PortfoliosLab logoPortfoliosLab logo
AWAYX vs. VT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AWAYX vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Wealth Appreciation Strategy (AWAYX) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

AWAYX vs. VT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AWAYX
AB Wealth Appreciation Strategy
-4.76%21.59%19.08%21.06%-18.42%20.57%13.04%25.57%-9.68%22.02%
VT
Vanguard Total World Stock ETF
-1.71%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%

Returns By Period

In the year-to-date period, AWAYX achieves a -4.76% return, which is significantly lower than VT's -1.71% return. Over the past 10 years, AWAYX has underperformed VT with an annualized return of 10.58%, while VT has yielded a comparatively higher 11.53% annualized return.


AWAYX

1D
-0.27%
1M
-9.05%
YTD
-4.76%
6M
-2.09%
1Y
18.19%
3Y*
16.07%
5Y*
9.11%
10Y*
10.58%

VT

1D
3.08%
1M
-6.22%
YTD
-1.71%
6M
1.42%
1Y
21.53%
3Y*
16.86%
5Y*
9.22%
10Y*
11.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AWAYX vs. VT - Expense Ratio Comparison

AWAYX has a 0.40% expense ratio, which is higher than VT's 0.06% expense ratio.


Return for Risk

AWAYX vs. VT — Risk / Return Rank

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

AWAYX
AWAYX Risk / Return Rank: 6161
Overall Rank
AWAYX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AWAYX Sortino Ratio Rank: 6161
Sortino Ratio Rank
AWAYX Omega Ratio Rank: 6161
Omega Ratio Rank
AWAYX Calmar Ratio Rank: 5959
Calmar Ratio Rank
AWAYX Martin Ratio Rank: 6565
Martin Ratio Rank

VT
VT Risk / Return Rank: 7777
Overall Rank
VT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VT Sortino Ratio Rank: 7676
Sortino Ratio Rank
VT Omega Ratio Rank: 7777
Omega Ratio Rank
VT Calmar Ratio Rank: 7575
Calmar Ratio Rank
VT Martin Ratio Rank: 8282
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.

AWAYX vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Wealth Appreciation Strategy (AWAYX) 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.


AWAYXVTDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.25

-0.20

Sortino ratio

Return per unit of downside risk

1.57

1.84

-0.28

Omega ratio

Gain probability vs. loss probability

1.23

1.27

-0.04

Calmar ratio

Return relative to maximum drawdown

1.39

1.83

-0.44

Martin ratio

Return relative to average drawdown

6.12

8.51

-2.38

AWAYX vs. VT - Sharpe Ratio Comparison

The current AWAYX Sharpe Ratio is 1.05, which is comparable to the VT Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of AWAYX and VT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


AWAYXVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.25

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.58

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.67

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.40

+0.01

Correlation

The correlation between AWAYX and VT 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

AWAYX vs. VT - Dividend Comparison

AWAYX's dividend yield for the trailing twelve months is around 7.73%, more than VT's 1.82% yield.


TTM20252024202320222021202020192018201720162015
AWAYX
AB Wealth Appreciation Strategy
7.73%7.36%5.97%2.54%7.90%9.02%3.05%4.11%3.94%7.73%6.17%1.87%
VT
Vanguard Total World Stock ETF
1.82%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Drawdowns

AWAYX vs. VT - Drawdown Comparison

The maximum AWAYX drawdown since its inception was -60.32%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for AWAYX and VT.


Loading graphics...

Drawdown Indicators


AWAYXVTDifference

Max Drawdown

Largest peak-to-trough decline

-60.32%

-50.27%

-10.05%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-11.84%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-26.40%

-26.38%

-0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-34.32%

-34.24%

-0.08%

Current Drawdown

Current decline from peak

-9.67%

-6.89%

-2.78%

Average Drawdown

Average peak-to-trough decline

-9.80%

-7.08%

-2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.55%

+0.09%

Volatility

AWAYX vs. VT - Volatility Comparison

The current volatility for AB Wealth Appreciation Strategy (AWAYX) is 5.08%, while Vanguard Total World Stock ETF (VT) has a volatility of 6.33%. This indicates that AWAYX 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.


Loading graphics...

Volatility by Period


AWAYXVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

6.33%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

10.25%

9.95%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

17.60%

17.24%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.03%

15.98%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

17.20%

-0.46%