DOX vs. ACWI
DOX (Amdocs Limited) is a stock, while ACWI (iShares MSCI ACWI ETF) is Global Equities fund tracking the MSCI All Country World Index. Over the past 10 years, DOX returned 1.41%/yr vs 12.53%/yr for ACWI. Their 0.55 correlation means they have sometimes moved together and sometimes differently.
Performance
DOX vs. ACWI - Performance Comparison
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Returns By Period
In the year-to-date period, DOX achieves a -29.40% return, which is significantly lower than ACWI's 11.28% return. Over the past 10 years, DOX has underperformed ACWI with an annualized return of 1.41%, while ACWI has yielded a comparatively higher 12.53% annualized return.
DOX
- 1D
- 0.80%
- 1M
- 7.67%
- 6M
- -30.63%
- YTD
- -29.40%
- 1Y
- -31.84%
- 3Y*
- -13.87%
- 5Y*
- -4.12%
- 10Y*
- 1.41%
- ALL TIME*
- 5.99%
ACWI
- 1D
- 0.49%
- 1M
- 0.18%
- 6M
- 8.21%
- YTD
- 11.28%
- 1Y
- 23.78%
- 3Y*
- 18.53%
- 5Y*
- 10.82%
- 10Y*
- 12.53%
- ALL TIME*
- 8.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $420.02M | $465.87M | $510.46M | |
| $69.66M | $69.21M | $78.72M |
DOX vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DOX Amdocs Limited | -29.40% | -3.08% | -0.92% | -1.44% | 23.77% | 7.49% | 0.45% | 25.49% | -9.12% | 13.97% |
ACWI iShares MSCI ACWI ETF | 11.28% | 22.41% | 17.45% | 22.27% | -18.39% | 18.66% | 16.34% | 26.59% | -9.19% | 24.33% |
Correlation
The correlation between DOX and ACWI is 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.36 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.45 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.50 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2008 | 0.55 |
Over the past year, the correlation between DOX and ACWI has dropped to 0.14 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
DOX vs. ACWI — Risk / Return Rank
DOX
ACWI
DOX vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amdocs Limited (DOX) and iShares MSCI ACWI ETF (ACWI). 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.
| DOX | ACWI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.77 | ||
| Sortino ratioReturn per unit of downside risk | -3.85 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.29 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 2.29 | -3.05 |
| Martin ratioReturn relative to average drawdown | -1.49 | 9.58 | -11.07 |
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Drawdowns
DOX vs. ACWI - Drawdown Comparison
The maximum DOX drawdown since its inception was -93.37%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for DOX and ACWI.
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Drawdown Indicators
| DOX | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.37% | -56.00% | -37.37% |
Max Drawdown (1Y)Largest decline over 1 year | -42.99% | -9.73% | -33.26% |
Max Drawdown (3Y)Largest decline over 3 years | -45.51% | -16.55% | -28.96% |
Max Drawdown (5Y)Largest decline over 5 years | -46.10% | -26.42% | -19.68% |
Max Drawdown (10Y)Largest decline over 10 years | -46.10% | -33.53% | -12.57% |
Current DrawdownCurrent decline from peak | -39.11% | -1.58% | -37.53% |
Average DrawdownAverage peak-to-trough decline | -41.83% | -8.55% | -33.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.86% | 2.33% | +19.53% |
Volatility
DOX vs. ACWI - Volatility Comparison
Amdocs Limited (DOX) has a higher volatility of 8.70% compared to iShares MSCI ACWI ETF (ACWI) at 4.03%. This indicates that DOX's price experiences larger fluctuations and is considered to be riskier than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOX | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.70% | 4.03% | +4.67% |
Volatility (6M)Calculated over the trailing 6-month period | 23.41% | 11.71% | +11.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.85% | 14.01% | +13.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.21% | 16.23% | +4.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.64% | 17.06% | +4.58% |
Dividends
DOX vs. ACWI - Dividend Comparison
DOX's dividend yield for the trailing twelve months is around 3.93%, more than ACWI's 1.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWI iShares MSCI ACWI ETF | 1.44% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
DOX Amdocs Limited | 3.93% | 2.62% | 2.25% | 1.98% | 1.74% | 1.92% | 1.85% | 1.58% | 1.71% | 1.34% | 1.34% | 1.25% |
Frequently Asked Questions
DOX and ACWI have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DOX has higher volatility (8.70%) compared to ACWI (4.03%). In terms of maximum drawdown, DOX dropped -93.37% vs ACWI's -56.00%.
ACWI currently has the higher Sharpe Ratio (1.59 vs -1.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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