Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VTWSX (VANGUARD TOTAL WORLD STOCK INDEX FUND INVESTOR SHARES) | NA | 14.29% | 11.97% | 7.52% | 8.53% | NA | NA | 6.54% |
Data as of 11/11/2019, AR inception is 06/30/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VTWSX (VANGUARD TOTAL WORLD STOCK INDEX FUND INVESTOR SHARES) | 06/30/2008 | 11/11/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.35 | 14.29 | 11.97 | 7.52 | 8.53 | NA | NA | 6.54 | 21.51 | -9.73 | 24.06 | 8.67 | -2.02 | 3.92 | 22.79 | 17.15 | -7.88 | 13.08 | 33.30 | -33.23 |
| Sharpe Ratio | NA | 0.79 | 0.95 | 0.53 | 0.54 | NA | NA | 0.30 | 2.01 | -0.75 | 3.60 | 0.58 | -0.14 | 0.36 | 2.01 | 1.21 | -0.32 | 0.67 | 1.18 | -1.03 |
| Standard Deviation(%) | NA | 13.49 | 11.44 | 12.88 | 15.10 | NA | NA | 19.94 | 11.86 | 14.80 | 6.53 | 14.51 | 14.74 | 10.70 | 11.35 | 14.26 | 24.80 | 19.49 | 28.13 | 53.84 |
| Draw Down(%) | NA | 12.75 | 19.94 | 19.94 | 23.52 | NA | NA | 49.93 | 6.57 | 19.94 | 1.87 | 11.56 | 14.68 | 9.41 | 8.56 | 13.00 | 23.52 | 15.91 | 27.24 | 45.99 |
| Yield(%) | 0.00 | 2.42 | 2.66 | 2.44 | 3.04 | 1.81 | 1.36 | 2.47 | 1.86 | 2.14 | 2.45 | 2.47 | 2.25 | 2.41 | 2.31 | 2.44 | 1.92 | 2.15 | 1.79 | 0.38 |
Data as of 11/11/2019, AR inception is 06/30/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VTWSX (VANGUARD TOTAL WORLD STOCK INDEX FUND INVESTOR SHARES) |
0.09%
Aug 2008 - Aug 2011 |
3.84%
Feb 2011 - Feb 2016 |
6.78%
Jul 2008 - Jul 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VTWSX (VANGUARD TOTAL WORLD STOCK INDEX FUND INVESTOR SHARES) |
23.97%
Feb 2009 - Feb 2012 |
19.99%
Feb 2009 - Feb 2014 |
12.99%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart