VASGX vs. VTWAX
Compare and contrast key facts about Vanguard LifeStrategy Growth Fund (VASGX) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX).
VASGX is managed by Vanguard. It was launched on Sep 30, 1994. VTWAX is managed by Vanguard. It was launched on Feb 7, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VASGX or VTWAX.
Performance
VASGX vs. VTWAX - Performance Comparison
Returns By Period
In the year-to-date period, VASGX achieves a 14.05% return, which is significantly lower than VTWAX's 17.55% return.
VASGX
14.05%
-0.53%
6.51%
19.88%
7.96%
7.00%
VTWAX
17.55%
-0.42%
7.59%
24.70%
11.07%
N/A
Key characteristics
| VASGX | VTWAX | |
|---|---|---|
| Sharpe Ratio | 2.06 | 2.10 |
| Sortino Ratio | 2.88 | 2.87 |
| Omega Ratio | 1.37 | 1.38 |
| Calmar Ratio | 2.06 | 3.01 |
| Martin Ratio | 13.15 | 13.50 |
| Ulcer Index | 1.49% | 1.80% |
| Daily Std Dev | 9.49% | 11.56% |
| Max Drawdown | -51.16% | -34.20% |
| Current Drawdown | -1.58% | -1.81% |
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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%.
Correlation
The correlation between VASGX and VTWAX is 0.99, 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.
Risk-Adjusted Performance
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.
Dividends
VASGX vs. VTWAX - Dividend Comparison
VASGX's dividend yield for the trailing twelve months is around 2.19%, more than VTWAX's 1.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VASGX Vanguard LifeStrategy Growth Fund | 2.19% | 2.34% | 2.10% | 1.87% | 1.68% | 2.32% | 2.56% | 2.09% | 2.22% | 2.20% | 2.10% | 1.92% |
VTWAX Vanguard Total World Stock Index Fund Admiral Shares | 1.83% | 2.06% | 2.16% | 1.79% | 1.64% | 2.29% | 0.00% | 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.
Volatility
VASGX vs. VTWAX - Volatility Comparison
The current volatility for Vanguard LifeStrategy Growth Fund (VASGX) is 2.63%, while Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) has a volatility of 3.26%. 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.