^AXAF vs. VTI
^AXAF (S&P/ASX All Australian 50 Index) is an index, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, ^AXAF returned 5.52%/yr vs 16.05%/yr for VTI. At a 0.05 correlation, their price movements are largely independent.
Performance
^AXAF vs. VTI - Performance Comparison
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Different Trading Currencies
^AXAF is traded in AUD, while VTI is traded in USD. To make them comparable, the VTI values have been converted to AUD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ^AXAF achieves a 2.98% return, which is significantly lower than VTI's 5.06% return. Over the past 10 years, ^AXAF has underperformed VTI with an annualized return of 5.52%, while VTI has yielded a comparatively higher 16.05% annualized return.
^AXAF
- 1D
- 0.08%
- 1M
- 1.50%
- YTD
- 2.98%
- 6M
- 2.15%
- 1Y
- 2.98%
- 3Y*
- 7.17%
- 5Y*
- 4.02%
- 10Y*
- 5.52%
VTI
- 1D
- -0.09%
- 1M
- 2.25%
- YTD
- 5.06%
- 6M
- 4.44%
- 1Y
- 16.07%
- 3Y*
- 19.24%
- 5Y*
- 13.99%
- 10Y*
- 16.05%
^AXAF vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^AXAF S&P/ASX All Australian 50 Index | 2.98% | 3.37% | 7.32% | 9.08% | -2.79% | 12.67% | -4.45% | 19.01% | -5.61% | 4.42% |
VTI Vanguard Total Stock Market ETF | 5.06% | 8.60% | 36.27% | 26.14% | -14.21% | 33.05% | 10.44% | 31.28% | 4.93% | 11.98% |
Correlation
The correlation between ^AXAF and VTI is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2007 | 0.05 |
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Return for Risk
^AXAF vs. VTI — Risk / Return Rank
^AXAF
VTI
^AXAF vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P/ASX All Australian 50 Index (^AXAF) and Vanguard Total Stock Market ETF (VTI). 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.
| ^AXAF | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.29 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.23 | 1.45 | -1.22 |
| Martin ratioReturn relative to average drawdown | 0.48 | 4.16 | -3.68 |
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Drawdowns
^AXAF vs. VTI - Drawdown Comparison
The maximum ^AXAF drawdown since its inception was -51.77%, which is greater than VTI's maximum drawdown of -38.86%. Use the drawdown chart below to compare losses from any high point for ^AXAF and VTI.
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Drawdown Indicators
| ^AXAF | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.77% | -38.86% | -12.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.21% | -11.12% | +2.91% |
Max Drawdown (3Y)Largest decline over 3 years | -13.96% | -18.25% | +4.29% |
Max Drawdown (5Y)Largest decline over 5 years | -14.52% | -22.91% | +8.39% |
Max Drawdown (10Y)Largest decline over 10 years | -35.42% | -26.00% | -9.42% |
Current DrawdownCurrent decline from peak | -3.48% | -0.21% | -3.27% |
Average DrawdownAverage peak-to-trough decline | -16.36% | -9.01% | -7.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 3.88% | +0.07% |
Volatility
^AXAF vs. VTI - Volatility Comparison
S&P/ASX All Australian 50 Index (^AXAF) has a higher volatility of 3.85% compared to Vanguard Total Stock Market ETF (VTI) at 3.13%. This indicates that ^AXAF's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^AXAF | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.85% | 3.13% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 9.65% | 7.94% | +1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.07% | 10.42% | +1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.58% | 14.96% | -2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.78% | 16.42% | -1.64% |
Frequently Asked Questions
^AXAF and VTI have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^AXAF has higher volatility (3.85%) compared to VTI (3.13%). In terms of maximum drawdown, ^AXAF dropped -51.77% vs VTI's -38.86%.
VTI currently has the higher Sharpe Ratio (1.55 vs 0.16), 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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