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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTWAX or VTIAX.
Performance
VTWAX vs. VTIAX - Performance Comparison
Returns By Period
In the year-to-date period, VTWAX achieves a 18.13% return, which is significantly higher than VTIAX's 6.48% return.
VTWAX
18.13%
0.33%
8.90%
24.92%
11.17%
N/A
VTIAX
6.48%
-3.49%
0.41%
12.69%
5.46%
4.74%
Key characteristics
| VTWAX | VTIAX | |
|---|---|---|
| Sharpe Ratio | 2.19 | 1.06 |
| Sortino Ratio | 2.98 | 1.51 |
| Omega Ratio | 1.39 | 1.19 |
| Calmar Ratio | 3.14 | 1.14 |
| Martin Ratio | 14.07 | 5.12 |
| Ulcer Index | 1.80% | 2.49% |
| Daily Std Dev | 11.56% | 12.04% |
| Max Drawdown | -34.20% | -35.83% |
| Current Drawdown | -1.32% | -6.98% |
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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%.
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.
Risk-Adjusted Performance
VTWAX vs. VTIAX - 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 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.
Dividends
VTWAX vs. VTIAX - Dividend Comparison
VTWAX's dividend yield for the trailing twelve months is around 1.82%, less than VTIAX's 2.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTWAX Vanguard Total World Stock Index Fund Admiral Shares | 1.82% | 2.06% | 2.16% | 1.79% | 1.64% | 2.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.97% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% | 2.71% |
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. For additional features, visit the drawdowns tool.
Volatility
VTWAX vs. VTIAX - Volatility Comparison
The current volatility for Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) is 3.17%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 3.48%. 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.