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ACWI vs. VASGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACWI and VASGX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

ACWI vs. VASGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI ACWI ETF (ACWI) and Vanguard LifeStrategy Growth Fund (VASGX). The values are adjusted to include any dividend payments, if applicable.

160.00%180.00%200.00%220.00%240.00%NovemberDecember2025FebruaryMarchApril
220.60%
178.51%
ACWI
VASGX

Key characteristics

Sharpe Ratio

ACWI:

0.63

VASGX:

0.44

Sortino Ratio

ACWI:

1.00

VASGX:

0.69

Omega Ratio

ACWI:

1.15

VASGX:

1.10

Calmar Ratio

ACWI:

0.68

VASGX:

0.41

Martin Ratio

ACWI:

3.09

VASGX:

1.51

Ulcer Index

ACWI:

3.64%

VASGX:

4.10%

Daily Std Dev

ACWI:

17.87%

VASGX:

14.19%

Max Drawdown

ACWI:

-56.00%

VASGX:

-51.16%

Current Drawdown

ACWI:

-6.94%

VASGX:

-7.46%

Returns By Period

In the year-to-date period, ACWI achieves a -1.69% return, which is significantly lower than VASGX's -0.57% return. Over the past 10 years, ACWI has outperformed VASGX with an annualized return of 8.48%, while VASGX has yielded a comparatively lower 6.09% annualized return.


ACWI

YTD

-1.69%

1M

-3.56%

6M

-2.10%

1Y

10.10%

5Y*

13.55%

10Y*

8.48%

VASGX

YTD

-0.57%

1M

-2.42%

6M

-4.65%

1Y

5.29%

5Y*

9.01%

10Y*

6.09%

*Annualized

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ACWI vs. VASGX - Expense Ratio Comparison

ACWI has a 0.32% expense ratio, which is higher than VASGX's 0.14% expense ratio.


Expense ratio chart for ACWI: current value is 0.32%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ACWI: 0.32%
Expense ratio chart for VASGX: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VASGX: 0.14%

Risk-Adjusted Performance

ACWI vs. VASGX — Risk-Adjusted Performance Rank

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

ACWI
The Risk-Adjusted Performance Rank of ACWI is 7171
Overall Rank
The Sharpe Ratio Rank of ACWI is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of ACWI is 6767
Sortino Ratio Rank
The Omega Ratio Rank of ACWI is 6969
Omega Ratio Rank
The Calmar Ratio Rank of ACWI is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ACWI is 7575
Martin Ratio Rank

VASGX
The Risk-Adjusted Performance Rank of VASGX is 5454
Overall Rank
The Sharpe Ratio Rank of VASGX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of VASGX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of VASGX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of VASGX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VASGX is 5252
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.

ACWI vs. VASGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI ETF (ACWI) and Vanguard LifeStrategy Growth Fund (VASGX). 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 ACWI, currently valued at 0.63, compared to the broader market-1.000.001.002.003.004.00
ACWI: 0.63
VASGX: 0.44
The chart of Sortino ratio for ACWI, currently valued at 1.00, compared to the broader market-2.000.002.004.006.008.00
ACWI: 1.00
VASGX: 0.69
The chart of Omega ratio for ACWI, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
ACWI: 1.15
VASGX: 1.10
The chart of Calmar ratio for ACWI, currently valued at 0.68, compared to the broader market0.002.004.006.008.0010.0012.00
ACWI: 0.68
VASGX: 0.41
The chart of Martin ratio for ACWI, currently valued at 3.09, compared to the broader market0.0020.0040.0060.00
ACWI: 3.09
VASGX: 1.51

The current ACWI Sharpe Ratio is 0.63, which is higher than the VASGX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of ACWI and VASGX, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.63
0.44
ACWI
VASGX

Dividends

ACWI vs. VASGX - Dividend Comparison

ACWI's dividend yield for the trailing twelve months is around 1.73%, less than VASGX's 2.45% yield.


TTM20242023202220212020201920182017201620152014
ACWI
iShares MSCI ACWI ETF
1.73%1.70%1.88%1.79%1.71%1.43%2.33%2.25%1.94%2.19%2.56%2.26%
VASGX
Vanguard LifeStrategy Growth Fund
2.45%2.44%2.34%2.10%1.87%1.68%2.32%2.56%2.09%2.22%2.20%2.10%

Drawdowns

ACWI vs. VASGX - Drawdown Comparison

The maximum ACWI drawdown since its inception was -56.00%, which is greater than VASGX's maximum drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for ACWI and VASGX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.94%
-7.46%
ACWI
VASGX

Volatility

ACWI vs. VASGX - Volatility Comparison

iShares MSCI ACWI ETF (ACWI) has a higher volatility of 13.06% compared to Vanguard LifeStrategy Growth Fund (VASGX) at 9.49%. This indicates that ACWI's price experiences larger fluctuations and is considered to be riskier than VASGX 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%NovemberDecember2025FebruaryMarchApril
13.06%
9.49%
ACWI
VASGX