^AFLI vs. VDC
^AFLI (S&P/ASX 50) is an index, while VDC (Vanguard Consumer Staples ETF) is Consumer Staples Equities fund tracking the MSCI US Investable Market Consumer Staples 25/50 Index. Over the past 10 years, ^AFLI returned 5.43%/yr vs 8.78%/yr for VDC. At a correlation of -0.02, they often move in opposite directions.
Performance
^AFLI vs. VDC - Performance Comparison
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Different Trading Currencies
^AFLI is traded in AUD, while VDC is traded in USD. To make them comparable, the VDC values have been converted to AUD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ^AFLI achieves a 3.05% return, which is significantly lower than VDC's 5.10% return. Over the past 10 years, ^AFLI has underperformed VDC with an annualized return of 5.43%, while VDC has yielded a comparatively higher 8.78% annualized return.
^AFLI
- 1D
- 0.24%
- 1M
- 1.70%
- YTD
- 3.05%
- 6M
- 2.17%
- 1Y
- 3.40%
- 3Y*
- 7.34%
- 5Y*
- 4.05%
- 10Y*
- 5.43%
VDC
- 1D
- 3.21%
- 1M
- 2.67%
- YTD
- 5.10%
- 6M
- 5.65%
- 1Y
- -1.35%
- 3Y*
- 6.90%
- 5Y*
- 9.28%
- 10Y*
- 8.78%
^AFLI vs. VDC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^AFLI S&P/ASX 50 | 3.05% | 3.98% | 7.44% | 8.52% | -3.01% | 12.37% | -4.86% | 19.07% | -5.89% | 4.57% |
VDC Vanguard Consumer Staples ETF | 5.10% | -5.25% | 24.70% | 2.46% | 4.70% | 24.54% | 1.12% | 26.69% | 2.09% | 3.33% |
Correlation
The correlation between ^AFLI and VDC is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2013 | -0.02 |
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Return for Risk
^AFLI vs. VDC — Risk / Return Rank
^AFLI
VDC
^AFLI vs. VDC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P/ASX 50 (^AFLI) and Vanguard Consumer Staples ETF (VDC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^AFLI | VDC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.00 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.29 | -0.13 | +0.41 |
| Martin ratioReturn relative to average drawdown | 0.59 | -0.23 | +0.82 |
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Drawdowns
^AFLI vs. VDC - Drawdown Comparison
The maximum ^AFLI drawdown since its inception was -35.46%, which is greater than VDC's maximum drawdown of -21.35%. Use the drawdown chart below to compare losses from any high point for ^AFLI and VDC.
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Drawdown Indicators
| ^AFLI | VDC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.46% | -21.35% | -14.11% |
Max Drawdown (1Y)Largest decline over 1 year | -8.06% | -10.71% | +2.65% |
Max Drawdown (3Y)Largest decline over 3 years | -13.79% | -12.69% | -1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -14.59% | -12.89% | -1.70% |
Max Drawdown (10Y)Largest decline over 10 years | -35.46% | -15.88% | -19.58% |
Current DrawdownCurrent decline from peak | -3.60% | -6.06% | +2.46% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -5.70% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 5.95% | -2.02% |
Volatility
^AFLI vs. VDC - Volatility Comparison
The current volatility for S&P/ASX 50 (^AFLI) is 3.91%, while Vanguard Consumer Staples ETF (VDC) has a volatility of 6.69%. This indicates that ^AFLI experiences smaller price fluctuations and is considered to be less risky than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^AFLI | VDC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 6.69% | -2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 12.36% | -2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.10% | 15.05% | -2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.55% | 13.92% | -1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.77% | 15.01% | -0.24% |
Frequently Asked Questions
^AFLI and VDC have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VDC has higher volatility (6.69%) compared to ^AFLI (3.91%). In terms of maximum drawdown, ^AFLI dropped -35.46% vs VDC's -21.35%.
^AFLI currently has the higher Sharpe Ratio (0.19 vs -0.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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