$0.09$0.00$0.00$0.21$0.00$0.00$0.14$0.00$0.00$0.22$0.66
2021$0.00$0.00$0.09$0.00$0.00$0.18$0.00$0.00$0.14$0.00$0.00$0.27$0.68
2020$0.00$0.00$0.08$0.00$0.00$0.13$0.00$0.00$0.14$0.00$0.00$0.19$0.54
2019$0.10$0.00$0.00$0.19$0.00$0.00$0.15$0.00$0.00$0.22$0.66

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.15%
-2.62%
VTWAX (Vanguard Total World Stock Index Fund Admiral Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Total World Stock Index Fund Admiral Shares. 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 Vanguard Total World Stock Index Fund Admiral Shares was 34.20%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current Vanguard Total World Stock Index Fund Admiral Shares drawdown is 4.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.2%Feb 13, 202027Mar 23, 2020107Aug 24, 2020134
-26.4%Nov 9, 2021235Oct 14, 2022322Jan 29, 2024557
-8.07%Jul 17, 202414Aug 5, 202414Aug 23, 202428
-7.35%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-6.84%Oct 13, 202014Oct 30, 20205Nov 6, 202019

Volatility

Volatility Chart

The current Vanguard Total World Stock Index Fund Admiral Shares volatility is 3.38%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.38%
3.79%
VTWAX (Vanguard Total World Stock Index Fund Admiral Shares)
Benchmark (^GSPC)
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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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