TSWEX vs. VT
Compare and contrast key facts about TSW Large Cap Value Fund (TSWEX) and Vanguard Total World Stock ETF (VT).
TSWEX is managed by TS&W Funds. It was launched on Jul 17, 1992. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Performance
TSWEX vs. VT - Performance Comparison
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TSWEX vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSWEX TSW Large Cap Value Fund | 1.69% | 2.29% | 11.12% | 6.47% | 0.85% | 25.23% | 7.37% | 21.26% | -1.91% | 14.52% |
VT Vanguard Total World Stock ETF | -1.71% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Returns By Period
In the year-to-date period, TSWEX achieves a 1.69% return, which is significantly higher than VT's -1.71% return. Over the past 10 years, TSWEX has underperformed VT with an annualized return of 9.26%, while VT has yielded a comparatively higher 11.53% annualized return.
TSWEX
- 1D
- -0.23%
- 1M
- -5.36%
- YTD
- 1.69%
- 6M
- -9.88%
- 1Y
- -3.20%
- 3Y*
- 7.85%
- 5Y*
- 6.72%
- 10Y*
- 9.26%
VT
- 1D
- 3.08%
- 1M
- -6.22%
- YTD
- -1.71%
- 6M
- 1.42%
- 1Y
- 21.53%
- 3Y*
- 16.86%
- 5Y*
- 9.22%
- 10Y*
- 11.53%
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TSWEX vs. VT - Expense Ratio Comparison
TSWEX has a 0.75% expense ratio, which is higher than VT's 0.06% expense ratio.
Return for Risk
TSWEX vs. VT — Risk / Return Rank
TSWEX
VT
TSWEX vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TSW Large Cap Value Fund (TSWEX) 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.
| TSWEX | VT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.18 | 1.25 | -1.43 |
Sortino ratioReturn per unit of downside risk | -0.08 | 1.84 | -1.93 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.27 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 0.00 | 1.83 | -1.83 |
Martin ratioReturn relative to average drawdown | 0.01 | 8.51 | -8.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSWEX | VT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | 1.25 | -1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.58 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.67 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.40 | +0.06 |
Correlation
The correlation between TSWEX and VT is 0.85, 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.
Dividends
TSWEX vs. VT - Dividend Comparison
TSWEX's dividend yield for the trailing twelve months is around 0.67%, less than VT's 1.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSWEX TSW Large Cap Value Fund | 0.67% | 1.05% | 8.86% | 8.12% | 12.42% | 13.07% | 5.12% | 4.40% | 16.09% | 8.52% | 11.06% | 6.91% |
VT Vanguard Total World Stock ETF | 1.82% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Drawdowns
TSWEX vs. VT - Drawdown Comparison
The maximum TSWEX drawdown since its inception was -53.14%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for TSWEX and VT.
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Drawdown Indicators
| TSWEX | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.14% | -50.27% | -2.87% |
Max Drawdown (1Y)Largest decline over 1 year | -14.35% | -11.84% | -2.51% |
Max Drawdown (5Y)Largest decline over 5 years | -16.34% | -26.38% | +10.04% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -34.24% | +0.34% |
Current DrawdownCurrent decline from peak | -12.50% | -6.89% | -5.61% |
Average DrawdownAverage peak-to-trough decline | -7.36% | -7.08% | -0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.19% | 2.55% | +3.64% |
Volatility
TSWEX vs. VT - Volatility Comparison
The current volatility for TSW Large Cap Value Fund (TSWEX) is 2.96%, while Vanguard Total World Stock ETF (VT) has a volatility of 6.33%. This indicates that TSWEX experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSWEX | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 6.33% | -3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 16.42% | 9.95% | +6.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.69% | 17.24% | +4.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.83% | 15.98% | -1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 17.20% | -0.86% |