VT vs. VTWAX
Compare and contrast key facts about Vanguard Total World Stock ETF (VT) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX).
VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008. 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: VT or VTWAX.
Performance
VT vs. VTWAX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with VT having a 19.19% return and VTWAX slightly lower at 19.11%.
VT
19.19%
2.00%
9.07%
25.70%
11.11%
9.38%
VTWAX
19.11%
1.97%
9.07%
25.63%
11.08%
N/A
Key characteristics
| VT | VTWAX | |
|---|---|---|
| Sharpe Ratio | 2.21 | 2.22 |
| Sortino Ratio | 3.01 | 3.01 |
| Omega Ratio | 1.40 | 1.40 |
| Calmar Ratio | 3.16 | 3.17 |
| Martin Ratio | 14.12 | 14.23 |
| Ulcer Index | 1.82% | 1.80% |
| Daily Std Dev | 11.63% | 11.57% |
| Max Drawdown | -50.27% | -34.20% |
| Current Drawdown | -0.53% | -0.51% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VT vs. VTWAX - Expense Ratio Comparison
VT has a 0.07% expense ratio, which is lower than VTWAX's 0.10% expense ratio. Despite the difference, 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 VT and VTWAX is 1.00, 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
VT vs. VTWAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) 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
VT vs. VTWAX - Dividend Comparison
VT's dividend yield for the trailing twelve months is around 1.83%, more than VTWAX's 1.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 1.83% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
VTWAX Vanguard Total World Stock Index Fund Admiral Shares | 1.81% | 2.06% | 2.16% | 1.79% | 1.64% | 2.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VT vs. VTWAX - Drawdown Comparison
The maximum VT drawdown since its inception was -50.27%, which is greater than VTWAX's maximum drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for VT and VTWAX. For additional features, visit the drawdowns tool.
Volatility
VT vs. VTWAX - Volatility Comparison
Vanguard Total World Stock ETF (VT) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) have volatilities of 3.21% and 3.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.