VTWAX vs. VITAX
Compare and contrast key facts about Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX).
VTWAX is managed by Vanguard. It was launched on Feb 7, 2019. VITAX is a passively managed fund by Vanguard that tracks the performance of the MSCI US IMI Info Technology 25/50. It was launched on Mar 25, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTWAX or VITAX.
Performance
VTWAX vs. VITAX - Performance Comparison
Returns By Period
In the year-to-date period, VTWAX achieves a 17.55% return, which is significantly lower than VITAX's 27.21% return.
VTWAX
17.55%
-0.42%
7.59%
24.70%
11.07%
N/A
VITAX
27.21%
0.90%
13.72%
34.62%
22.51%
20.69%
Key characteristics
| VTWAX | VITAX | |
|---|---|---|
| Sharpe Ratio | 2.10 | 1.58 |
| Sortino Ratio | 2.87 | 2.09 |
| Omega Ratio | 1.38 | 1.28 |
| Calmar Ratio | 3.01 | 2.19 |
| Martin Ratio | 13.50 | 7.86 |
| Ulcer Index | 1.80% | 4.25% |
| Daily Std Dev | 11.56% | 21.19% |
| Max Drawdown | -34.20% | -54.81% |
| Current Drawdown | -1.81% | -2.04% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VTWAX vs. VITAX - Expense Ratio Comparison
Both VTWAX and VITAX have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between VTWAX and VITAX is 0.86, 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
VTWAX vs. VITAX - 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 Information Technology Index Fund Admiral Shares (VITAX). 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
VTWAX vs. VITAX - Dividend Comparison
VTWAX's dividend yield for the trailing twelve months is around 1.83%, more than VITAX's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VITAX Vanguard Information Technology Index Fund Admiral Shares | 0.61% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.30% | 0.99% | 1.31% | 1.28% | 1.12% | 1.04% |
Drawdowns
VTWAX vs. VITAX - Drawdown Comparison
The maximum VTWAX drawdown since its inception was -34.20%, smaller than the maximum VITAX drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for VTWAX and VITAX. For additional features, visit the drawdowns tool.
Volatility
VTWAX vs. VITAX - Volatility Comparison
The current volatility for Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) is 3.26%, while Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a volatility of 6.60%. This indicates that VTWAX experiences smaller price fluctuations and is considered to be less risky than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.