PHG vs. VTWIX

In the year-to-date period, PHG achieves a -3.08% return, which is significantly lower than VTWIX's 1.28% return. Over the past 10 years, PHG has underperformed VTWIX with an annualized return of 1.87%, while VTWIX has yielded a comparatively higher 8.80% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Koninklijke Philips N.V. (PHG) and Vanguard Total World Stock Index Fund Institutional Shares (VTWIX). 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 PHG Sharpe Ratio is -0.20, which is lower than the VTWIX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of PHG and VTWIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PHG has not paid dividends to shareholders, while VTWIX's dividend yield for the trailing twelve months is around 1.89%.

The maximum PHG drawdown since its inception was -79.52%, which is greater than VTWIX's maximum drawdown of -49.82%. Use the drawdown chart below to compare losses from any high point for PHG and VTWIX. For additional features, visit the drawdowns tool.

Koninklijke Philips N.V. (PHG) has a higher volatility of 10.94% compared to Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) at 5.40%. This indicates that PHG's price experiences larger fluctuations and is considered to be riskier than VTWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.