PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AWWIX vs. VEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AWWIX and VEA is 0.92, 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.


-0.50.00.51.00.9

Performance

AWWIX vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CIBC Atlas International Growth Fund (AWWIX) and Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
4.97%
-0.38%
AWWIX
VEA

Key characteristics

Sharpe Ratio

AWWIX:

1.04

VEA:

0.76

Sortino Ratio

AWWIX:

1.48

VEA:

1.12

Omega Ratio

AWWIX:

1.18

VEA:

1.14

Calmar Ratio

AWWIX:

1.43

VEA:

1.00

Martin Ratio

AWWIX:

3.30

VEA:

2.36

Ulcer Index

AWWIX:

4.02%

VEA:

4.14%

Daily Std Dev

AWWIX:

12.82%

VEA:

12.87%

Max Drawdown

AWWIX:

-32.98%

VEA:

-60.69%

Current Drawdown

AWWIX:

-0.29%

VEA:

-2.44%

Returns By Period

In the year-to-date period, AWWIX achieves a 8.45% return, which is significantly higher than VEA's 7.15% return.


AWWIX

YTD

8.45%

1M

5.74%

6M

4.97%

1Y

12.03%

5Y*

6.04%

10Y*

N/A

VEA

YTD

7.15%

1M

3.72%

6M

-0.38%

1Y

8.55%

5Y*

6.60%

10Y*

5.51%

*Annualized

Compare stocks, funds, or ETFs

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


AWWIX vs. VEA - Expense Ratio Comparison

AWWIX has a 0.94% expense ratio, which is higher than VEA's 0.05% expense ratio.


AWWIX
CIBC Atlas International Growth Fund
Expense ratio chart for AWWIX: current value at 0.94% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.94%
Expense ratio chart for VEA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

AWWIX vs. VEA — Risk-Adjusted Performance Rank

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

AWWIX
The Risk-Adjusted Performance Rank of AWWIX is 5858
Overall Rank
The Sharpe Ratio Rank of AWWIX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of AWWIX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of AWWIX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of AWWIX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of AWWIX is 5151
Martin Ratio Rank

VEA
The Risk-Adjusted Performance Rank of VEA is 3131
Overall Rank
The Sharpe Ratio Rank of VEA is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of VEA is 2828
Sortino Ratio Rank
The Omega Ratio Rank of VEA is 2828
Omega Ratio Rank
The Calmar Ratio Rank of VEA is 4343
Calmar Ratio Rank
The Martin Ratio Rank of VEA is 2727
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.

AWWIX vs. VEA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CIBC Atlas International Growth Fund (AWWIX) and Vanguard FTSE Developed Markets ETF (VEA). 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.


Sharpe ratio
The chart of Sharpe ratio for AWWIX, currently valued at 1.04, compared to the broader market-1.000.001.002.003.004.001.040.76
The chart of Sortino ratio for AWWIX, currently valued at 1.48, compared to the broader market0.002.004.006.008.0010.0012.001.481.12
The chart of Omega ratio for AWWIX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.14
The chart of Calmar ratio for AWWIX, currently valued at 1.43, compared to the broader market0.005.0010.0015.0020.001.431.00
The chart of Martin ratio for AWWIX, currently valued at 3.30, compared to the broader market0.0020.0040.0060.0080.003.302.36
AWWIX
VEA

The current AWWIX Sharpe Ratio is 1.04, which is higher than the VEA Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of AWWIX and VEA, 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.04
0.76
AWWIX
VEA

Dividends

AWWIX vs. VEA - Dividend Comparison

AWWIX's dividend yield for the trailing twelve months is around 1.06%, less than VEA's 3.13% yield.


TTM20242023202220212020201920182017201620152014
AWWIX
CIBC Atlas International Growth Fund
1.06%1.15%1.16%1.53%0.32%0.26%0.05%0.00%0.00%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
3.13%3.36%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%

Drawdowns

AWWIX vs. VEA - Drawdown Comparison

The maximum AWWIX drawdown since its inception was -32.98%, smaller than the maximum VEA drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for AWWIX and VEA. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.29%
-2.44%
AWWIX
VEA

Volatility

AWWIX vs. VEA - Volatility Comparison

CIBC Atlas International Growth Fund (AWWIX) and Vanguard FTSE Developed Markets ETF (VEA) have volatilities of 3.47% and 3.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.47%
3.42%
AWWIX
VEA
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab