VTWIX vs. SWLGX
Compare and contrast key facts about Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
VTWIX is managed by Vanguard. It was launched on Oct 9, 2008. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Performance
VTWIX vs. SWLGX - Performance Comparison
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VTWIX vs. SWLGX - 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% | 0.60% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -13.06% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Returns By Period
In the year-to-date period, VTWIX achieves a -4.67% return, which is significantly higher than SWLGX's -13.06% 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%
SWLGX
- 1D
- -0.46%
- 1M
- -8.63%
- YTD
- -13.06%
- 6M
- -12.07%
- 1Y
- 14.45%
- 3Y*
- 19.67%
- 5Y*
- 11.90%
- 10Y*
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VTWIX vs. SWLGX - Expense Ratio Comparison
VTWIX has a 0.08% expense ratio, which is higher than SWLGX's 0.04% 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. SWLGX — Risk / Return Rank
VTWIX
SWLGX
VTWIX vs. SWLGX - 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 U.S. Large-Cap Growth Index Fund (SWLGX). 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 | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.66 | +0.43 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.10 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.15 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 0.72 | +0.64 |
Martin ratioReturn relative to average drawdown | 6.40 | 2.51 | +3.89 |
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 | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.66 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.56 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.68 | -0.26 |
Correlation
The correlation between VTWIX and SWLGX is 0.89, 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. SWLGX - Dividend Comparison
VTWIX's dividend yield for the trailing twelve months is around 1.87%, more than SWLGX's 0.52% 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% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.52% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
VTWIX vs. SWLGX - Drawdown Comparison
The maximum VTWIX drawdown since its inception was -50.16%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for VTWIX and SWLGX.
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Drawdown Indicators
| VTWIX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.16% | -32.69% | -17.47% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -16.16% | +4.42% |
Max Drawdown (5Y)Largest decline over 5 years | -26.39% | -32.69% | +6.30% |
Max Drawdown (10Y)Largest decline over 10 years | -34.20% | — | — |
Current DrawdownCurrent decline from peak | -9.64% | -16.16% | +6.52% |
Average DrawdownAverage peak-to-trough decline | -7.02% | -7.13% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 4.62% | -2.12% |
Volatility
VTWIX vs. SWLGX - Volatility Comparison
The current volatility for Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) is 5.08%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.38%. This indicates that VTWIX experiences smaller price fluctuations and is considered to be less risky than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTWIX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 5.38% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 11.82% | -2.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.55% | 22.31% | -5.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 21.47% | -5.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.70% | 22.78% | -6.08% |