PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
CORE.AX vs. VGS.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CORE.AX vs. VGS.AX

Last updated Jul 16, 2026
Documentation

CORE.AX (Schroder Global Core Fund - Active ETF) and VGS.AX (Vanguard MSCI Index International Shares ETF) are both Global Equities funds. CORE.AX is actively managed, while VGS.AX is passively managed. Over the past year, CORE.AX returned 15.14% vs 13.66% for VGS.AX. A 0.63 correlation means they provide meaningful diversification when combined. CORE.AX charges 0.25%/yr vs 0.18%/yr for VGS.AX.

Performance

CORE.AX vs. VGS.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Schroder Global Core Fund - Active ETF (CORE.AX) and Vanguard MSCI Index International Shares ETF (VGS.AX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CORE.AX achieves a 4.95% return, which is significantly lower than VGS.AX's 5.31% return.

CORE.AX

1D
-0.25%
1M
0.93%
6M
4.67%
YTD
4.95%
1Y
15.14%
3Y*
—
5Y*
—
10Y*
—

VGS.AX

1D
-0.01%
1M
1.72%
6M
4.14%
YTD
5.31%
1Y
13.66%
3Y*
17.60%
5Y*
12.49%
10Y*
13.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORE.AX vs. VGS.AX - Yearly Performance Comparison

2026 (YTD)2025
CORE.AX
Schroder Global Core Fund - Active ETF		4.95%12.78%
VGS.AX
Vanguard MSCI Index International Shares ETF		5.31%11.81%

Correlation

The correlation between CORE.AX and VGS.AX is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2025

0.63

The correlation between CORE.AX and VGS.AX has been stable across timeframes, ranging from 0.63 to 0.64 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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

Schroder Global Core Fund - Active ETF

Vanguard MSCI Index International Shares ETF

Return for Risk

CORE.AX vs. VGS.AX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CORE.AX
CORE.AX Risk / Return Rank: 4545
Overall Rank
CORE.AX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
CORE.AX Sortino Ratio Rank: 4949
Sortino Ratio Rank
CORE.AX Omega Ratio Rank: 5656
Omega Ratio Rank
CORE.AX Calmar Ratio Rank: 3939
Calmar Ratio Rank
CORE.AX Martin Ratio Rank: 3636
Martin Ratio Rank
VGS.AX
VGS.AX Risk / Return Rank: 4242
Overall Rank
VGS.AX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VGS.AX Sortino Ratio Rank: 4747
Sortino Ratio Rank
VGS.AX Omega Ratio Rank: 5252
Omega Ratio Rank
VGS.AX Calmar Ratio Rank: 3030
Calmar Ratio Rank
VGS.AX Martin Ratio Rank: 3232
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.

CORE.AX vs. VGS.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schroder Global Core Fund - Active ETF (CORE.AX) and Vanguard MSCI Index International Shares ETF (VGS.AX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

CORE.AXVGS.AXDifference
Sharpe ratioReturn per unit of total volatility
1.38
1.41

-0.03

Sortino ratioReturn per unit of downside risk
2.02
1.98

+0.04

Omega ratioGain probability vs. loss probability

1.28

1.27

+0.02

Calmar ratioReturn relative to maximum drawdown

1.68

1.28

+0.40

Martin ratioReturn relative to average drawdown

4.54

3.83

+0.71

CORE.AX vs. VGS.AX - Sharpe Ratio Comparison

The current CORE.AX Sharpe Ratio is 1.38, which is comparable to the VGS.AX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of CORE.AX and VGS.AX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

CORE.AX vs. VGS.AX - Drawdown Comparison

The maximum CORE.AX drawdown since its inception was -10.20%, smaller than the maximum VGS.AX drawdown of -23.39%. Use the drawdown chart below to compare losses from any high point for CORE.AX and VGS.AX.

Loading charts...

Drawdown Indicators

CORE.AXVGS.AXDifference

Max Drawdown

Largest peak-to-trough decline

-10.20%

-23.39%

+13.19%

Max Drawdown (1Y)

Largest decline over 1 year

-10.20%

-10.72%

+0.52%

Max Drawdown (3Y)

Largest decline over 3 years

—

-13.82%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-20.53%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-23.39%

—

Current Drawdown

Current decline from peak

-1.34%

-0.36%

-0.98%

Average Drawdown

Average peak-to-trough decline

-2.60%

-4.18%

+1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

3.65%

—

Volatility

CORE.AX vs. VGS.AX - Volatility Comparison

Schroder Global Core Fund - Active ETF (CORE.AX) and Vanguard MSCI Index International Shares ETF (VGS.AX) have volatilities of 2.12% and 2.21%, 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.

Loading charts...

Volatility by Period

CORE.AXVGS.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.12%

2.21%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

7.39%

7.83%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

12.44%

9.77%

+2.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.50%

12.41%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.50%

12.92%

-0.42%

CORE.AX vs. VGS.AX - Expense Ratio Comparison

CORE.AX has a 0.25% expense ratio, which is higher than VGS.AX's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

CORE.AX vs. VGS.AX - Dividend Comparison

CORE.AX's dividend yield for the trailing twelve months is around 0.68%, less than VGS.AX's 0.97% yield.

PositionTTM20252024202320222021202020192018201720162015
CORE.AX
Schroder Global Core Fund - Active ETF		0.68%0.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGS.AX
Vanguard MSCI Index International Shares ETF		0.97%2.49%1.76%1.82%1.42%1.75%2.24%2.42%2.19%2.25%3.29%2.35%

Frequently Asked Questions

CORE.AX and VGS.AX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGS.AX is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGS.AX is cheaper with a 0.18% expense ratio, compared with 0.25% for CORE.AX.

They also come from different issuers: Schroder and Vanguard. Their fees differ too: 0.25% for CORE.AX and 0.18% for VGS.AX.

Portfolio Optimizer

Find the right allocation for CORE.AX and VGS.AX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer