VTWAX vs. VTIAX
Compare and contrast key facts about Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX).
VTWAX is managed by Vanguard. It was launched on Feb 7, 2019. VTIAX is managed by Vanguard. It was launched on Nov 29, 2010.
Performance
VTWAX vs. VTIAX - Performance Comparison
Loading graphics...
VTWAX vs. VTIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VTWAX Vanguard Total World Stock Index Fund Admiral Shares | -4.69% | 22.43% | 16.43% | 21.85% | -18.02% | 18.17% | 16.67% | 17.53% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | -1.02% | 32.18% | 5.34% | 15.28% | -16.02% | 8.59% | 11.27% | 13.88% |
Returns By Period
In the year-to-date period, VTWAX achieves a -4.69% return, which is significantly lower than VTIAX's -1.02% return.
VTWAX
- 1D
- -0.36%
- 1M
- -9.09%
- YTD
- -4.69%
- 6M
- -1.73%
- 1Y
- 17.91%
- 3Y*
- 15.64%
- 5Y*
- 8.82%
- 10Y*
- —
VTIAX
- 1D
- -0.17%
- 1M
- -11.11%
- YTD
- -1.02%
- 6M
- 3.45%
- 1Y
- 24.00%
- 3Y*
- 14.20%
- 5Y*
- 6.87%
- 10Y*
- 8.51%
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. VTIAX - Expense Ratio Comparison
VTWAX has a 0.10% expense ratio, which is lower than VTIAX's 0.11% 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%.
Return for Risk
VTWAX vs. VTIAX — Risk / Return Rank
VTWAX
VTIAX
VTWAX vs. VTIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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.
| VTWAX | VTIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.50 | -0.41 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.99 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.30 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.92 | -0.56 |
Martin ratioReturn relative to average drawdown | 6.38 | 7.64 | -1.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VTWAX | VTIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.50 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.47 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.38 | +0.26 |
Correlation
The correlation between VTWAX and VTIAX is 0.92, 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
VTWAX vs. VTIAX - Dividend Comparison
VTWAX's dividend yield for the trailing twelve months is around 1.85%, less than VTIAX's 3.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTWAX Vanguard Total World Stock Index Fund Admiral Shares | 1.85% | 1.80% | 1.92% | 2.06% | 2.17% | 1.79% | 1.64% | 2.28% | 0.00% | 0.00% | 0.00% | 0.00% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 3.03% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
Drawdowns
VTWAX vs. VTIAX - Drawdown Comparison
The maximum VTWAX drawdown since its inception was -34.20%, roughly equal to the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VTWAX and VTIAX.
Loading graphics...
Drawdown Indicators
| VTWAX | VTIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.20% | -35.83% | +1.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | -11.28% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -26.40% | -29.56% | +3.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.83% | — |
Current DrawdownCurrent decline from peak | -9.64% | -11.28% | +1.64% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -8.15% | +2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.84% | -0.34% |
Volatility
VTWAX vs. VTIAX - Volatility Comparison
The current volatility for Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) is 5.09%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 6.80%. This indicates that VTWAX experiences smaller price fluctuations and is considered to be less risky than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VTWAX | VTIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 6.80% | -1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 10.50% | -1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.55% | 15.53% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 14.80% | +0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 15.83% | +2.44% |