VTWIX vs. PHG
Compare and contrast key facts about Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) and Koninklijke Philips N.V. (PHG).
VTWIX is managed by Vanguard. It was launched on Oct 9, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTWIX or PHG.
Performance
VTWIX vs. PHG - Performance Comparison
Returns By Period
In the year-to-date period, VTWIX achieves a 18.15% return, which is significantly higher than PHG's 16.94% return. Over the past 10 years, VTWIX has outperformed PHG with an annualized return of 9.25%, while PHG has yielded a comparatively lower 2.28% annualized return.
VTWIX
18.15%
0.32%
8.91%
24.94%
11.20%
9.25%
PHG
16.94%
-17.79%
-0.49%
28.81%
-6.95%
2.28%
Key characteristics
| VTWIX | PHG | |
|---|---|---|
| Sharpe Ratio | 2.19 | 0.71 |
| Sortino Ratio | 2.97 | 1.50 |
| Omega Ratio | 1.39 | 1.22 |
| Calmar Ratio | 3.13 | 0.45 |
| Martin Ratio | 14.07 | 2.95 |
| Ulcer Index | 1.80% | 9.90% |
| Daily Std Dev | 11.57% | 41.28% |
| Max Drawdown | -49.82% | -79.52% |
| Current Drawdown | -1.33% | -50.32% |
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Correlation
The correlation between VTWIX and PHG is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
VTWIX vs. PHG - Risk-Adjusted Performance 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.
Dividends
VTWIX vs. PHG - Dividend Comparison
VTWIX's dividend yield for the trailing twelve months is around 1.84%, while PHG has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTWIX Vanguard Total World Stock Index Fund Institutional Shares | 1.84% | 2.07% | 2.19% | 1.81% | 1.66% | 2.32% | 2.55% | 2.11% | 2.40% | 2.46% | 2.46% | 2.08% |
PHG Koninklijke Philips N.V. | 0.00% | 0.00% | 6.95% | 3.03% | 1.87% | 2.17% | 3.11% | 2.52% | 3.18% | 3.94% | 4.17% | 2.93% |
Drawdowns
VTWIX vs. PHG - Drawdown Comparison
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. For additional features, visit the drawdowns tool.
Volatility
VTWIX vs. PHG - Volatility Comparison
The current volatility for Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) is 3.16%, while Koninklijke Philips N.V. (PHG) has a volatility of 18.79%. 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.