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TWN vs. VIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TWN vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Taiwan Fund Inc. (TWN) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

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TWN vs. VIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TWN
The Taiwan Fund Inc.
23.15%54.11%32.76%51.73%-38.54%58.14%40.71%47.00%-19.15%33.80%
VIG
Vanguard Dividend Appreciation ETF
-1.77%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-2.08%22.22%

Returns By Period

In the year-to-date period, TWN achieves a 23.15% return, which is significantly higher than VIG's -1.77% return. Over the past 10 years, TWN has outperformed VIG with an annualized return of 24.13%, while VIG has yielded a comparatively lower 12.25% annualized return.


TWN

1D
1.00%
1M
-0.36%
YTD
23.15%
6M
35.55%
1Y
120.89%
3Y*
48.50%
5Y*
27.31%
10Y*
24.13%

VIG

1D
2.07%
1M
-5.18%
YTD
-1.77%
6M
0.45%
1Y
12.67%
3Y*
13.80%
5Y*
9.76%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TWN vs. VIG - Expense Ratio Comparison


Return for Risk

TWN vs. VIG — Risk / Return Rank

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

TWN
TWN Risk / Return Rank: 9999
Overall Rank
TWN Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TWN Sortino Ratio Rank: 9898
Sortino Ratio Rank
TWN Omega Ratio Rank: 9797
Omega Ratio Rank
TWN Calmar Ratio Rank: 9999
Calmar Ratio Rank
TWN Martin Ratio Rank: 9999
Martin Ratio Rank

VIG
VIG Risk / Return Rank: 5555
Overall Rank
VIG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 5252
Sortino Ratio Rank
VIG Omega Ratio Rank: 5353
Omega Ratio Rank
VIG Calmar Ratio Rank: 5757
Calmar Ratio Rank
VIG Martin Ratio Rank: 6363
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.

TWN vs. VIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Taiwan Fund Inc. (TWN) and Vanguard Dividend Appreciation ETF (VIG). 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.


TWNVIGDifference

Sharpe ratio

Return per unit of total volatility

4.65

0.83

+3.82

Sortino ratio

Return per unit of downside risk

4.97

1.28

+3.69

Omega ratio

Gain probability vs. loss probability

1.72

1.18

+0.54

Calmar ratio

Return relative to maximum drawdown

6.97

1.28

+5.69

Martin ratio

Return relative to average drawdown

32.73

5.73

+27.00

TWN vs. VIG - Sharpe Ratio Comparison

The current TWN Sharpe Ratio is 4.65, which is higher than the VIG Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of TWN and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TWNVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.65

0.83

+3.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

0.69

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.10

0.77

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.57

-0.37

Correlation

The correlation between TWN and VIG is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TWN vs. VIG - Dividend Comparison

TWN's dividend yield for the trailing twelve months is around 9.43%, more than VIG's 1.61% yield.


TTM20252024202320222021202020192018201720162015
TWN
The Taiwan Fund Inc.
9.43%11.62%19.14%1.26%0.00%7.78%12.91%8.26%11.27%3.16%0.00%0.00%
VIG
Vanguard Dividend Appreciation ETF
1.61%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Drawdowns

TWN vs. VIG - Drawdown Comparison

The maximum TWN drawdown since its inception was -79.52%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for TWN and VIG.


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Drawdown Indicators


TWNVIGDifference

Max Drawdown

Largest peak-to-trough decline

-79.52%

-46.81%

-32.71%

Max Drawdown (1Y)

Largest decline over 1 year

-16.74%

-10.83%

-5.91%

Max Drawdown (5Y)

Largest decline over 5 years

-51.72%

-20.39%

-31.33%

Max Drawdown (10Y)

Largest decline over 10 years

-51.72%

-31.72%

-20.00%

Current Drawdown

Current decline from peak

-0.44%

-6.00%

+5.56%

Average Drawdown

Average peak-to-trough decline

-37.58%

-5.55%

-32.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

2.42%

+1.14%

Volatility

TWN vs. VIG - Volatility Comparison

The Taiwan Fund Inc. (TWN) has a higher volatility of 11.35% compared to Vanguard Dividend Appreciation ETF (VIG) at 4.07%. This indicates that TWN's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TWNVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.35%

4.07%

+7.28%

Volatility (6M)

Calculated over the trailing 6-month period

17.83%

7.84%

+9.99%

Volatility (1Y)

Calculated over the trailing 1-year period

26.22%

15.31%

+10.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.27%

14.26%

+9.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.93%

16.05%

+5.88%