TSWEX vs. VTSNX
Compare and contrast key facts about TSW Large Cap Value Fund (TSWEX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX).
TSWEX is managed by TS&W Funds. It was launched on Jul 17, 1992. VTSNX is managed by Vanguard. It was launched on Nov 29, 2010.
Performance
TSWEX vs. VTSNX - Performance Comparison
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TSWEX vs. VTSNX - 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% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | -1.02% | 32.24% | 5.38% | 15.29% | -15.99% | 8.64% | 11.27% | 21.69% | -14.41% | 27.54% |
Returns By Period
In the year-to-date period, TSWEX achieves a 1.69% return, which is significantly higher than VTSNX's -1.02% return. Over the past 10 years, TSWEX has outperformed VTSNX with an annualized return of 9.26%, while VTSNX has yielded a comparatively lower 8.55% 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%
VTSNX
- 1D
- -0.19%
- 1M
- -11.12%
- YTD
- -1.02%
- 6M
- 3.45%
- 1Y
- 24.05%
- 3Y*
- 14.24%
- 5Y*
- 6.90%
- 10Y*
- 8.55%
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TSWEX vs. VTSNX - Expense Ratio Comparison
TSWEX has a 0.75% expense ratio, which is higher than VTSNX's 0.08% expense ratio.
Return for Risk
TSWEX vs. VTSNX — Risk / Return Rank
TSWEX
VTSNX
TSWEX vs. VTSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TSW Large Cap Value Fund (TSWEX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX). 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 | VTSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.18 | 1.50 | -1.67 |
Sortino ratioReturn per unit of downside risk | -0.08 | 2.00 | -2.08 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.30 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 0.00 | 1.92 | -1.92 |
Martin ratioReturn relative to average drawdown | 0.01 | 7.65 | -7.65 |
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 | VTSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | 1.50 | -1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.47 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.54 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.36 | +0.10 |
Correlation
The correlation between TSWEX and VTSNX is 0.74, 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. VTSNX - Dividend Comparison
TSWEX's dividend yield for the trailing twelve months is around 0.67%, less than VTSNX's 3.06% 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% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 3.06% | 3.17% | 3.36% | 3.24% | 3.08% | 3.08% | 2.13% | 3.16% | 3.19% | 2.75% | 2.95% | 2.86% |
Drawdowns
TSWEX vs. VTSNX - Drawdown Comparison
The maximum TSWEX drawdown since its inception was -53.14%, which is greater than VTSNX's maximum drawdown of -35.72%. Use the drawdown chart below to compare losses from any high point for TSWEX and VTSNX.
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Drawdown Indicators
| TSWEX | VTSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.14% | -35.72% | -17.42% |
Max Drawdown (1Y)Largest decline over 1 year | -14.35% | -11.29% | -3.06% |
Max Drawdown (5Y)Largest decline over 5 years | -16.34% | -29.55% | +13.21% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -35.72% | +1.82% |
Current DrawdownCurrent decline from peak | -12.50% | -11.29% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -7.36% | -8.16% | +0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.19% | 2.84% | +3.35% |
Volatility
TSWEX vs. VTSNX - Volatility Comparison
The current volatility for TSW Large Cap Value Fund (TSWEX) is 2.96%, while Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a volatility of 6.80%. This indicates that TSWEX experiences smaller price fluctuations and is considered to be less risky than VTSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSWEX | VTSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 6.80% | -3.84% |
Volatility (6M)Calculated over the trailing 6-month period | 16.42% | 10.49% | +5.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.69% | 15.52% | +6.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.83% | 14.79% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 15.83% | +0.51% |