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Distribution Policy
Accumulating
Asset Class
Bond
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

VWTAX Performance Chart

Tomorrow's Scholar College Savings Plan - ING GNMA Income Fund (VWTAX) is up 0.5% since the beginning of the year. VWTAX is currently trading at $11 per share.


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S&P 500 Index

Returns By Period

Tomorrow's Scholar College Savings Plan - ING GNMA Income Fund (VWTAX) has returned 0.46% so far this year and 5.05% over the past 12 months.


Tomorrow's Scholar College Savings Plan - ING GNMA Income Fund

1D
-0.09%
1M
-0.18%
YTD
0.46%
6M
0.28%
1Y
5.05%
3Y*
3.25%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWTAX Monthly Returns History

Based on dividend-adjusted daily data since Mar 8, 2022, VWTAX's average daily return is 0.00%, while the average monthly return is +0.04%. At this rate, an investment would double in approximately 144.4 years.

Historically, 52% of months were positive and 48% were negative. The best month was Nov 2023 with a return of +4.4%, while the worst month was Sep 2022 at -4.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, VWTAX closed higher 43% of trading days. The best single day was Nov 11, 2022 with a return of +2.0%, while the worst single day was Sep 26, 2022 at -1.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.65%1.11%-1.37%0.19%-0.00%-0.09%0.46%
20250.59%2.06%0.10%0.19%-0.96%1.65%-0.57%1.53%0.66%0.66%0.75%-0.37%6.42%
2024-0.30%-1.50%1.01%-2.91%1.76%1.02%2.41%1.37%0.97%-2.59%1.18%-1.56%0.70%
20232.90%-2.31%2.06%0.30%-0.80%-0.81%0.00%-0.61%-2.98%-2.01%4.43%4.04%3.93%
2022-2.06%-2.77%0.69%-1.56%2.48%-2.81%-4.48%-1.56%3.50%-1.02%-9.46%

Benchmark Metrics

Tomorrow's Scholar College Savings Plan - ING GNMA Income Fund has an annualized alpha of -0.53%, beta of 0.06, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since March 09, 2022.

  • This fund participated in 41.51% of S&P 500 Index downside but only 16.75% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.06 may look defensive, but with R2 of 0.03 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.03 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-0.53%
Beta
0.06
0.03
Upside Capture
16.75%
Downside Capture
41.51%

Return for Risk

Risk / Return Rank

VWTAX ranks 27 for risk / return — below 27% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


VWTAX Risk / Return Rank: 2727
Overall Rank
VWTAX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VWTAX Sortino Ratio Rank: 2626
Sortino Ratio Rank
VWTAX Omega Ratio Rank: 2323
Omega Ratio Rank
VWTAX Calmar Ratio Rank: 3030
Calmar Ratio Rank
VWTAX Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Tomorrow's Scholar College Savings Plan - ING GNMA Income Fund (VWTAX) and compare them to S&P 500 Index.


VWTAXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.40

2.39

-0.99

Sortino ratio

Return per unit of downside risk

2.11

3.25

-1.14

Omega ratio

Gain probability vs. loss probability

1.25

1.43

-0.18

Calmar ratio

Return relative to maximum drawdown

2.06

3.11

-1.05

Martin ratio

Return relative to average drawdown

7.09

14.38

-7.29

Dividends

Dividend History


Tomorrow's Scholar College Savings Plan - ING GNMA Income Fund doesn't pay dividends

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 Tomorrow's Scholar College Savings Plan - ING GNMA Income Fund. 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 Tomorrow's Scholar College Savings Plan - ING GNMA Income Fund was 14.14%, occurring on Oct 19, 2023. Recovery took 471 trading sessions.

The current Tomorrow's Scholar College Savings Plan - ING GNMA Income Fund drawdown is 1.28%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 correction2023
-14.14%Oct 2023
1y 7mo1y 10mo
3y 6moMar 2022 - Sep 2025
2026 pullback2026
-2.55%May 2026
2mo 18d
3mo 3dMar 2026 - now
2025 pullback2025
-0.83%Nov 2025
13d20d
1mo 3dOct 2025 - Nov 2025
2025 pullback2025
-0.83%Dec 2025
8d29d
1mo 7dDec 2025 - Jan 2026
2025 pullback2025
-0.65%Sep 2025
8d19d
27dSep 2025 - Oct 2025

Drawdown Indicators


VWTAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-14.14%

-56.78%

+42.64%

Max Drawdown (1Y)

Largest decline over 1 year

-2.55%

-9.10%

+6.55%

Max Drawdown (3Y)

Largest decline over 3 years

-7.19%

-18.90%

+11.71%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.28%

0.00%

-1.28%

Average Drawdown

Average peak-to-trough decline

-5.37%

-10.72%

+5.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

1.97%

-1.21%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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Add Tomorrow's Scholar College Savings Plan - ING GNMA Income Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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