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RNWGX vs. VFWAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RNWGX and VFWAX is 0.80, 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.


Performance

RNWGX vs. VFWAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds New World Fund® Class R-6 (RNWGX) and Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RNWGX:

0.25

VFWAX:

0.66

Sortino Ratio

RNWGX:

0.44

VFWAX:

1.04

Omega Ratio

RNWGX:

1.06

VFWAX:

1.14

Calmar Ratio

RNWGX:

0.15

VFWAX:

0.81

Martin Ratio

RNWGX:

0.65

VFWAX:

2.52

Ulcer Index

RNWGX:

5.64%

VFWAX:

4.27%

Daily Std Dev

RNWGX:

15.41%

VFWAX:

15.76%

Max Drawdown

RNWGX:

-37.52%

VFWAX:

-34.93%

Current Drawdown

RNWGX:

-12.39%

VFWAX:

-0.10%

Returns By Period

In the year-to-date period, RNWGX achieves a 6.12% return, which is significantly lower than VFWAX's 10.70% return. Both investments have delivered pretty close results over the past 10 years, with RNWGX having a 5.13% annualized return and VFWAX not far ahead at 5.25%.


RNWGX

YTD

6.12%

1M

9.93%

6M

-0.88%

1Y

3.78%

5Y*

7.14%

10Y*

5.13%

VFWAX

YTD

10.70%

1M

9.97%

6M

6.76%

1Y

10.29%

5Y*

10.83%

10Y*

5.25%

*Annualized

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RNWGX vs. VFWAX - Expense Ratio Comparison

RNWGX has a 0.57% expense ratio, which is higher than VFWAX's 0.11% expense ratio.


Risk-Adjusted Performance

RNWGX vs. VFWAX — Risk-Adjusted Performance Rank

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

RNWGX
The Risk-Adjusted Performance Rank of RNWGX is 3636
Overall Rank
The Sharpe Ratio Rank of RNWGX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of RNWGX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of RNWGX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of RNWGX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of RNWGX is 3535
Martin Ratio Rank

VFWAX
The Risk-Adjusted Performance Rank of VFWAX is 7171
Overall Rank
The Sharpe Ratio Rank of VFWAX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VFWAX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VFWAX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VFWAX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VFWAX is 6969
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.

RNWGX vs. VFWAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds New World Fund® Class R-6 (RNWGX) and Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX). 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.


The current RNWGX Sharpe Ratio is 0.25, which is lower than the VFWAX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of RNWGX and VFWAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

RNWGX vs. VFWAX - Dividend Comparison

RNWGX's dividend yield for the trailing twelve months is around 1.22%, less than VFWAX's 2.86% yield.


TTM20242023202220212020201920182017201620152014
RNWGX
American Funds New World Fund® Class R-6
1.22%1.30%1.66%1.33%0.86%0.44%1.78%1.47%1.31%1.37%1.03%7.65%
VFWAX
Vanguard FTSE All-World ex-US Index Fund Admiral Shares
2.86%3.20%3.28%3.07%3.03%1.97%3.07%3.24%2.67%2.96%2.95%3.53%

Drawdowns

RNWGX vs. VFWAX - Drawdown Comparison

The maximum RNWGX drawdown since its inception was -37.52%, which is greater than VFWAX's maximum drawdown of -34.93%. Use the drawdown chart below to compare losses from any high point for RNWGX and VFWAX. For additional features, visit the drawdowns tool.


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Volatility

RNWGX vs. VFWAX - Volatility Comparison


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