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VTWIX vs. SWISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTWIX vs. SWISX - 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 Schwab International Index Fund (SWISX). The values are adjusted to include any dividend payments, if applicable.

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VTWIX vs. SWISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SWISX
Schwab International Index Fund
-1.95%31.59%3.54%18.13%-14.30%11.25%8.14%21.87%-13.38%25.32%

Returns By Period

In the year-to-date period, VTWIX achieves a -4.67% return, which is significantly lower than SWISX's -1.95% return. Over the past 10 years, VTWIX has outperformed SWISX with an annualized return of 11.19%, while SWISX has yielded a comparatively lower 8.51% annualized return.


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%

SWISX

1D
0.32%
1M
-10.91%
YTD
-1.95%
6M
2.32%
1Y
19.51%
3Y*
13.26%
5Y*
7.79%
10Y*
8.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTWIX vs. SWISX - Expense Ratio Comparison

VTWIX has a 0.08% expense ratio, which is higher than SWISX's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VTWIX vs. SWISX — Risk / Return Rank

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

VTWIX
VTWIX Risk / Return Rank: 6464
Overall Rank
VTWIX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VTWIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
VTWIX Omega Ratio Rank: 6565
Omega Ratio Rank
VTWIX Calmar Ratio Rank: 5959
Calmar Ratio Rank
VTWIX Martin Ratio Rank: 6868
Martin Ratio Rank

SWISX
SWISX Risk / Return Rank: 6262
Overall Rank
SWISX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SWISX Sortino Ratio Rank: 6060
Sortino Ratio Rank
SWISX Omega Ratio Rank: 5757
Omega Ratio Rank
SWISX Calmar Ratio Rank: 6767
Calmar Ratio Rank
SWISX Martin Ratio Rank: 6262
Martin Ratio Rank
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. SWISX - 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 Schwab International Index Fund (SWISX). 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.


VTWIXSWISXDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.08

+0.01

Sortino ratio

Return per unit of downside risk

1.60

1.52

+0.08

Omega ratio

Gain probability vs. loss probability

1.24

1.22

+0.02

Calmar ratio

Return relative to maximum drawdown

1.36

1.51

-0.15

Martin ratio

Return relative to average drawdown

6.40

5.81

+0.59

VTWIX vs. SWISX - Sharpe Ratio Comparison

The current VTWIX Sharpe Ratio is 1.09, which is comparable to the SWISX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of VTWIX and SWISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VTWIXSWISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.08

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.49

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.51

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.29

+0.13

Correlation

The correlation between VTWIX and SWISX is 0.93, 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. SWISX - Dividend Comparison

VTWIX's dividend yield for the trailing twelve months is around 1.87%, less than SWISX's 3.62% yield.


TTM20252024202320222021202020192018201720162015
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%
SWISX
Schwab International Index Fund
3.62%3.55%3.29%3.31%2.73%3.34%1.88%3.09%3.15%2.71%3.19%2.71%

Drawdowns

VTWIX vs. SWISX - Drawdown Comparison

The maximum VTWIX drawdown since its inception was -50.16%, smaller than the maximum SWISX drawdown of -60.65%. Use the drawdown chart below to compare losses from any high point for VTWIX and SWISX.


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Drawdown Indicators


VTWIXSWISXDifference

Max Drawdown

Largest peak-to-trough decline

-50.16%

-60.65%

+10.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-11.39%

-0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-26.39%

-29.42%

+3.03%

Max Drawdown (10Y)

Largest decline over 10 years

-34.20%

-33.83%

-0.37%

Current Drawdown

Current decline from peak

-9.64%

-10.91%

+1.27%

Average Drawdown

Average peak-to-trough decline

-7.02%

-14.88%

+7.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.97%

-0.47%

Volatility

VTWIX vs. SWISX - Volatility Comparison

The current volatility for Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) is 5.08%, while Schwab International Index Fund (SWISX) has a volatility of 7.16%. This indicates that VTWIX experiences smaller price fluctuations and is considered to be less risky than SWISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTWIXSWISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

7.16%

-2.08%

Volatility (6M)

Calculated over the trailing 6-month period

9.33%

10.88%

-1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

16.55%

17.01%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.61%

16.06%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%

16.79%

-0.09%