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NEWFX vs. VTPSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NEWFX and VTPSX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

NEWFX vs. VTPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds New World Fund (NEWFX) and Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NEWFX:

0.59

VTPSX:

0.83

Sortino Ratio

NEWFX:

0.89

VTPSX:

1.22

Omega Ratio

NEWFX:

1.12

VTPSX:

1.17

Calmar Ratio

NEWFX:

0.50

VTPSX:

0.98

Martin Ratio

NEWFX:

1.96

VTPSX:

3.07

Ulcer Index

NEWFX:

4.43%

VTPSX:

4.19%

Daily Std Dev

NEWFX:

15.29%

VTPSX:

15.60%

Max Drawdown

NEWFX:

-56.45%

VTPSX:

-35.77%

Current Drawdown

NEWFX:

-0.28%

VTPSX:

0.00%

Returns By Period

In the year-to-date period, NEWFX achieves a 10.34% return, which is significantly lower than VTPSX's 14.42% return. Over the past 10 years, NEWFX has outperformed VTPSX with an annualized return of 6.75%, while VTPSX has yielded a comparatively lower 5.67% annualized return.


NEWFX

YTD

10.34%

1M

7.63%

6M

8.81%

1Y

8.93%

3Y*

8.82%

5Y*

8.99%

10Y*

6.75%

VTPSX

YTD

14.42%

1M

6.31%

6M

12.91%

1Y

12.86%

3Y*

9.48%

5Y*

10.56%

10Y*

5.67%

*Annualized

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NEWFX vs. VTPSX - Expense Ratio Comparison

NEWFX has a 0.96% expense ratio, which is higher than VTPSX's 0.07% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

NEWFX vs. VTPSX — Risk-Adjusted Performance Rank

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

NEWFX
The Risk-Adjusted Performance Rank of NEWFX is 5353
Overall Rank
The Sharpe Ratio Rank of NEWFX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of NEWFX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of NEWFX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of NEWFX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of NEWFX is 5353
Martin Ratio Rank

VTPSX
The Risk-Adjusted Performance Rank of VTPSX is 7676
Overall Rank
The Sharpe Ratio Rank of VTPSX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of VTPSX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VTPSX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VTPSX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VTPSX is 7474
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.

NEWFX vs. VTPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds New World Fund (NEWFX) and Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX). 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.


The current NEWFX Sharpe Ratio is 0.59, which is comparable to the VTPSX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of NEWFX and VTPSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

NEWFX vs. VTPSX - Dividend Comparison

NEWFX's dividend yield for the trailing twelve months is around 3.32%, more than VTPSX's 2.90% yield.


TTM20242023202220212020201920182017201620152014
NEWFX
American Funds New World Fund
3.32%3.66%2.46%0.89%6.89%0.10%3.65%2.26%1.89%0.92%0.60%5.84%
VTPSX
Vanguard Total International Stock Index Fund Institutional Plus Shares
2.90%3.37%3.25%3.09%3.09%2.13%3.08%3.20%2.77%2.97%2.89%3.44%

Drawdowns

NEWFX vs. VTPSX - Drawdown Comparison

The maximum NEWFX drawdown since its inception was -56.45%, which is greater than VTPSX's maximum drawdown of -35.77%. Use the drawdown chart below to compare losses from any high point for NEWFX and VTPSX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

NEWFX vs. VTPSX - Volatility Comparison

American Funds New World Fund (NEWFX) has a higher volatility of 3.01% compared to Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) at 2.46%. This indicates that NEWFX's price experiences larger fluctuations and is considered to be riskier than VTPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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