PHG vs. VTWIX

Last updated Jun 4, 2026

PHG (Koninklijke Philips N.V.) is a stock, while VTWIX (Vanguard Total World Stock Index Fund Institutional Shares) is Large Cap Growth Equities fund managed by Vanguard. Over the past 10 years, PHG returned 1.34%/yr vs 12.83%/yr for VTWIX. A 0.66 correlation means they provide meaningful diversification when combined.

Performance

PHG vs. VTWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Koninklijke Philips N.V. (PHG) and Vanguard Total World Stock Index Fund Institutional Shares (VTWIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PHG achieves a -2.74% return, which is significantly lower than VTWIX's 13.18% return. Over the past 10 years, PHG has underperformed VTWIX with an annualized return of 1.34%, while VTWIX has yielded a comparatively higher 12.83% annualized return.

PHG

• 1D: -0.31%
• 1M: 0.37%
• YTD: -2.74%
• 6M: -6.07%
• 1Y: 15.52%
• 3Y*: 11.93%
• 5Y*: -12.78%
• 10Y*: 1.34%

VTWIX

• 1D: 0.37%
• 1M: 5.70%
• YTD: 13.18%
• 6M: 14.11%
• 1Y: 30.33%
• 3Y*: 21.30%
• 5Y*: 11.37%
• 10Y*: 12.83%

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

PHG vs. VTWIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PHG Koninklijke Philips N.V.	-2.74%	10.87%	8.53%	55.64%	-57.64%	-30.75%	11.00%	42.23%	-4.92%	26.32%
VTWIX Vanguard Total World Stock Index Fund Institutional Shares	13.18%	22.43%	16.47%	21.87%	-18.00%	18.21%	16.70%	26.77%	-9.68%	24.21%

Correlation

The correlation between PHG and VTWIX is 0.58, 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	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.53
Correlation (10Y) Calculated over the trailing 10-year period	0.58
Correlation (All Time) Calculated using the full available price history since Jun 30, 2008	0.66

The correlation between PHG and VTWIX shifts across timeframes, from 0.51 (3 years) to 0.66 (all time), reflecting how their relationship changes across market environments.

Return for Risk

PHG vs. VTWIX — Risk / Return Rank

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

PHG

PHG Risk / Return Rank: 55
PHG Sharpe Ratio Rank: 58
PHG Sortino Ratio Rank: 53
PHG Omega Ratio Rank: 52
PHG Calmar Ratio Rank: 56
PHG Martin Ratio Rank: 58

VTWIX

VTWIX Risk / Return Rank: 70
VTWIX Sharpe Ratio Rank: 74
VTWIX Sortino Ratio Rank: 67
VTWIX Omega Ratio Rank: 66
VTWIX Calmar Ratio Rank: 69
VTWIX Martin Ratio Rank: 76

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.

PHG vs. VTWIX - Risk-Adjusted Trends Comparison

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.

	PHG	VTWIX	Difference
Sharpe ratio: Return per unit of total volatility	0.52	2.49	-1.97
Sortino ratio: Return per unit of downside risk	0.99	3.41	-2.43
Omega ratio: Gain probability vs. loss probability	1.12	1.45	-0.33
Calmar ratio: Return relative to maximum drawdown	0.70	3.19	-2.49
Martin ratio: Return relative to average drawdown	1.71	14.27	-12.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PHG vs. VTWIX - Sharpe Ratio Comparison

The current PHG Sharpe Ratio is 0.52, which is lower than the VTWIX Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of PHG and VTWIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PHG	VTWIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.52	2.49	-1.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.34	0.73	-1.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.04	0.77	-0.73
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.46	-0.26

Drawdowns

PHG vs. VTWIX - Drawdown Comparison

The maximum PHG drawdown since its inception was -79.61%, which is greater than VTWIX's maximum drawdown of -50.16%. Use the drawdown chart below to compare losses from any high point for PHG and VTWIX.

Drawdown Indicators

	PHG	VTWIX	Difference
Max Drawdown Largest peak-to-trough decline	-79.61%	-50.16%	-29.45%
Max Drawdown (1Y) Largest decline over 1 year	-22.27%	-9.64%	-12.63%
Max Drawdown (3Y) Largest decline over 3 years	-33.81%	-16.43%	-17.38%
Max Drawdown (5Y) Largest decline over 5 years	-78.55%	-26.39%	-52.16%
Max Drawdown (10Y) Largest decline over 10 years	-79.61%	-34.20%	-45.41%
Current Drawdown Current decline from peak	-52.63%	0.00%	-52.63%
Average Drawdown Average peak-to-trough decline	-29.22%	-6.97%	-22.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.11%	2.15%	+6.96%

Volatility

PHG vs. VTWIX - Volatility Comparison

Koninklijke Philips N.V. (PHG) has a higher volatility of 7.00% compared to Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) at 3.55%. 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.

Volatility by Period

	PHG	VTWIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.00%	3.55%	+3.45%
Volatility (6M) Calculated over the trailing 6-month period	22.19%	9.81%	+12.38%
Volatility (1Y) Calculated over the trailing 1-year period	29.78%	12.36%	+17.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.49%	15.72%	+21.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.02%	16.76%	+15.26%

Dividends

PHG vs. VTWIX - Dividend Comparison

PHG's dividend yield for the trailing twelve months is around 4.00%, more than VTWIX's 1.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PHG Koninklijke Philips N.V.	4.00%	3.27%	0.00%	0.00%	6.43%	2.80%	0.00%	1.97%	2.82%	2.02%	2.51%	2.98%
VTWIX Vanguard Total World Stock Index Fund Institutional Shares	1.57%	1.82%	1.94%	2.07%	2.19%	1.81%	1.66%	2.32%	2.55%	2.11%	2.40%	2.46%

Frequently Asked Questions

Can I hold both PHG and VTWIX in my portfolio?

PHG and VTWIX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PHG or VTWIX?

PHG has higher volatility (7.00%) compared to VTWIX (3.55%). In terms of maximum drawdown, PHG dropped -79.61% vs VTWIX's -50.16%.

Which has better risk-adjusted returns?

VTWIX currently has the higher Sharpe Ratio (2.49 vs 0.52), 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.