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^AFLI vs. VDC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^AFLI and VDC is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

^AFLI vs. VDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P/ASX 50 (^AFLI) and Vanguard Consumer Staples ETF (VDC). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
103.47%
599.51%
^AFLI
VDC

Key characteristics

Sharpe Ratio

^AFLI:

0.40

VDC:

0.79

Sortino Ratio

^AFLI:

0.62

VDC:

1.22

Omega Ratio

^AFLI:

1.08

VDC:

1.15

Calmar Ratio

^AFLI:

0.39

VDC:

1.16

Martin Ratio

^AFLI:

1.48

VDC:

3.75

Ulcer Index

^AFLI:

3.68%

VDC:

2.75%

Daily Std Dev

^AFLI:

13.61%

VDC:

13.06%

Max Drawdown

^AFLI:

-51.67%

VDC:

-34.24%

Current Drawdown

^AFLI:

-5.76%

VDC:

-3.27%

Returns By Period

In the year-to-date period, ^AFLI achieves a -1.42% return, which is significantly lower than VDC's 3.49% return. Over the past 10 years, ^AFLI has underperformed VDC with an annualized return of 2.84%, while VDC has yielded a comparatively higher 8.35% annualized return.


^AFLI

YTD

-1.42%

1M

1.08%

6M

-2.18%

1Y

6.47%

5Y*

8.16%

10Y*

2.84%

VDC

YTD

3.49%

1M

0.95%

6M

2.26%

1Y

10.82%

5Y*

10.53%

10Y*

8.35%

*Annualized

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Risk-Adjusted Performance

^AFLI vs. VDC — Risk-Adjusted Performance Rank

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

^AFLI
The Risk-Adjusted Performance Rank of ^AFLI is 5454
Overall Rank
The Sharpe Ratio Rank of ^AFLI is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of ^AFLI is 4949
Sortino Ratio Rank
The Omega Ratio Rank of ^AFLI is 4848
Omega Ratio Rank
The Calmar Ratio Rank of ^AFLI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of ^AFLI is 5959
Martin Ratio Rank

VDC
The Risk-Adjusted Performance Rank of VDC is 7777
Overall Rank
The Sharpe Ratio Rank of VDC is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of VDC is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VDC is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VDC is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VDC is 7979
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.

^AFLI vs. VDC - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for ^AFLI, currently valued at 0.04, compared to the broader market-0.500.000.501.001.50
^AFLI: 0.04
VDC: 0.70
The chart of Sortino ratio for ^AFLI, currently valued at 0.17, compared to the broader market-1.00-0.500.000.501.001.502.00
^AFLI: 0.17
VDC: 1.08
The chart of Omega ratio for ^AFLI, currently valued at 1.02, compared to the broader market0.901.001.101.201.30
^AFLI: 1.02
VDC: 1.14
The chart of Calmar ratio for ^AFLI, currently valued at 0.02, compared to the broader market-0.500.000.501.00
^AFLI: 0.02
VDC: 1.01
The chart of Martin ratio for ^AFLI, currently valued at 0.09, compared to the broader market0.002.004.006.00
^AFLI: 0.09
VDC: 3.20

The current ^AFLI Sharpe Ratio is 0.40, which is lower than the VDC Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of ^AFLI and VDC, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.04
0.70
^AFLI
VDC

Drawdowns

^AFLI vs. VDC - Drawdown Comparison

The maximum ^AFLI drawdown since its inception was -51.67%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for ^AFLI and VDC. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.09%
-3.27%
^AFLI
VDC

Volatility

^AFLI vs. VDC - Volatility Comparison

S&P/ASX 50 (^AFLI) has a higher volatility of 11.56% compared to Vanguard Consumer Staples ETF (VDC) at 7.87%. This indicates that ^AFLI's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.56%
7.87%
^AFLI
VDC