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

Correlation

The correlation between VTWAX and VSVNX is 0.93, 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: 0.9

Performance

VTWAX vs. VSVNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) and Vanguard Target Retirement 2070 Fund (VSVNX). The values are adjusted to include any dividend payments, if applicable.

30.00%35.00%40.00%45.00%50.00%NovemberDecember2025FebruaryMarchApril
29.80%
27.95%
VTWAX
VSVNX

Key characteristics

Sharpe Ratio

VTWAX:

-0.12

VSVNX:

-0.06

Sortino Ratio

VTWAX:

-0.06

VSVNX:

0.00

Omega Ratio

VTWAX:

0.99

VSVNX:

1.00

Calmar Ratio

VTWAX:

-0.12

VSVNX:

-0.07

Martin Ratio

VTWAX:

-0.64

VSVNX:

-0.33

Ulcer Index

VTWAX:

2.74%

VSVNX:

2.44%

Daily Std Dev

VTWAX:

14.62%

VSVNX:

13.04%

Max Drawdown

VTWAX:

-34.20%

VSVNX:

-15.39%

Current Drawdown

VTWAX:

-14.35%

VSVNX:

-12.46%

Returns By Period

In the year-to-date period, VTWAX achieves a -9.60% return, which is significantly lower than VSVNX's -8.06% return.


VTWAX

YTD

-9.60%

1M

-11.03%

6M

-10.52%

1Y

-1.59%

5Y*

12.83%

10Y*

N/A

VSVNX

YTD

-8.06%

1M

-9.65%

6M

-9.25%

1Y

-0.66%

5Y*

N/A

10Y*

N/A

*Annualized

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VTWAX vs. VSVNX - Expense Ratio Comparison

VTWAX has a 0.10% expense ratio, which is higher than VSVNX's 0.08% 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 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%
Expense ratio chart for VSVNX: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VSVNX: 0.08%

Risk-Adjusted Performance

VTWAX vs. VSVNX — Risk-Adjusted Performance Rank

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

VTWAX
The Risk-Adjusted Performance Rank of VTWAX is 4646
Overall Rank
The Sharpe Ratio Rank of VTWAX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of VTWAX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of VTWAX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of VTWAX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of VTWAX is 4444
Martin Ratio Rank

VSVNX
The Risk-Adjusted Performance Rank of VSVNX is 4949
Overall Rank
The Sharpe Ratio Rank of VSVNX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of VSVNX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of VSVNX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of VSVNX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of VSVNX is 4949
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.

VTWAX vs. VSVNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) and Vanguard Target Retirement 2070 Fund (VSVNX). 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 VTWAX, currently valued at -0.12, compared to the broader market-1.000.001.002.003.004.00
VTWAX: -0.12
VSVNX: -0.06
The chart of Sortino ratio for VTWAX, currently valued at -0.06, compared to the broader market-2.000.002.004.006.008.0010.00
VTWAX: -0.06
VSVNX: 0.00
The chart of Omega ratio for VTWAX, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.003.50
VTWAX: 0.99
VSVNX: 1.00
The chart of Calmar ratio for VTWAX, currently valued at -0.12, compared to the broader market0.005.0010.0015.00
VTWAX: -0.12
VSVNX: -0.07
The chart of Martin ratio for VTWAX, currently valued at -0.64, compared to the broader market0.0020.0040.0060.00
VTWAX: -0.64
VSVNX: -0.33

The current VTWAX Sharpe Ratio is -0.12, which is lower than the VSVNX Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of VTWAX and VSVNX, 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
-0.12
-0.06
VTWAX
VSVNX

Dividends

VTWAX vs. VSVNX - Dividend Comparison

VTWAX's dividend yield for the trailing twelve months is around 2.10%, more than VSVNX's 1.95% yield.


TTM202420232022202120202019
VTWAX
Vanguard Total World Stock Index Fund Admiral Shares
2.10%1.93%2.06%2.16%1.79%1.64%2.29%
VSVNX
Vanguard Target Retirement 2070 Fund
1.95%1.79%1.57%0.91%0.00%0.00%0.00%

Drawdowns

VTWAX vs. VSVNX - Drawdown Comparison

The maximum VTWAX drawdown since its inception was -34.20%, which is greater than VSVNX's maximum drawdown of -15.39%. Use the drawdown chart below to compare losses from any high point for VTWAX and VSVNX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.35%
-12.46%
VTWAX
VSVNX

Volatility

VTWAX vs. VSVNX - Volatility Comparison

Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) has a higher volatility of 8.43% compared to Vanguard Target Retirement 2070 Fund (VSVNX) at 7.35%. This indicates that VTWAX's price experiences larger fluctuations and is considered to be riskier than VSVNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
8.43%
7.35%
VTWAX
VSVNX