CLM vs. VTWAX
CLM (Cornerstone Strategic Investment Fund, Inc.) and VTWAX (Vanguard Total World Stock Index Fund Admiral Shares) are both Global Equities funds. CLM is actively managed, while VTWAX is passively managed. Over the past 5 years, CLM returned 9.56%/yr vs 10.50%/yr for VTWAX. Their 0.58 correlation means they have sometimes moved together and sometimes differently. CLM charges 1.10%/yr vs 0.09%/yr for VTWAX.
Performance
CLM vs. VTWAX - Performance Comparison
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Returns By Period
In the year-to-date period, CLM achieves a -0.66% return, which is significantly lower than VTWAX's 10.81% return.
CLM
- 1D
- 1.64%
- 1M
- 0.95%
- 6M
- -1.37%
- YTD
- -0.66%
- 1Y
- 11.38%
- 3Y*
- 14.14%
- 5Y*
- 9.56%
- 10Y*
- 10.88%
- ALL TIME*
- 7.65%
VTWAX
- 1D
- 2.04%
- 1M
- -0.42%
- 6M
- 7.48%
- YTD
- 10.81%
- 1Y
- 23.20%
- 3Y*
- 17.83%
- 5Y*
- 10.50%
- 10Y*
- —
- ALL TIME*
- 13.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $12.53M | $12.84M | $12.41M | |
| $0.00 | $0.00 | $0.00 |
CLM vs. VTWAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CLM Cornerstone Strategic Investment Fund, Inc. | -0.66% | 18.61% | 41.49% | 17.50% | -36.72% | 41.42% | 29.43% | 8.80% |
VTWAX Vanguard Total World Stock Index Fund Admiral Shares | 10.81% | 22.43% | 16.43% | 21.85% | -18.02% | 18.17% | 16.67% | 17.53% |
Correlation
The correlation between CLM and VTWAX is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2019 | 0.58 |
The correlation between CLM and VTWAX has been stable across timeframes, ranging from 0.58 to 0.64 - a consistent structural relationship.
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Return for Risk
CLM vs. VTWAX — Risk / Return Rank
CLM
VTWAX
CLM vs. VTWAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cornerstone Strategic Investment Fund, Inc. (CLM) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CLM | VTWAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.28 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | 2.20 | -1.47 |
| Martin ratioReturn relative to average drawdown | 2.32 | 9.18 | -6.87 |
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Drawdowns
CLM vs. VTWAX - Drawdown Comparison
The maximum CLM drawdown since its inception was -77.02%, which is greater than VTWAX's maximum drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for CLM and VTWAX.
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Drawdown Indicators
| CLM | VTWAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.02% | -34.20% | -42.82% |
Max Drawdown (1Y)Largest decline over 1 year | -14.61% | -9.64% | -4.97% |
Max Drawdown (3Y)Largest decline over 3 years | -25.16% | -16.43% | -8.73% |
Max Drawdown (5Y)Largest decline over 5 years | -43.45% | -26.40% | -17.05% |
Max Drawdown (10Y)Largest decline over 10 years | -44.98% | — | — |
Current DrawdownCurrent decline from peak | -2.41% | -2.07% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -24.66% | -5.23% | -19.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 2.30% | +2.27% |
Volatility
CLM vs. VTWAX - Volatility Comparison
Cornerstone Strategic Investment Fund, Inc. (CLM) has a higher volatility of 5.60% compared to Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) at 4.00%. This indicates that CLM's price experiences larger fluctuations and is considered to be riskier than VTWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CLM | VTWAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 4.00% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 15.15% | 11.36% | +3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.61% | 13.65% | +2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.18% | 15.89% | +8.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.00% | 18.17% | +6.83% |
CLM vs. VTWAX - Expense Ratio Comparison
CLM has a 1.10% expense ratio, which is higher than VTWAX's 0.09% expense ratio.
Dividends
CLM vs. VTWAX - Dividend Comparison
CLM's dividend yield for the trailing twelve months is around 19.66%, more than VTWAX's 1.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLM Cornerstone Strategic Investment Fund, Inc. | 19.66% | 17.48% | 15.17% | 20.50% | 29.44% | 13.45% | 18.96% | 21.98% | 25.38% | 18.04% | 22.44% | 28.20% |
VTWAX Vanguard Total World Stock Index Fund Admiral Shares | 1.57% | 1.80% | 1.92% | 2.06% | 2.17% | 1.79% | 1.64% | 2.28% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CLM and VTWAX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CLM has higher volatility (5.60%) compared to VTWAX (4.00%). In terms of maximum drawdown, CLM dropped -77.02% vs VTWAX's -34.20%.
VTWAX currently has the higher Sharpe Ratio (1.55 vs 0.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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