VTWIX vs. VEU
Compare and contrast key facts about Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) and Vanguard FTSE All-World ex-US ETF (VEU).
VTWIX is managed by Vanguard. It was launched on Oct 9, 2008. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTWIX or VEU.
Performance
VTWIX vs. VEU - Performance Comparison
Returns By Period
In the year-to-date period, VTWIX achieves a 17.66% return, which is significantly higher than VEU's 6.93% return. Over the past 10 years, VTWIX has outperformed VEU with an annualized return of 9.25%, while VEU has yielded a comparatively lower 4.84% annualized return.
VTWIX
17.66%
-0.86%
7.17%
24.38%
11.16%
9.25%
VEU
6.93%
-4.83%
-0.75%
12.43%
5.63%
4.84%
Key characteristics
| VTWIX | VEU | |
|---|---|---|
| Sharpe Ratio | 2.18 | 1.04 |
| Sortino Ratio | 2.97 | 1.50 |
| Omega Ratio | 1.39 | 1.18 |
| Calmar Ratio | 3.12 | 1.24 |
| Martin Ratio | 14.08 | 5.28 |
| Ulcer Index | 1.79% | 2.48% |
| Daily Std Dev | 11.59% | 12.62% |
| Max Drawdown | -49.82% | -61.52% |
| Current Drawdown | -1.73% | -7.19% |
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VTWIX vs. VEU - Expense Ratio Comparison
VTWIX has a 0.08% expense ratio, which is higher than VEU's 0.07% 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 VEU 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. VEU - 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 All-World ex-US ETF (VEU). 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. VEU - Dividend Comparison
VTWIX's dividend yield for the trailing twelve months is around 1.85%, less than VEU's 2.98% 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% |
VEU Vanguard FTSE All-World ex-US ETF | 2.98% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
Drawdowns
VTWIX vs. VEU - Drawdown Comparison
The maximum VTWIX drawdown since its inception was -49.82%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for VTWIX and VEU. For additional features, visit the drawdowns tool.
Volatility
VTWIX vs. VEU - Volatility Comparison
The current volatility for Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) is 3.27%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 3.81%. This indicates that VTWIX experiences smaller price fluctuations and is considered to be less risky than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.