SLF vs. VTWAX
SLF (Sun Life Financial Inc.) is a stock, while VTWAX (Vanguard Total World Stock Index Fund Admiral Shares) is Global Equities fund tracking the FTSE Global All Cap Index. Over the past 5 years, SLF returned 13.20%/yr vs 10.47%/yr for VTWAX. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
SLF vs. VTWAX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SLF achieves a 26.31% return, which is significantly higher than VTWAX's 10.01% return.
SLF
- 1D
- -0.52%
- 1M
- 6.74%
- YTD
- 26.31%
- 6M
- 26.17%
- 1Y
- 23.75%
- 3Y*
- 20.71%
- 5Y*
- 13.20%
- 10Y*
- 13.70%
VTWAX
- 1D
- -2.01%
- 1M
- -0.48%
- YTD
- 10.01%
- 6M
- 9.07%
- 1Y
- 24.13%
- 3Y*
- 19.85%
- 5Y*
- 10.47%
- 10Y*
- —
SLF vs. VTWAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SLF Sun Life Financial Inc. | 26.31% | 9.72% | 19.48% | 17.77% | -12.89% | 29.71% | 1.55% | 31.19% |
VTWAX Vanguard Total World Stock Index Fund Admiral Shares | 10.01% | 22.43% | 16.43% | 21.85% | -18.02% | 18.17% | 16.67% | 17.53% |
Correlation
The correlation between SLF and VTWAX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2019 | 0.64 |
Over the past year, the correlation between SLF and VTWAX has dropped to 0.38 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SLF vs. VTWAX — Risk / Return Rank
SLF
VTWAX
SLF vs. VTWAX - Risk-Adjusted Trends Comparison
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.
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.
| SLF | VTWAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.36 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 2.69 | -1.09 |
| Martin ratioReturn relative to average drawdown | 3.45 | 11.68 | -8.22 |
Loading charts...
Drawdowns
SLF vs. VTWAX - Drawdown Comparison
The maximum SLF drawdown since its inception was -78.60%, 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.
Loading charts...
Drawdown Indicators
| SLF | VTWAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.60% | -34.20% | -44.40% |
Max Drawdown (1Y)Largest decline over 1 year | -14.91% | -9.64% | -5.27% |
Max Drawdown (3Y)Largest decline over 3 years | -14.91% | -16.43% | +1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -30.77% | -26.40% | -4.37% |
Max Drawdown (10Y)Largest decline over 10 years | -50.84% | — | — |
Current DrawdownCurrent decline from peak | -2.14% | -2.78% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -16.85% | -5.27% | -11.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.90% | 2.21% | +4.69% |
Volatility
SLF vs. VTWAX - Volatility Comparison
The current volatility for Sun Life Financial Inc. (SLF) is 4.72%, while Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) has a volatility of 5.56%. This indicates that SLF experiences smaller price fluctuations and is considered to be less risky than VTWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SLF | VTWAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 5.56% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 14.28% | 10.99% | +3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.29% | 13.29% | +7.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.43% | 15.86% | +3.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.78% | 18.23% | +4.55% |
Dividends
SLF vs. VTWAX - Dividend Comparison
SLF's dividend yield for the trailing twelve months is around 3.44%, more than VTWAX's 1.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLF Sun Life Financial Inc. | 3.44% | 4.03% | 4.00% | 4.98% | 4.59% | 3.32% | 3.69% | 3.47% | 4.71% | 3.17% | 3.98% | 4.64% |
VTWAX Vanguard Total World Stock Index Fund Admiral Shares | 1.58% | 1.80% | 1.92% | 2.06% | 2.17% | 1.79% | 1.64% | 2.28% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SLF and VTWAX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTWAX has higher volatility (5.56%) compared to SLF (4.72%). In terms of maximum drawdown, SLF dropped -78.60% vs VTWAX's -34.20%.
VTWAX currently has the higher Sharpe Ratio (1.95 vs 1.18), 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.
Find the right allocation for SLF and VTWAX
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