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TGLB vs. VT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGLB vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Equity ETF (TGLB) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with TGLB having a 8.79% return and VT slightly higher at 9.20%.


TGLB

1D
-3.09%
1M
0.39%
YTD
8.79%
6M
8.19%
1Y
3Y*
5Y*
10Y*

VT

1D
-3.07%
1M
-0.89%
YTD
9.20%
6M
9.69%
1Y
25.79%
3Y*
19.73%
5Y*
10.38%
10Y*
12.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGLB vs. VT - Yearly Performance Comparison


2026 (YTD)2025
TGLB
T. Rowe Price Global Equity ETF
8.79%3.38%
VT
Vanguard Total World Stock ETF
9.20%11.95%

Correlation

The correlation between TGLB and VT is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.91

TGLB vs. VT - Sectors Allocation Comparison


Sectors
TGLB
VT

Technology

32.3%
27.8%

Financial Services

15.7%
15.9%

Communication Services

9.0%
8.3%

Consumer Cyclical

8.4%
9.5%

Industrials

6.5%
12.0%

Basic Materials

6.0%
4.2%

Energy

3.5%
4.3%

Healthcare

3.1%
8.1%

Consumer Defensive

1.1%
4.8%

Utilities

0.9%
2.7%

Real Estate

-

2.4%

Technology

TGLB
32.3%
VT
27.8%

Financial Services

TGLB
15.7%
VT
15.9%

Communication Services

TGLB
9.0%
VT
8.3%

Consumer Cyclical

TGLB
8.4%
VT
9.5%

Industrials

TGLB
6.5%
VT
12.0%

Basic Materials

TGLB
6.0%
VT
4.2%

Energy

TGLB
3.5%
VT
4.3%

Healthcare

TGLB
3.1%
VT
8.1%

Consumer Defensive

TGLB
1.1%
VT
4.8%

Utilities

TGLB
0.9%
VT
2.7%

Real Estate

TGLB

-

VT
2.4%

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Return for Risk

TGLB vs. VT — Risk / Return Rank

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

TGLB

VT
VT Risk / Return Rank: 6060
Overall Rank
VT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VT Sortino Ratio Rank: 5858
Sortino Ratio Rank
VT Omega Ratio Rank: 6060
Omega Ratio Rank
VT Calmar Ratio Rank: 5555
Calmar Ratio Rank
VT Martin Ratio Rank: 6666
Martin Ratio Rank
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.

TGLB vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Equity ETF (TGLB) and Vanguard Total World Stock ETF (VT). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TGLB vs. VT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TGLBVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.43

+0.52

Drawdowns

TGLB vs. VT - Drawdown Comparison

The maximum TGLB drawdown since its inception was -9.78%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for TGLB and VT.


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Drawdown Indicators


TGLBVTDifference

Max Drawdown

Largest peak-to-trough decline

-9.78%

-50.27%

+40.49%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

Max Drawdown (3Y)

Largest decline over 3 years

-16.51%

Max Drawdown (5Y)

Largest decline over 5 years

-26.38%

Max Drawdown (10Y)

Largest decline over 10 years

-34.24%

Current Drawdown

Current decline from peak

-3.48%

-3.56%

+0.08%

Average Drawdown

Average peak-to-trough decline

-1.80%

-7.02%

+5.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

Volatility

TGLB vs. VT - Volatility Comparison


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Volatility by Period


TGLBVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

Volatility (6M)

Calculated over the trailing 6-month period

10.66%

Volatility (1Y)

Calculated over the trailing 1-year period

14.06%

13.09%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

16.10%

-2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.06%

17.26%

-3.20%

TGLB vs. VT - Expense Ratio Comparison

TGLB has a 0.46% expense ratio, which is higher than VT's 0.06% expense ratio.


Dividends

TGLB vs. VT - Dividend Comparison

TGLB's dividend yield for the trailing twelve months is around 0.18%, less than VT's 1.64% yield.


PositionTTM20252024202320222021202020192018201720162015
TGLB
T. Rowe Price Global Equity ETF
0.18%0.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
1.64%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Frequently Asked Questions


With a correlation of 0.91, TGLB and VT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VT is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VT is cheaper with a 0.06% expense ratio, compared with 0.46% for TGLB.

VT has the higher dividend yield at 1.64%, compared with 0.18% for TGLB.

They also come from different issuers: T. Rowe Price and Vanguard. Their fees differ too: 0.46% for TGLB and 0.06% for VT.

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