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VEU vs. TWGGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEU and TWGGX is 0.88, 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.


-0.50.00.51.00.9

Performance

VEU vs. TWGGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World ex-US ETF (VEU) and American Century Focused Global Growth Fund (TWGGX). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
3.70%
-6.72%
VEU
TWGGX

Key characteristics

Sharpe Ratio

VEU:

1.02

TWGGX:

0.18

Sortino Ratio

VEU:

1.47

TWGGX:

0.33

Omega Ratio

VEU:

1.18

TWGGX:

1.06

Calmar Ratio

VEU:

1.31

TWGGX:

0.11

Martin Ratio

VEU:

3.23

TWGGX:

0.57

Ulcer Index

VEU:

3.97%

TWGGX:

6.15%

Daily Std Dev

VEU:

12.61%

TWGGX:

19.65%

Max Drawdown

VEU:

-61.52%

TWGGX:

-63.37%

Current Drawdown

VEU:

-1.58%

TWGGX:

-26.74%

Returns By Period

In the year-to-date period, VEU achieves a 7.42% return, which is significantly lower than TWGGX's 7.88% return. Over the past 10 years, VEU has outperformed TWGGX with an annualized return of 5.38%, while TWGGX has yielded a comparatively lower -0.47% annualized return.


VEU

YTD

7.42%

1M

4.69%

6M

3.70%

1Y

12.41%

5Y*

6.34%

10Y*

5.38%

TWGGX

YTD

7.88%

1M

2.68%

6M

-6.73%

1Y

3.97%

5Y*

-1.36%

10Y*

-0.47%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VEU vs. TWGGX - Expense Ratio Comparison

VEU has a 0.07% expense ratio, which is lower than TWGGX's 1.10% expense ratio.


TWGGX
American Century Focused Global Growth Fund
Expense ratio chart for TWGGX: current value at 1.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.10%
Expense ratio chart for VEU: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VEU vs. TWGGX — Risk-Adjusted Performance Rank

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

VEU
The Risk-Adjusted Performance Rank of VEU is 4040
Overall Rank
The Sharpe Ratio Rank of VEU is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VEU is 3939
Sortino Ratio Rank
The Omega Ratio Rank of VEU is 3939
Omega Ratio Rank
The Calmar Ratio Rank of VEU is 4949
Calmar Ratio Rank
The Martin Ratio Rank of VEU is 3535
Martin Ratio Rank

TWGGX
The Risk-Adjusted Performance Rank of TWGGX is 1111
Overall Rank
The Sharpe Ratio Rank of TWGGX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of TWGGX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of TWGGX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of TWGGX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of TWGGX is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VEU vs. TWGGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US ETF (VEU) and American Century Focused Global Growth Fund (TWGGX). 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.


Sharpe ratio
The chart of Sharpe ratio for VEU, currently valued at 1.02, compared to the broader market0.002.004.001.020.18
The chart of Sortino ratio for VEU, currently valued at 1.47, compared to the broader market-2.000.002.004.006.008.0010.0012.001.470.33
The chart of Omega ratio for VEU, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.06
The chart of Calmar ratio for VEU, currently valued at 1.31, compared to the broader market0.005.0010.0015.0020.001.310.11
The chart of Martin ratio for VEU, currently valued at 3.23, compared to the broader market0.0020.0040.0060.0080.00100.003.230.57
VEU
TWGGX

The current VEU Sharpe Ratio is 1.02, which is higher than the TWGGX Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of VEU and TWGGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.02
0.18
VEU
TWGGX

Dividends

VEU vs. TWGGX - Dividend Comparison

VEU's dividend yield for the trailing twelve months is around 3.02%, more than TWGGX's 0.10% yield.


TTM20242023202220212020201920182017201620152014
VEU
Vanguard FTSE All-World ex-US ETF
3.02%3.24%3.32%3.12%3.07%2.00%3.10%3.27%2.66%2.96%2.95%3.52%
TWGGX
American Century Focused Global Growth Fund
0.10%0.10%0.47%0.65%0.23%0.00%0.03%0.53%0.29%0.00%0.12%0.67%

Drawdowns

VEU vs. TWGGX - Drawdown Comparison

The maximum VEU drawdown since its inception was -61.52%, roughly equal to the maximum TWGGX drawdown of -63.37%. Use the drawdown chart below to compare losses from any high point for VEU and TWGGX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.58%
-26.74%
VEU
TWGGX

Volatility

VEU vs. TWGGX - Volatility Comparison

The current volatility for Vanguard FTSE All-World ex-US ETF (VEU) is 3.12%, while American Century Focused Global Growth Fund (TWGGX) has a volatility of 4.04%. This indicates that VEU experiences smaller price fluctuations and is considered to be less risky than TWGGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
3.12%
4.04%
VEU
TWGGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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