VTWIX vs. PROVX
Compare and contrast key facts about Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) and Provident Trust Strategy Fund (PROVX).
VTWIX is managed by Vanguard. It was launched on Oct 9, 2008. PROVX is managed by Provident. It was launched on Dec 30, 1986.
Performance
VTWIX vs. PROVX - Performance Comparison
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VTWIX vs. PROVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTWIX Vanguard Total World Stock Index Fund Institutional Shares | -4.67% | 22.43% | 16.47% | 21.87% | -18.00% | 18.21% | 16.70% | 26.77% | -9.68% | 24.21% |
PROVX Provident Trust Strategy Fund | -7.57% | 13.10% | 19.73% | 17.59% | -22.62% | 31.96% | 19.47% | 25.71% | -1.31% | 29.40% |
Returns By Period
In the year-to-date period, VTWIX achieves a -4.67% return, which is significantly higher than PROVX's -7.57% return. Both investments have delivered pretty close results over the past 10 years, with VTWIX having a 11.19% annualized return and PROVX not far ahead at 11.45%.
VTWIX
- 1D
- -0.35%
- 1M
- -9.09%
- YTD
- -4.67%
- 6M
- -1.71%
- 1Y
- 17.95%
- 3Y*
- 15.67%
- 5Y*
- 8.84%
- 10Y*
- 11.19%
PROVX
- 1D
- 0.46%
- 1M
- -6.63%
- YTD
- -7.57%
- 6M
- -1.66%
- 1Y
- 8.59%
- 3Y*
- 14.04%
- 5Y*
- 6.85%
- 10Y*
- 11.45%
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VTWIX vs. PROVX - Expense Ratio Comparison
VTWIX has a 0.08% expense ratio, which is lower than PROVX's 0.93% expense ratio.
Return for Risk
VTWIX vs. PROVX — Risk / Return Rank
VTWIX
PROVX
VTWIX vs. PROVX - 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 Provident Trust Strategy Fund (PROVX). 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.
| VTWIX | PROVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.69 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.14 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.14 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 0.63 | +0.73 |
Martin ratioReturn relative to average drawdown | 6.40 | 2.43 | +3.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTWIX | PROVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.69 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.44 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.71 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.48 | -0.07 |
Correlation
The correlation between VTWIX and PROVX is 0.86, 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
VTWIX vs. PROVX - Dividend Comparison
VTWIX's dividend yield for the trailing twelve months is around 1.87%, less than PROVX's 18.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTWIX Vanguard Total World Stock Index Fund Institutional Shares | 1.87% | 1.82% | 1.94% | 2.07% | 2.19% | 1.81% | 1.66% | 2.32% | 2.55% | 2.11% | 2.40% | 2.46% |
PROVX Provident Trust Strategy Fund | 18.17% | 16.80% | 6.94% | 4.61% | 19.17% | 0.35% | 9.04% | 4.40% | 5.80% | 1.54% | 1.92% | 7.73% |
Drawdowns
VTWIX vs. PROVX - Drawdown Comparison
The maximum VTWIX drawdown since its inception was -50.16%, smaller than the maximum PROVX drawdown of -57.65%. Use the drawdown chart below to compare losses from any high point for VTWIX and PROVX.
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Drawdown Indicators
| VTWIX | PROVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.16% | -57.65% | +7.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -12.54% | +0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -26.39% | -27.48% | +1.09% |
Max Drawdown (10Y)Largest decline over 10 years | -34.20% | -27.48% | -6.72% |
Current DrawdownCurrent decline from peak | -9.64% | -12.13% | +2.49% |
Average DrawdownAverage peak-to-trough decline | -7.02% | -13.23% | +6.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 3.23% | -0.73% |
Volatility
VTWIX vs. PROVX - Volatility Comparison
Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) has a higher volatility of 5.08% compared to Provident Trust Strategy Fund (PROVX) at 3.30%. This indicates that VTWIX's price experiences larger fluctuations and is considered to be riskier than PROVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTWIX | PROVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 3.30% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 8.49% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.55% | 14.45% | +2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 15.56% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.70% | 16.11% | +0.59% |