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VASGX vs. VTWAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VASGX and VTWAX is 0.95, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

VASGX vs. VTWAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard LifeStrategy Growth Fund (VASGX) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%100.00%NovemberDecember2025FebruaryMarchApril
53.52%
82.25%
VASGX
VTWAX

Key characteristics

Sharpe Ratio

VASGX:

0.39

VTWAX:

0.58

Sortino Ratio

VASGX:

0.62

VTWAX:

0.92

Omega Ratio

VASGX:

1.09

VTWAX:

1.13

Calmar Ratio

VASGX:

0.36

VTWAX:

0.61

Martin Ratio

VASGX:

1.35

VTWAX:

2.79

Ulcer Index

VASGX:

4.07%

VTWAX:

3.60%

Daily Std Dev

VASGX:

14.14%

VTWAX:

17.26%

Max Drawdown

VASGX:

-51.16%

VTWAX:

-34.20%

Current Drawdown

VASGX:

-8.83%

VTWAX:

-8.39%

Returns By Period

In the year-to-date period, VASGX achieves a -2.04% return, which is significantly higher than VTWAX's -3.30% return.


VASGX

YTD

-2.04%

1M

-3.74%

6M

-5.86%

1Y

3.68%

5Y*

8.70%

10Y*

5.92%

VTWAX

YTD

-3.30%

1M

-4.93%

6M

-3.53%

1Y

7.70%

5Y*

13.22%

10Y*

N/A

*Annualized

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VASGX vs. VTWAX - Expense Ratio Comparison

VASGX has a 0.14% expense ratio, which is higher than VTWAX's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for VASGX: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VASGX: 0.14%
Expense ratio chart for VTWAX: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTWAX: 0.10%

Risk-Adjusted Performance

VASGX vs. VTWAX — Risk-Adjusted Performance Rank

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

VASGX
The Risk-Adjusted Performance Rank of VASGX is 5656
Overall Rank
The Sharpe Ratio Rank of VASGX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VASGX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of VASGX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of VASGX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of VASGX is 5454
Martin Ratio Rank

VTWAX
The Risk-Adjusted Performance Rank of VTWAX is 7070
Overall Rank
The Sharpe Ratio Rank of VTWAX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VTWAX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VTWAX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VTWAX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VTWAX is 7373
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.

VASGX vs. VTWAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy Growth Fund (VASGX) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX). 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.


The chart of Sharpe ratio for VASGX, currently valued at 0.39, compared to the broader market-1.000.001.002.003.00
VASGX: 0.39
VTWAX: 0.58
The chart of Sortino ratio for VASGX, currently valued at 0.62, compared to the broader market-2.000.002.004.006.008.00
VASGX: 0.62
VTWAX: 0.92
The chart of Omega ratio for VASGX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.00
VASGX: 1.09
VTWAX: 1.13
The chart of Calmar ratio for VASGX, currently valued at 0.36, compared to the broader market0.002.004.006.008.0010.00
VASGX: 0.36
VTWAX: 0.61
The chart of Martin ratio for VASGX, currently valued at 1.35, compared to the broader market0.0010.0020.0030.0040.0050.00
VASGX: 1.35
VTWAX: 2.79

The current VASGX Sharpe Ratio is 0.39, which is lower than the VTWAX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of VASGX and VTWAX, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.39
0.58
VASGX
VTWAX

Dividends

VASGX vs. VTWAX - Dividend Comparison

VASGX's dividend yield for the trailing twelve months is around 2.49%, more than VTWAX's 1.97% yield.


TTM20242023202220212020201920182017201620152014
VASGX
Vanguard LifeStrategy Growth Fund
2.49%2.44%2.34%2.10%1.87%1.68%2.32%2.56%2.09%2.22%2.20%2.10%
VTWAX
Vanguard Total World Stock Index Fund Admiral Shares
1.97%1.93%2.06%2.16%1.79%1.64%2.29%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VASGX vs. VTWAX - Drawdown Comparison

The maximum VASGX drawdown since its inception was -51.16%, which is greater than VTWAX's maximum drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for VASGX and VTWAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.83%
-8.39%
VASGX
VTWAX

Volatility

VASGX vs. VTWAX - Volatility Comparison

The current volatility for Vanguard LifeStrategy Growth Fund (VASGX) is 9.34%, while Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) has a volatility of 12.20%. This indicates that VASGX experiences smaller price fluctuations and is considered to be less risky than VTWAX 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%NovemberDecember2025FebruaryMarchApril
9.34%
12.20%
VASGX
VTWAX