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^AXAF vs. VOO
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^AXAF and VOO is 0.35, 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.


Performance

^AXAF vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P/ASX All Australian 50 Index (^AXAF) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
21.90%
574.26%
^AXAF
VOO

Key characteristics

Sharpe Ratio

^AXAF:

0.40

VOO:

0.56

Sortino Ratio

^AXAF:

0.71

VOO:

0.92

Omega Ratio

^AXAF:

1.10

VOO:

1.13

Calmar Ratio

^AXAF:

0.45

VOO:

0.58

Martin Ratio

^AXAF:

1.64

VOO:

2.25

Ulcer Index

^AXAF:

3.82%

VOO:

4.83%

Daily Std Dev

^AXAF:

13.25%

VOO:

19.11%

Max Drawdown

^AXAF:

-51.77%

VOO:

-33.99%

Current Drawdown

^AXAF:

-4.61%

VOO:

-7.55%

Returns By Period

In the year-to-date period, ^AXAF achieves a -0.26% return, which is significantly higher than VOO's -3.28% return. Over the past 10 years, ^AXAF has underperformed VOO with an annualized return of 3.49%, while VOO has yielded a comparatively higher 12.40% annualized return.


^AXAF

YTD

-0.26%

1M

8.59%

6M

-1.07%

1Y

4.36%

5Y*

8.76%

10Y*

3.49%

VOO

YTD

-3.28%

1M

13.71%

6M

-4.52%

1Y

10.70%

5Y*

15.89%

10Y*

12.40%

*Annualized

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Risk-Adjusted Performance

^AXAF vs. VOO — Risk-Adjusted Performance Rank

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

^AXAF
The Risk-Adjusted Performance Rank of ^AXAF is 5858
Overall Rank
The Sharpe Ratio Rank of ^AXAF is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of ^AXAF is 5757
Sortino Ratio Rank
The Omega Ratio Rank of ^AXAF is 5555
Omega Ratio Rank
The Calmar Ratio Rank of ^AXAF is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ^AXAF is 6565
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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.

^AXAF vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P/ASX All Australian 50 Index (^AXAF) and Vanguard S&P 500 ETF (VOO). 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 ^AXAF Sharpe Ratio is 0.40, which is comparable to the VOO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of ^AXAF and VOO, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.10
0.51
^AXAF
VOO

Drawdowns

^AXAF vs. VOO - Drawdown Comparison

The maximum ^AXAF drawdown since its inception was -51.77%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^AXAF and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.11%
-7.55%
^AXAF
VOO

Volatility

^AXAF vs. VOO - Volatility Comparison

The current volatility for S&P/ASX All Australian 50 Index (^AXAF) is 6.20%, while Vanguard S&P 500 ETF (VOO) has a volatility of 6.83%. This indicates that ^AXAF experiences smaller price fluctuations and is considered to be less risky than VOO 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%14.00%December2025FebruaryMarchAprilMay
6.20%
6.83%
^AXAF
VOO