^BSESN vs. VT
Compare and contrast key facts about S&P BSE SENSEX (^BSESN) and Vanguard Total World Stock ETF (VT).
VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^BSESN or VT.
Key characteristics
| ^BSESN | VT | |
|---|---|---|
| YTD Return | 14.74% | 14.40% |
| 1Y Return | 22.77% | 21.84% |
| 3Y Return (Ann) | 12.62% | 5.57% |
| 5Y Return (Ann) | 17.49% | 11.22% |
| 10Y Return (Ann) | 12.31% | 8.88% |
| Sharpe Ratio | 1.84 | 1.87 |
| Daily Std Dev | 13.34% | 12.36% |
| Max Drawdown | -60.91% | -50.27% |
| Current Drawdown | -0.09% | -0.77% |
Correlation
The correlation between ^BSESN and VT is 0.30, 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
^BSESN vs. VT - Performance Comparison
The year-to-date returns for both stocks are quite close, with ^BSESN having a 14.74% return and VT slightly lower at 14.40%. Over the past 10 years, ^BSESN has outperformed VT with an annualized return of 12.31%, while VT has yielded a comparatively lower 8.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^BSESN vs. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P BSE SENSEX (^BSESN) and Vanguard Total World Stock ETF (VT). 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.
Drawdowns
^BSESN vs. VT - Drawdown Comparison
The maximum ^BSESN drawdown since its inception was -60.91%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for ^BSESN and VT. For additional features, visit the drawdowns tool.
Volatility
^BSESN vs. VT - Volatility Comparison
The current volatility for S&P BSE SENSEX (^BSESN) is 2.95%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.98%. This indicates that ^BSESN experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.