VTWIX vs. PHG

In the year-to-date period, VTWIX achieves a 5.43% return, which is significantly higher than PHG's -5.67% return. Over the past 10 years, VTWIX has outperformed PHG with an annualized return of 9.25%, while PHG has yielded a comparatively lower 1.63% annualized return.

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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.

The current VTWIX Sharpe Ratio is 0.80, which is higher than the PHG Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of VTWIX and PHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VTWIX's dividend yield for the trailing twelve months is around 1.82%, less than PHG's 3.85% yield.

The maximum VTWIX drawdown since its inception was -49.82%, smaller than the maximum PHG drawdown of -79.52%. Use the drawdown chart below to compare losses from any high point for VTWIX and PHG.

The current volatility for Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) is 3.75%, while Koninklijke Philips N.V. (PHG) has a volatility of 7.83%. 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.