DRIPX vs. VTWAX

Last updated Jun 23, 2026

DRIPX (The MP 63 Fund) and VTWAX (Vanguard Total World Stock Index Fund Admiral Shares) are both mutual funds - DRIPX is a Large Cap Value Equities fund managed by MP 63, while VTWAX is a Global Equities fund tracking the FTSE Global All Cap Index. Over the past 5 years, DRIPX returned 7.60%/yr vs 11.43%/yr for VTWAX. Their correlation of 0.84 suggests significant overlap in exposure. DRIPX charges 0.63%/yr vs 0.09%/yr for VTWAX.

Performance

DRIPX vs. VTWAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The MP 63 Fund (DRIPX) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with DRIPX having a 11.92% return and VTWAX slightly higher at 12.42%.

DRIPX

• 1D: 0.74%
• 1M: 0.90%
• YTD: 11.92%
• 6M: 11.12%
• 1Y: 24.59%
• 3Y*: 11.58%
• 5Y*: 7.60%
• 10Y*: 9.91%

VTWAX

• 1D: 1.21%
• 1M: 1.70%
• YTD: 12.42%
• 6M: 12.22%
• 1Y: 29.58%
• 3Y*: 19.79%
• 5Y*: 11.43%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DRIPX vs. VTWAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
DRIPX The MP 63 Fund	11.92%	13.89%	4.75%	5.93%	-8.37%	20.46%	8.13%	19.42%
VTWAX Vanguard Total World Stock Index Fund Admiral Shares	12.42%	22.43%	16.43%	21.85%	-18.02%	18.17%	16.67%	17.53%

Correlation

The correlation between DRIPX and VTWAX is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.72
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Feb 7, 2019	0.84

The correlation between DRIPX and VTWAX shifts across timeframes, from 0.72 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DRIPX vs. VTWAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DRIPX

DRIPX Risk / Return Rank: 71
DRIPX Sharpe Ratio Rank: 73
DRIPX Sortino Ratio Rank: 76
DRIPX Omega Ratio Rank: 64
DRIPX Calmar Ratio Rank: 74
DRIPX Martin Ratio Rank: 69

VTWAX

VTWAX Risk / Return Rank: 68
VTWAX Sharpe Ratio Rank: 69
VTWAX Sortino Ratio Rank: 63
VTWAX Omega Ratio Rank: 64
VTWAX Calmar Ratio Rank: 68
VTWAX Martin Ratio Rank: 75

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.

DRIPX vs. VTWAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The MP 63 Fund (DRIPX) 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.

	DRIPX	VTWAX	Difference
Sharpe ratio: Return per unit of total volatility	2.28	2.23	+0.06
Sortino ratio: Return per unit of downside risk	3.35	3.03	+0.32
Omega ratio: Gain probability vs. loss probability	1.41	1.40	0.00
Calmar ratio: Return relative to maximum drawdown	3.20	3.03	+0.17
Martin ratio: Return relative to average drawdown	12.54	13.21	-0.66

DRIPX vs. VTWAX - Sharpe Ratio Comparison

The current DRIPX Sharpe Ratio is 2.28, which is comparable to the VTWAX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of DRIPX and VTWAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DRIPX vs. VTWAX - Drawdown Comparison

The maximum DRIPX drawdown since its inception was -53.54%, which is greater than VTWAX's maximum drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for DRIPX and VTWAX.

Drawdown Indicators

	DRIPX	VTWAX	Difference
Max Drawdown Largest peak-to-trough decline	-53.54%	-34.20%	-19.34%
Max Drawdown (1Y) Largest decline over 1 year	-7.70%	-9.64%	+1.94%
Max Drawdown (3Y) Largest decline over 3 years	-19.58%	-16.43%	-3.15%
Max Drawdown (5Y) Largest decline over 5 years	-19.97%	-26.40%	+6.43%
Max Drawdown (10Y) Largest decline over 10 years	-35.20%	—	—
Current Drawdown Current decline from peak	-0.49%	-0.64%	+0.15%
Average Drawdown Average peak-to-trough decline	-6.57%	-5.28%	-1.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	2.21%	-0.25%

Volatility

DRIPX vs. VTWAX - Volatility Comparison

The current volatility for The MP 63 Fund (DRIPX) is 3.55%, while Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) has a volatility of 5.27%. This indicates that DRIPX experiences smaller price fluctuations and is considered to be less risky than VTWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRIPX	VTWAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.55%	5.27%	-1.72%
Volatility (6M) Calculated over the trailing 6-month period	8.51%	10.85%	-2.34%
Volatility (1Y) Calculated over the trailing 1-year period	10.79%	13.12%	-2.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.21%	15.84%	-1.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.46%	18.23%	-1.77%

DRIPX vs. VTWAX - Expense Ratio Comparison

DRIPX has a 0.63% expense ratio, which is higher than VTWAX's 0.09% expense ratio.

Dividends

DRIPX vs. VTWAX - Dividend Comparison

DRIPX's dividend yield for the trailing twelve months is around 6.29%, more than VTWAX's 1.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DRIPX The MP 63 Fund	6.29%	7.04%	0.00%	3.13%	4.27%	3.55%	3.48%	3.46%	6.25%	1.68%	4.27%	6.80%
VTWAX Vanguard Total World Stock Index Fund Admiral Shares	1.55%	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

Can I hold both DRIPX and VTWAX in my portfolio?

DRIPX and VTWAX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DRIPX or VTWAX?

VTWAX has higher volatility (5.27%) compared to DRIPX (3.55%). In terms of maximum drawdown, DRIPX dropped -53.54% vs VTWAX's -34.20%.

Which has better risk-adjusted returns?

DRIPX currently has the higher Sharpe Ratio (2.28 vs 2.23), 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.