BALFX vs. VWRL.AS
Compare and contrast key facts about American Funds American Balanced Fund (BALFX) and Vanguard FTSE All-World UCITS ETF (VWRL.AS).
BALFX is managed by American Funds. It was launched on Mar 15, 2001. VWRL.AS is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BALFX or VWRL.AS.
Key characteristics
| BALFX | VWRL.AS | |
|---|---|---|
| YTD Return | 15.70% | 24.37% |
| 1Y Return | 24.72% | 30.64% |
| 3Y Return (Ann) | 5.44% | 8.48% |
| 5Y Return (Ann) | 8.88% | 11.95% |
| 10Y Return (Ann) | 8.34% | 10.91% |
| Sharpe Ratio | 2.93 | 2.88 |
| Sortino Ratio | 4.17 | 3.80 |
| Omega Ratio | 1.56 | 1.59 |
| Calmar Ratio | 3.39 | 3.73 |
| Martin Ratio | 20.16 | 18.23 |
| Ulcer Index | 1.22% | 1.65% |
| Daily Std Dev | 8.41% | 10.45% |
| Max Drawdown | -39.30% | -33.27% |
| Current Drawdown | -0.76% | -0.45% |
Correlation
The correlation between BALFX and VWRL.AS is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BALFX vs. VWRL.AS - Performance Comparison
In the year-to-date period, BALFX achieves a 15.70% return, which is significantly lower than VWRL.AS's 24.37% return. Over the past 10 years, BALFX has underperformed VWRL.AS with an annualized return of 8.34%, while VWRL.AS has yielded a comparatively higher 10.91% annualized 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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BALFX vs. VWRL.AS - Expense Ratio Comparison
BALFX has a 0.62% expense ratio, which is higher than VWRL.AS's 0.22% expense ratio.
Risk-Adjusted Performance
BALFX vs. VWRL.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds American Balanced Fund (BALFX) and Vanguard FTSE All-World UCITS ETF (VWRL.AS). 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
BALFX vs. VWRL.AS - Dividend Comparison
BALFX's dividend yield for the trailing twelve months is around 2.09%, more than VWRL.AS's 1.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BALFX American Funds American Balanced Fund | 2.09% | 2.31% | 1.63% | 1.13% | 1.28% | 1.85% | 2.02% | 1.71% | 1.71% | 2.40% | 8.02% | 1.51% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 1.44% | 1.74% | 2.10% | 1.43% | 1.56% | 1.89% | 2.24% | 1.93% | 1.95% | 2.03% | 2.06% | 1.57% |
Drawdowns
BALFX vs. VWRL.AS - Drawdown Comparison
The maximum BALFX drawdown since its inception was -39.30%, which is greater than VWRL.AS's maximum drawdown of -33.27%. Use the drawdown chart below to compare losses from any high point for BALFX and VWRL.AS. For additional features, visit the drawdowns tool.
Volatility
BALFX vs. VWRL.AS - Volatility Comparison
The current volatility for American Funds American Balanced Fund (BALFX) is 2.42%, while Vanguard FTSE All-World UCITS ETF (VWRL.AS) has a volatility of 3.03%. This indicates that BALFX experiences smaller price fluctuations and is considered to be less risky than VWRL.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.