VTWIX vs. PHG

Last updated Jun 24, 2026

VTWIX (Vanguard Total World Stock Index Fund Institutional Shares) is Large Cap Growth Equities fund managed by Vanguard, while PHG (Koninklijke Philips N.V.) is a stock. Over the past 10 years, VTWIX returned 13.20%/yr vs 2.95%/yr for PHG. A 0.66 correlation means they provide meaningful diversification when combined.

Performance

VTWIX vs. PHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) and Koninklijke Philips N.V. (PHG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VTWIX achieves a 12.28% return, which is significantly higher than PHG's 2.09% return. Over the past 10 years, VTWIX has outperformed PHG with an annualized return of 13.20%, while PHG has yielded a comparatively lower 2.95% annualized return.

VTWIX

• 1D: -0.15%
• 1M: 1.56%
• YTD: 12.28%
• 6M: 11.54%
• 1Y: 28.37%
• 3Y*: 20.68%
• 5Y*: 11.11%
• 10Y*: 13.20%

PHG

• 1D: -1.37%
• 1M: -1.26%
• YTD: 2.09%
• 6M: 2.85%
• 1Y: 21.90%
• 3Y*: 12.13%
• 5Y*: -9.91%
• 10Y*: 2.95%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VTWIX vs. PHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VTWIX Vanguard Total World Stock Index Fund Institutional Shares	12.28%	22.43%	16.47%	21.87%	-18.00%	18.21%	16.70%	26.77%	-9.68%	24.21%
PHG Koninklijke Philips N.V.	2.09%	10.87%	8.53%	55.64%	-57.64%	-30.75%	11.00%	42.23%	-4.92%	26.32%

Correlation

The correlation between VTWIX and PHG is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.53
Correlation (10Y) Calculated over the trailing 10-year period	0.57
Correlation (All Time) Calculated using the full available price history since Jun 27, 2008	0.66

The correlation between VTWIX and PHG shifts across timeframes, from 0.51 (3 years) to 0.66 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VTWIX vs. PHG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTWIX

VTWIX Risk / Return Rank: 69
VTWIX Sharpe Ratio Rank: 71
VTWIX Sortino Ratio Rank: 65
VTWIX Omega Ratio Rank: 66
VTWIX Calmar Ratio Rank: 70
VTWIX Martin Ratio Rank: 76

PHG

PHG Risk / Return Rank: 63
PHG Sharpe Ratio Rank: 66
PHG Sortino Ratio Rank: 62
PHG Omega Ratio Rank: 60
PHG Calmar Ratio Rank: 63
PHG Martin Ratio Rank: 64

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VTWIX vs. PHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) and Koninklijke Philips N.V. (PHG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VTWIX	PHG	Difference
Sharpe ratio: Return per unit of total volatility	2.25	0.74	+1.52
Sortino ratio: Return per unit of downside risk	3.06	1.28	+1.78
Omega ratio: Gain probability vs. loss probability	1.41	1.16	+0.26
Calmar ratio: Return relative to maximum drawdown	3.07	0.99	+2.08
Martin ratio: Return relative to average drawdown	13.36	2.23	+11.13

VTWIX vs. PHG - Sharpe Ratio Comparison

The current VTWIX Sharpe Ratio is 2.25, which is higher than the PHG Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of VTWIX and PHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VTWIX vs. PHG - Drawdown Comparison

The maximum VTWIX drawdown since its inception was -50.16%, smaller than the maximum PHG drawdown of -79.61%. Use the drawdown chart below to compare losses from any high point for VTWIX and PHG.

Drawdown Indicators

	VTWIX	PHG	Difference
Max Drawdown Largest peak-to-trough decline	-50.16%	-79.61%	+29.45%
Max Drawdown (1Y) Largest decline over 1 year	-9.64%	-22.27%	+12.63%
Max Drawdown (3Y) Largest decline over 3 years	-16.43%	-33.81%	+17.38%
Max Drawdown (5Y) Largest decline over 5 years	-26.39%	-75.82%	+49.43%
Max Drawdown (10Y) Largest decline over 10 years	-34.20%	-79.61%	+45.41%
Current Drawdown Current decline from peak	-0.80%	-50.28%	+49.48%
Average Drawdown Average peak-to-trough decline	-6.95%	-29.25%	+22.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.21%	9.84%	-7.63%

Volatility

VTWIX vs. PHG - Volatility Comparison

The current volatility for Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) is 5.16%, while Koninklijke Philips N.V. (PHG) has a volatility of 7.35%. This indicates that VTWIX experiences smaller price fluctuations and is considered to be less risky than PHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VTWIX	PHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.16%	7.35%	-2.19%
Volatility (6M) Calculated over the trailing 6-month period	10.80%	22.32%	-11.52%
Volatility (1Y) Calculated over the trailing 1-year period	13.13%	29.92%	-16.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.84%	37.52%	-21.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.80%	31.89%	-15.09%

Dividends

VTWIX vs. PHG - Dividend Comparison

VTWIX's dividend yield for the trailing twelve months is around 1.57%, less than PHG's 3.81% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PHG Koninklijke Philips N.V.	3.81%	3.27%	0.00%	0.00%	6.43%	2.80%	0.00%	1.97%	2.82%	2.02%	2.51%	2.98%
VTWIX Vanguard Total World Stock Index Fund Institutional Shares	1.57%	1.82%	1.94%	2.07%	2.19%	1.81%	1.66%	2.32%	2.55%	2.11%	2.40%	2.46%

Frequently Asked Questions

Can I hold both VTWIX and PHG in my portfolio?

VTWIX and PHG have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VTWIX or PHG?

PHG has higher volatility (7.35%) compared to VTWIX (5.16%). In terms of maximum drawdown, VTWIX dropped -50.16% vs PHG's -79.61%.

Which has better risk-adjusted returns?

VTWIX currently has the higher Sharpe Ratio (2.25 vs 0.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.