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Tomorrow's Scholar College Savings Plan - ING GNMA...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

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

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Tomorrow's Scholar College Savings Plan - ING GNMA Income Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Tomorrow's Scholar College Savings Plan - ING GNMA Income Fund (VWTAX) has returned 0.09% so far this year and 3.65% over the past 12 months.


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

1D
0.56%
1M
-1.64%
YTD
0.09%
6M
1.13%
1Y
3.65%
3Y*
2.81%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

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, your investment would double in approximately 144.4 years.

Historically, 53% of months were positive and 47% 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%-1.64%0.09%
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 -0.31%, 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 40.62% of S&P 500 Index downside but only 19.12% 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
-0.31%
Beta
0.06
0.03
Upside Capture
19.12%
Downside Capture
40.62%

Return for Risk

Risk / Return Rank

VWTAX ranks 43 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


VWTAX Risk / Return Rank: 4343
Overall Rank
VWTAX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VWTAX Sortino Ratio Rank: 4747
Sortino Ratio Rank
VWTAX Omega Ratio Rank: 3434
Omega Ratio Rank
VWTAX Calmar Ratio Rank: 5151
Calmar Ratio Rank
VWTAX Martin Ratio Rank: 3636
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 a chosen benchmark (S&P 500 Index).


VWTAXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.90

+0.07

Sortino ratio

Return per unit of downside risk

1.41

1.39

+0.02

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

1.29

1.40

-0.11

Martin ratio

Return relative to average drawdown

3.88

6.61

-2.72

Explore VWTAX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

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 1.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.14%Mar 9, 2022407Oct 19, 2023471Sep 8, 2025878
-2.19%Mar 2, 202616Mar 26, 2026
-0.83%Oct 23, 202510Nov 5, 202514Nov 25, 202524
-0.83%Dec 1, 20256Dec 9, 202515Jan 7, 202621
-0.65%Sep 17, 20257Sep 25, 202513Oct 14, 202520

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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