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ACWI vs. VASGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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ACWI vs. VASGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACWI
iShares MSCI ACWI ETF
-2.21%22.41%17.45%22.27%-18.39%18.66%16.34%26.59%-9.19%24.33%
VASGX
Vanguard LifeStrategy Growth Fund
-3.57%19.65%12.95%18.76%-17.21%14.35%15.45%23.14%-6.89%19.21%

Returns By Period

In the year-to-date period, ACWI achieves a -2.21% return, which is significantly higher than VASGX's -3.57% return. Over the past 10 years, ACWI has outperformed VASGX with an annualized return of 11.58%, while VASGX has yielded a comparatively lower 9.49% annualized return.


ACWI

1D
3.11%
1M
-6.11%
YTD
-2.21%
6M
0.97%
1Y
20.86%
3Y*
16.98%
5Y*
9.40%
10Y*
11.58%

VASGX

1D
-0.18%
1M
-7.77%
YTD
-3.57%
6M
-0.86%
1Y
15.75%
3Y*
13.37%
5Y*
7.16%
10Y*
9.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

ACWI vs. VASGX — Risk / Return Rank

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

ACWI
ACWI Risk / Return Rank: 7575
Overall Rank
ACWI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 7474
Sortino Ratio Rank
ACWI Omega Ratio Rank: 7575
Omega Ratio Rank
ACWI Calmar Ratio Rank: 7474
Calmar Ratio Rank
ACWI Martin Ratio Rank: 8181
Martin Ratio Rank

VASGX
VASGX Risk / Return Rank: 7070
Overall Rank
VASGX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VASGX Sortino Ratio Rank: 7171
Sortino Ratio Rank
VASGX Omega Ratio Rank: 6969
Omega Ratio Rank
VASGX Calmar Ratio Rank: 6868
Calmar Ratio Rank
VASGX Martin Ratio Rank: 7373
Martin Ratio Rank
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.

ACWI vs. VASGX - Risk-Adjusted Trends 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.


ACWIVASGXDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.20

0.00

Sortino ratio

Return per unit of downside risk

1.77

1.73

+0.04

Omega ratio

Gain probability vs. loss probability

1.27

1.25

+0.01

Calmar ratio

Return relative to maximum drawdown

1.79

1.53

+0.26

Martin ratio

Return relative to average drawdown

8.26

6.92

+1.35

ACWI vs. VASGX - Sharpe Ratio Comparison

The current ACWI Sharpe Ratio is 1.20, which is comparable to the VASGX Sharpe Ratio of 1.20. 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.


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Sharpe Ratios by Period


ACWIVASGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.20

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.57

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.71

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.55

-0.16

Correlation

The correlation between ACWI and VASGX is 0.97, 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.


Dividends

ACWI vs. VASGX - Dividend Comparison

ACWI's dividend yield for the trailing twelve months is around 1.59%, less than VASGX's 4.25% yield.


TTM20252024202320222021202020192018201720162015
ACWI
iShares MSCI ACWI ETF
1.59%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%
VASGX
Vanguard LifeStrategy Growth Fund
4.25%4.09%6.15%3.00%2.10%3.54%3.54%2.34%4.36%2.13%2.23%4.54%

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.


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Drawdown Indicators


ACWIVASGXDifference

Max Drawdown

Largest peak-to-trough decline

-56.00%

-51.16%

-4.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-9.40%

-2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-26.42%

-24.43%

-1.99%

Max Drawdown (10Y)

Largest decline over 10 years

-33.53%

-28.53%

-5.00%

Current Drawdown

Current decline from peak

-6.92%

-8.17%

+1.25%

Average Drawdown

Average peak-to-trough decline

-8.69%

-7.29%

-1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

2.07%

+0.47%

Volatility

ACWI vs. VASGX - Volatility Comparison

iShares MSCI ACWI ETF (ACWI) has a higher volatility of 6.38% compared to Vanguard LifeStrategy Growth Fund (VASGX) at 4.33%. 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.


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Volatility by Period


ACWIVASGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.38%

4.33%

+2.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

7.74%

+2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

17.48%

13.21%

+4.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

12.66%

+3.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.08%

13.42%

+3.66%