VTWIX vs. VEA
Compare and contrast key facts about Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) and Vanguard FTSE Developed Markets ETF (VEA).
VTWIX is managed by Vanguard. It was launched on Oct 9, 2008. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTWIX or VEA.
Performance
VTWIX vs. VEA - Performance Comparison
Returns By Period
In the year-to-date period, VTWIX achieves a 17.58% return, which is significantly higher than VEA's 4.47% return. Over the past 10 years, VTWIX has outperformed VEA with an annualized return of 9.23%, while VEA has yielded a comparatively lower 5.25% annualized return.
VTWIX
17.58%
-0.42%
7.59%
24.72%
11.10%
9.23%
VEA
4.47%
-4.06%
-1.59%
11.38%
5.86%
5.25%
Key characteristics
| VTWIX | VEA | |
|---|---|---|
| Sharpe Ratio | 2.10 | 0.86 |
| Sortino Ratio | 2.87 | 1.25 |
| Omega Ratio | 1.38 | 1.15 |
| Calmar Ratio | 3.00 | 1.25 |
| Martin Ratio | 13.52 | 4.05 |
| Ulcer Index | 1.80% | 2.70% |
| Daily Std Dev | 11.57% | 12.79% |
| Max Drawdown | -49.82% | -60.70% |
| Current Drawdown | -1.80% | -7.78% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VTWIX vs. VEA - Expense Ratio Comparison
VTWIX has a 0.08% expense ratio, which is higher than VEA's 0.05% 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%.
Correlation
The correlation between VTWIX and VEA is 0.94, 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.
Risk-Adjusted Performance
VTWIX vs. VEA - 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 Vanguard FTSE Developed Markets ETF (VEA). 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. VEA - Dividend Comparison
VTWIX's dividend yield for the trailing twelve months is around 1.85%, less than VEA's 3.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTWIX Vanguard Total World Stock Index Fund Institutional Shares | 1.85% | 2.07% | 2.19% | 1.81% | 1.66% | 2.32% | 2.55% | 2.11% | 2.40% | 2.46% | 2.46% | 2.08% |
VEA Vanguard FTSE Developed Markets ETF | 3.06% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
VTWIX vs. VEA - Drawdown Comparison
The maximum VTWIX drawdown since its inception was -49.82%, smaller than the maximum VEA drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for VTWIX and VEA. For additional features, visit the drawdowns tool.
Volatility
VTWIX vs. VEA - Volatility Comparison
The current volatility for Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) is 3.26%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 3.61%. This indicates that VTWIX experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.