^AXAF vs. VTI

Last updated Apr 2, 2026

Compare and contrast key facts about S&P/ASX All Australian 50 Index (^AXAF) and Vanguard Total Stock Market ETF (VTI).

VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016.

Performance

^AXAF vs. VTI - Performance Comparison

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

^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	-0.60%	3.37%	7.32%	9.08%	-2.79%	12.67%	-4.45%	19.01%	-5.61%	4.42%
VTI Vanguard Total Stock Market ETF	-6.25%	8.60%	36.27%	26.14%	-14.21%	33.05%	10.44%	31.28%	4.93%	11.98%

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 -0.60% return, which is significantly higher than VTI's -6.25% return. Over the past 10 years, ^AXAF has underperformed VTI with an annualized return of 5.32%, while VTI has yielded a comparatively higher 14.94% annualized return.

^AXAF

• 1D: 0.13%
• 1M: -6.76%
• YTD: -0.60%
• 6M: -2.61%
• 1Y: 6.10%
• 3Y*: 5.47%
• 5Y*: 4.68%
• 10Y*: 5.32%

VTI

• 1D: 0.99%
• 1M: -1.46%
• YTD: -6.25%
• 6M: -5.14%
• 1Y: 8.11%
• 3Y*: 16.99%
• 5Y*: 12.88%
• 10Y*: 14.94%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^AXAF vs. VTI — Risk / Return Rank

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

^AXAF

^AXAF Risk / Return Rank: 32
^AXAF Sharpe Ratio Rank: 34
^AXAF Sortino Ratio Rank: 31
^AXAF Omega Ratio Rank: 34
^AXAF Calmar Ratio Rank: 33
^AXAF Martin Ratio Rank: 31

VTI

VTI Risk / Return Rank: 59
VTI Sharpe Ratio Rank: 53
VTI Sortino Ratio Rank: 57
VTI Omega Ratio Rank: 60
VTI Calmar Ratio Rank: 58
VTI Martin Ratio Rank: 69

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^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.

	^AXAF	VTI	Difference
Sharpe ratio Return per unit of total volatility	0.57	0.48	+0.09
Sortino ratio Return per unit of downside risk	0.87	0.78	+0.09
Omega ratio Gain probability vs. loss probability	1.12	1.12	0.00
Calmar ratio Return relative to maximum drawdown	0.74	0.71	+0.04
Martin ratio Return relative to average drawdown	1.72	2.01	-0.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^AXAF vs. VTI - Sharpe Ratio Comparison

The current ^AXAF Sharpe Ratio is 0.57, which is comparable to the VTI Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of ^AXAF and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^AXAF	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.57	0.48	+0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.37	0.87	-0.49
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	0.91	-0.55
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	0.68	-0.58

Correlation

The correlation between ^AXAF and VTI is 0.05, 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.

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 -40.40%. Use the drawdown chart below to compare losses from any high point for ^AXAF and VTI.

Drawdown Indicators

	^AXAF	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-51.77%	-55.45%	+3.68%
Max Drawdown (1Y) Largest decline over 1 year	-8.21%	-12.30%	+4.09%
Max Drawdown (5Y) Largest decline over 5 years	-14.52%	-25.36%	+10.84%
Max Drawdown (10Y) Largest decline over 10 years	-35.42%	-35.00%	-0.42%
Current Drawdown Current decline from peak	-6.84%	-5.54%	-1.30%
Average Drawdown Average peak-to-trough decline	-16.56%	-8.08%	-8.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.54%	2.60%	+0.94%

Volatility

^AXAF vs. VTI - Volatility Comparison

S&P/ASX All Australian 50 Index (^AXAF) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.41% and 4.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^AXAF	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.41%	4.41%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	8.37%	8.00%	+0.37%
Volatility (1Y) Calculated over the trailing 1-year period	12.93%	16.80%	-3.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.36%	14.95%	-2.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.76%	16.48%	-1.72%