AFYA vs. VTSAX
Compare and contrast key facts about Afya Limited (AFYA) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AFYA or VTSAX.
Key characteristics
| AFYA | VTSAX | |
|---|---|---|
| YTD Return | -26.31% | 25.21% |
| 1Y Return | -13.26% | 34.00% |
| 3Y Return (Ann) | 1.78% | 8.41% |
| 5Y Return (Ann) | -10.21% | 14.96% |
| Sharpe Ratio | -0.30 | 2.75 |
| Sortino Ratio | -0.20 | 3.67 |
| Omega Ratio | 0.98 | 1.51 |
| Calmar Ratio | -0.20 | 4.00 |
| Martin Ratio | -0.55 | 17.55 |
| Ulcer Index | 18.89% | 1.95% |
| Daily Std Dev | 34.56% | 12.47% |
| Max Drawdown | -72.09% | -55.34% |
| Current Drawdown | -50.00% | -1.13% |
Correlation
The correlation between AFYA and VTSAX is 0.36, 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
AFYA vs. VTSAX - Performance Comparison
In the year-to-date period, AFYA achieves a -26.31% return, which is significantly lower than VTSAX's 25.21% 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
AFYA vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Afya Limited (AFYA) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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
AFYA vs. VTSAX - Dividend Comparison
AFYA has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.26%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AFYA Afya Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.26% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
AFYA vs. VTSAX - Drawdown Comparison
The maximum AFYA drawdown since its inception was -72.09%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for AFYA and VTSAX. For additional features, visit the drawdowns tool.
Volatility
AFYA vs. VTSAX - Volatility Comparison
Afya Limited (AFYA) has a higher volatility of 10.05% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.01%. This indicates that AFYA's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.