ACWI vs. VASGX
Compare and contrast key facts about iShares MSCI ACWI ETF (ACWI) and Vanguard LifeStrategy Growth Fund (VASGX).
ACWI is a passively managed fund by iShares that tracks the performance of the MSCI All Country World Index. It was launched on Mar 26, 2008. VASGX is managed by Vanguard. It was launched on Sep 30, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACWI or VASGX.
Performance
ACWI vs. VASGX - Performance Comparison
Returns By Period
In the year-to-date period, ACWI achieves a 19.34% return, which is significantly higher than VASGX's 14.87% return. Over the past 10 years, ACWI has outperformed VASGX with an annualized return of 9.26%, while VASGX has yielded a comparatively lower 7.04% annualized return.
ACWI
19.34%
1.18%
8.73%
25.26%
11.19%
9.26%
VASGX
14.87%
1.16%
7.39%
20.45%
8.10%
7.04%
Key characteristics
| ACWI | VASGX | |
|---|---|---|
| Sharpe Ratio | 2.21 | 2.16 |
| Sortino Ratio | 3.03 | 3.00 |
| Omega Ratio | 1.40 | 1.39 |
| Calmar Ratio | 3.16 | 2.23 |
| Martin Ratio | 14.10 | 13.73 |
| Ulcer Index | 1.81% | 1.49% |
| Daily Std Dev | 11.55% | 9.49% |
| Max Drawdown | -56.00% | -51.16% |
| Current Drawdown | -0.97% | -0.86% |
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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.
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.
Risk-Adjusted Performance
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.
Dividends
ACWI vs. VASGX - Dividend Comparison
ACWI's dividend yield for the trailing twelve months is around 1.58%, less than VASGX's 2.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWI iShares MSCI ACWI ETF | 1.58% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.25% | 1.94% | 2.19% | 2.56% | 2.26% | 1.89% |
VASGX Vanguard LifeStrategy Growth Fund | 2.17% | 2.34% | 2.10% | 1.87% | 1.68% | 2.32% | 2.56% | 2.09% | 2.22% | 2.20% | 2.10% | 1.92% |
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.
Volatility
ACWI vs. VASGX - Volatility Comparison
iShares MSCI ACWI ETF (ACWI) has a higher volatility of 3.12% compared to Vanguard LifeStrategy Growth Fund (VASGX) at 2.56%. 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.