PortfoliosLab logoPortfoliosLab logo
DWGAX vs. VXUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DWGAX vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Developing World Growth and Income Fund (DWGAX) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DWGAX vs. VXUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DWGAX
American Funds Developing World Growth and Income Fund
0.86%34.25%3.57%11.28%-23.47%0.50%12.07%23.50%-14.90%27.69%
VXUS
Vanguard Total International Stock ETF
3.51%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%

Returns By Period

In the year-to-date period, DWGAX achieves a 0.86% return, which is significantly lower than VXUS's 3.51% return. Over the past 10 years, DWGAX has underperformed VXUS with an annualized return of 6.47%, while VXUS has yielded a comparatively higher 9.03% annualized return.


DWGAX

1D
1.60%
1M
-9.72%
YTD
0.86%
6M
3.59%
1Y
28.23%
3Y*
14.57%
5Y*
2.85%
10Y*
6.47%

VXUS

1D
1.17%
1M
-5.23%
YTD
3.51%
6M
7.51%
1Y
29.24%
3Y*
15.95%
5Y*
7.57%
10Y*
9.03%
*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.


DWGAX vs. VXUS - Expense Ratio Comparison

DWGAX has a 1.23% expense ratio, which is higher than VXUS's 0.05% expense ratio.


Return for Risk

DWGAX vs. VXUS — Risk / Return Rank

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

DWGAX
DWGAX Risk / Return Rank: 8484
Overall Rank
DWGAX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DWGAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
DWGAX Omega Ratio Rank: 8585
Omega Ratio Rank
DWGAX Calmar Ratio Rank: 8383
Calmar Ratio Rank
DWGAX Martin Ratio Rank: 8181
Martin Ratio Rank

VXUS
VXUS Risk / Return Rank: 8585
Overall Rank
VXUS Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 8585
Sortino Ratio Rank
VXUS Omega Ratio Rank: 8585
Omega Ratio Rank
VXUS Calmar Ratio Rank: 8585
Calmar Ratio Rank
VXUS Martin Ratio Rank: 8484
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.

DWGAX vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Developing World Growth and Income Fund (DWGAX) and Vanguard Total International Stock ETF (VXUS). 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.


DWGAXVXUSDifference

Sharpe ratio

Return per unit of total volatility

1.81

1.71

+0.10

Sortino ratio

Return per unit of downside risk

2.34

2.33

+0.01

Omega ratio

Gain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratio

Return relative to maximum drawdown

2.15

2.63

-0.48

Martin ratio

Return relative to average drawdown

8.65

10.05

-1.41

DWGAX vs. VXUS - Sharpe Ratio Comparison

The current DWGAX Sharpe Ratio is 1.81, which is comparable to the VXUS Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of DWGAX and VXUS, 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


DWGAXVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

1.71

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.48

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.53

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.35

-0.09

Correlation

The correlation between DWGAX and VXUS is 0.82, 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

DWGAX vs. VXUS - Dividend Comparison

DWGAX's dividend yield for the trailing twelve months is around 1.99%, less than VXUS's 2.93% yield.


TTM20252024202320222021202020192018201720162015
DWGAX
American Funds Developing World Growth and Income Fund
1.99%1.87%1.12%1.63%1.09%1.01%1.46%1.81%2.28%2.02%2.01%2.05%
VXUS
Vanguard Total International Stock ETF
2.93%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Drawdowns

DWGAX vs. VXUS - Drawdown Comparison

The maximum DWGAX drawdown since its inception was -38.71%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for DWGAX and VXUS.


Loading graphics...

Drawdown Indicators


DWGAXVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-38.71%

-35.97%

-2.74%

Max Drawdown (1Y)

Largest decline over 1 year

-13.26%

-11.27%

-1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-38.35%

-29.44%

-8.91%

Max Drawdown (10Y)

Largest decline over 10 years

-38.71%

-35.97%

-2.74%

Current Drawdown

Current decline from peak

-11.87%

-7.26%

-4.61%

Average Drawdown

Average peak-to-trough decline

-14.08%

-8.29%

-5.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

2.95%

+0.34%

Volatility

DWGAX vs. VXUS - Volatility Comparison

The current volatility for American Funds Developing World Growth and Income Fund (DWGAX) is 7.17%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 7.72%. This indicates that DWGAX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DWGAXVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.17%

7.72%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

11.49%

11.54%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

16.29%

17.21%

-0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

15.81%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.30%

17.09%

-0.79%