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VITSX vs. RNWGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VITSX vs. RNWGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) and American Funds New World Fund® Class R-6 (RNWGX). The values are adjusted to include any dividend payments, if applicable.

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VITSX vs. RNWGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VITSX
Vanguard Total Stock Market Index Fund Institutional Shares
-3.97%17.14%23.25%26.51%-19.51%25.74%20.99%30.80%-5.18%21.16%
RNWGX
American Funds New World Fund® Class R-6
-1.47%28.67%6.88%16.26%-21.77%5.09%25.30%28.03%-12.00%33.07%

Returns By Period

In the year-to-date period, VITSX achieves a -3.97% return, which is significantly lower than RNWGX's -1.47% return. Over the past 10 years, VITSX has outperformed RNWGX with an annualized return of 13.61%, while RNWGX has yielded a comparatively lower 9.76% annualized return.


VITSX

1D
2.98%
1M
-5.09%
YTD
-3.97%
6M
-1.96%
1Y
17.73%
3Y*
17.85%
5Y*
10.49%
10Y*
13.61%

RNWGX

1D
2.62%
1M
-8.56%
YTD
-1.47%
6M
2.11%
1Y
24.01%
3Y*
13.88%
5Y*
4.79%
10Y*
9.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VITSX vs. RNWGX - Expense Ratio Comparison

VITSX has a 0.03% expense ratio, which is lower than RNWGX's 0.57% expense ratio.


Return for Risk

VITSX vs. RNWGX — Risk / Return Rank

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

VITSX
VITSX Risk / Return Rank: 5959
Overall Rank
VITSX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VITSX Sortino Ratio Rank: 5353
Sortino Ratio Rank
VITSX Omega Ratio Rank: 5555
Omega Ratio Rank
VITSX Calmar Ratio Rank: 6363
Calmar Ratio Rank
VITSX Martin Ratio Rank: 7575
Martin Ratio Rank

RNWGX
RNWGX Risk / Return Rank: 7979
Overall Rank
RNWGX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
RNWGX Sortino Ratio Rank: 8383
Sortino Ratio Rank
RNWGX Omega Ratio Rank: 7979
Omega Ratio Rank
RNWGX Calmar Ratio Rank: 7575
Calmar Ratio Rank
RNWGX Martin Ratio Rank: 7777
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.

VITSX vs. RNWGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) and American Funds New World Fund® Class R-6 (RNWGX). 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.


VITSXRNWGXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.59

-0.60

Sortino ratio

Return per unit of downside risk

1.50

2.19

-0.69

Omega ratio

Gain probability vs. loss probability

1.23

1.32

-0.09

Calmar ratio

Return relative to maximum drawdown

1.51

1.83

-0.32

Martin ratio

Return relative to average drawdown

7.24

7.62

-0.38

VITSX vs. RNWGX - Sharpe Ratio Comparison

The current VITSX Sharpe Ratio is 0.98, which is lower than the RNWGX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of VITSX and RNWGX, 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


VITSXRNWGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.59

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.32

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.61

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.46

0.00

Correlation

The correlation between VITSX and RNWGX is 0.81, 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

VITSX vs. RNWGX - Dividend Comparison

VITSX's dividend yield for the trailing twelve months is around 1.17%, less than RNWGX's 6.18% yield.


TTM20252024202320222021202020192018201720162015
VITSX
Vanguard Total Stock Market Index Fund Institutional Shares
1.17%1.12%1.27%1.43%1.66%1.21%1.42%1.77%2.04%1.71%1.93%1.99%
RNWGX
American Funds New World Fund® Class R-6
6.18%6.09%4.11%2.88%1.33%7.32%0.44%4.05%2.71%2.26%1.37%1.04%

Drawdowns

VITSX vs. RNWGX - Drawdown Comparison

The maximum VITSX drawdown since its inception was -55.30%, which is greater than RNWGX's maximum drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for VITSX and RNWGX.


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Drawdown Indicators


VITSXRNWGXDifference

Max Drawdown

Largest peak-to-trough decline

-55.30%

-33.40%

-21.90%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-13.00%

+0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-33.40%

+8.04%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

-33.40%

-1.57%

Current Drawdown

Current decline from peak

-6.21%

-10.73%

+4.52%

Average Drawdown

Average peak-to-trough decline

-10.12%

-8.12%

-2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

3.13%

-0.54%

Volatility

VITSX vs. RNWGX - Volatility Comparison

The current volatility for Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) is 5.49%, while American Funds New World Fund® Class R-6 (RNWGX) has a volatility of 7.09%. This indicates that VITSX experiences smaller price fluctuations and is considered to be less risky than RNWGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VITSXRNWGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

7.09%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

11.01%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

18.61%

15.63%

+2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.37%

15.17%

+2.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.40%

15.98%

+2.42%