VTWAX vs. VT
Compare and contrast key facts about Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) and Vanguard Total World Stock ETF (VT).
VTWAX is managed by Vanguard. It was launched on Feb 7, 2019. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTWAX or VT.
Key characteristics
| VTWAX | VT | |
|---|---|---|
| YTD Return | 14.35% | 14.40% |
| 1Y Return | 21.83% | 21.84% |
| 3Y Return (Ann) | 5.53% | 5.57% |
| 5Y Return (Ann) | 11.17% | 11.22% |
| Sharpe Ratio | 1.88 | 1.87 |
| Daily Std Dev | 12.22% | 12.36% |
| Max Drawdown | -34.20% | -50.27% |
| Current Drawdown | -0.82% | -0.77% |
Correlation
The correlation between VTWAX and VT 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.
Performance
VTWAX vs. VT - Performance Comparison
The year-to-date returns for both investments are quite close, with VTWAX having a 14.35% return and VT slightly higher at 14.40%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VTWAX vs. VT - Expense Ratio Comparison
VTWAX has a 0.10% expense ratio, which is higher than VT's 0.07% 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%.
Risk-Adjusted Performance
VTWAX vs. VT - 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 Total World Stock ETF (VT). 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. VT - Dividend Comparison
VTWAX's dividend yield for the trailing twelve months is around 1.87%, less than VT's 1.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTWAX Vanguard Total World Stock Index Fund Admiral Shares | 1.52% | 2.06% | 2.17% | 1.79% | 1.64% | 2.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.89% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
VTWAX vs. VT - Drawdown Comparison
The maximum VTWAX drawdown since its inception was -34.20%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for VTWAX and VT. For additional features, visit the drawdowns tool.
Volatility
VTWAX vs. VT - Volatility Comparison
Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) and Vanguard Total World Stock ETF (VT) have volatilities of 4.26% and 4.22%, 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.