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VTWIX vs. VTWAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTWIX and VTWAX is 0.96, 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.


Performance

VTWIX vs. VTWAX - 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 Vanguard Total World Stock Index Fund Admiral Shares (VTWAX). The values are adjusted to include any dividend payments, if applicable.

65.00%70.00%75.00%80.00%85.00%90.00%95.00%100.00%December2025FebruaryMarchAprilMay
91.50%
91.26%
VTWIX
VTWAX

Key characteristics

Sharpe Ratio

VTWIX:

0.57

VTWAX:

0.57

Sortino Ratio

VTWIX:

0.94

VTWAX:

0.94

Omega Ratio

VTWIX:

1.14

VTWAX:

1.14

Calmar Ratio

VTWIX:

0.63

VTWAX:

0.62

Martin Ratio

VTWIX:

2.73

VTWAX:

2.72

Ulcer Index

VTWIX:

3.77%

VTWAX:

3.77%

Daily Std Dev

VTWIX:

17.23%

VTWAX:

17.22%

Max Drawdown

VTWIX:

-49.82%

VTWAX:

-34.20%

Current Drawdown

VTWIX:

-3.85%

VTWAX:

-3.86%

Returns By Period

The year-to-date returns for both investments are quite close, with VTWIX having a 1.47% return and VTWAX slightly higher at 1.48%.


VTWIX

YTD

1.47%

1M

6.42%

6M

-1.09%

1Y

9.77%

5Y*

13.46%

10Y*

8.85%

VTWAX

YTD

1.48%

1M

6.43%

6M

-1.10%

1Y

9.75%

5Y*

13.44%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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VTWIX vs. VTWAX - Expense Ratio Comparison

VTWIX has a 0.08% expense ratio, which is lower than VTWAX's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

VTWIX vs. VTWAX — Risk-Adjusted Performance Rank

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

VTWIX
The Risk-Adjusted Performance Rank of VTWIX is 6767
Overall Rank
The Sharpe Ratio Rank of VTWIX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VTWIX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VTWIX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VTWIX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VTWIX is 7272
Martin Ratio Rank

VTWAX
The Risk-Adjusted Performance Rank of VTWAX is 6767
Overall Rank
The Sharpe Ratio Rank of VTWAX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VTWAX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VTWAX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VTWAX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VTWAX is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VTWIX vs. VTWAX - 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 Total World Stock Index Fund Admiral Shares (VTWAX). 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.


The current VTWIX Sharpe Ratio is 0.57, which is comparable to the VTWAX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of VTWIX and VTWAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.57
0.57
VTWIX
VTWAX

Dividends

VTWIX vs. VTWAX - Dividend Comparison

VTWIX's dividend yield for the trailing twelve months is around 1.89%, more than VTWAX's 1.87% yield.


TTM20242023202220212020201920182017201620152014
VTWIX
Vanguard Total World Stock Index Fund Institutional Shares
1.89%1.94%2.07%2.19%1.81%1.66%2.32%2.55%2.11%2.40%2.46%2.46%
VTWAX
Vanguard Total World Stock Index Fund Admiral Shares
1.87%1.93%2.06%2.16%1.79%1.64%2.29%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VTWIX vs. VTWAX - Drawdown Comparison

The maximum VTWIX drawdown since its inception was -49.82%, which is greater than VTWAX's maximum drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for VTWIX and VTWAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-3.85%
-3.86%
VTWIX
VTWAX

Volatility

VTWIX vs. VTWAX - Volatility Comparison

Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) have volatilities of 5.38% and 5.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
5.38%
5.39%
VTWIX
VTWAX