SLF vs. VTWAX

In the year-to-date period, SLF achieves a 7.65% return, which is significantly higher than VTWAX's 5.87% return.

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This table presents a comparison of risk-adjusted performance metrics for Sun Life Financial Inc. (SLF) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX). 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 SLF Sharpe Ratio is 1.46, which is higher than the VTWAX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of SLF and VTWAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SLF's dividend yield for the trailing twelve months is around 3.77%, more than VTWAX's 1.80% yield.

The maximum SLF drawdown since its inception was -78.78%, which is greater than VTWAX's maximum drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for SLF and VTWAX. For additional features, visit the drawdowns tool.

Sun Life Financial Inc. (SLF) has a higher volatility of 4.37% compared to Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) at 4.11%. This indicates that SLF's price experiences larger fluctuations and is considered to be riskier than VTWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.