SCGVX vs. VTWAX
SCGVX (Sands Capital Global Growth Fund) and VTWAX (Vanguard Total World Stock Index Fund Admiral Shares) are both Global Equities funds. Over the past 5 years, SCGVX returned -1.87%/yr vs 10.50%/yr for VTWAX. Their correlation of 0.84 means they have usually moved in the same direction. SCGVX charges 1.15%/yr vs 0.09%/yr for VTWAX.
Performance
SCGVX vs. VTWAX - Performance Comparison
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Returns By Period
In the year-to-date period, SCGVX achieves a -1.81% return, which is significantly lower than VTWAX's 10.81% return.
SCGVX
- 1D
- 2.31%
- 1M
- -4.19%
- 6M
- 1.92%
- YTD
- -1.81%
- 1Y
- -1.27%
- 3Y*
- 9.36%
- 5Y*
- -1.87%
- 10Y*
- 9.66%
- ALL TIME*
- 9.38%
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) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SCGVX vs. VTWAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SCGVX Sands Capital Global Growth Fund | -1.81% | 10.68% | 15.64% | 31.49% | -43.49% | 9.56% | 49.33% | 16.57% |
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 SCGVX and VTWAX is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2019 | 0.84 |
The correlation between SCGVX and VTWAX has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.
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Return for Risk
SCGVX vs. VTWAX — Risk / Return Rank
SCGVX
VTWAX
SCGVX vs. VTWAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sands Capital Global Growth Fund (SCGVX) 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.
| SCGVX | VTWAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.74 | ||
| Sortino ratioReturn per unit of downside risk | -2.30 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.28 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 2.20 | -2.37 |
| Martin ratioReturn relative to average drawdown | -0.50 | 9.18 | -9.69 |
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Drawdowns
SCGVX vs. VTWAX - Drawdown Comparison
The maximum SCGVX drawdown since its inception was -53.96%, which is greater than VTWAX's maximum drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for SCGVX and VTWAX.
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Drawdown Indicators
| SCGVX | VTWAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.96% | -34.20% | -19.76% |
Max Drawdown (1Y)Largest decline over 1 year | -21.39% | -9.64% | -11.75% |
Max Drawdown (3Y)Largest decline over 3 years | -23.07% | -16.43% | -6.64% |
Max Drawdown (5Y)Largest decline over 5 years | -53.96% | -26.40% | -27.56% |
Max Drawdown (10Y)Largest decline over 10 years | -53.96% | — | — |
Current DrawdownCurrent decline from peak | -17.06% | -2.07% | -14.99% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -5.23% | -6.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.42% | 2.30% | +5.12% |
Volatility
SCGVX vs. VTWAX - Volatility Comparison
Sands Capital Global Growth Fund (SCGVX) has a higher volatility of 5.84% compared to Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) at 4.00%. This indicates that SCGVX'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
| SCGVX | VTWAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 4.00% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 17.10% | 11.36% | +5.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.11% | 13.65% | +6.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.90% | 15.89% | +10.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.10% | 18.17% | +4.93% |
SCGVX vs. VTWAX - Expense Ratio Comparison
SCGVX has a 1.15% expense ratio, which is higher than VTWAX's 0.09% expense ratio.
Dividends
SCGVX vs. VTWAX - Dividend Comparison
SCGVX's dividend yield for the trailing twelve months is around 47.43%, more than VTWAX's 1.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SCGVX Sands Capital Global Growth Fund | 47.43% | 46.57% | 9.14% | 0.00% | 0.00% | 13.05% | 3.34% | 5.97% | 9.05% | 0.23% |
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% |
Frequently Asked Questions
SCGVX and VTWAX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCGVX has higher volatility (5.84%) compared to VTWAX (4.00%). In terms of maximum drawdown, SCGVX dropped -53.96% vs VTWAX's -34.20%.
VTWAX currently has the higher Sharpe Ratio (1.55 vs -0.19), 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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